# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0001104659-25-083906
**Filing Date:** 2025-8
**Character Count:** 4530854
**Document Hash:** b2cda196078bbfc05cceb556395f6173
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-25-083906.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001104659-25-083906

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 19

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**EFFECTIVENESS DATE**: 20250827

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04681
- **FILM NUMBER:** 251263110

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND INDEX FUND INC
- **DATE OF NAME CHANGE:** 19940111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND MARKET FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX BOND FUND
- **DATE OF NAME CHANGE:** 19870105

## Series and Classes Contracts Data

### Vanguard Intermediate-Term Bond Index Fund (Series ID: S000002561)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000007057 | Investor Shares           | VBIIX           |
| C000007058 | Admiral Shares            | VBILX           |
| C000024520 | Institutional Shares      | VBIMX           |
| C000046841 | ETF Shares                | BIV             |
| C000105308 | Institutional Plus Shares | VBIUX           |

### Vanguard Long-Term Bond Index Fund (Series ID: S000002562)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000024522 | Institutional Shares      | VBLLX           |
| C000046842 | ETF Shares                | BLV             |
| C000105309 | Institutional Plus Shares | VBLIX           |
| C000209800 | Admiral Shares            | VBLAX           |

### Vanguard Short-Term Bond Index Fund (Series ID: S000002563)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000007060 | Investor Shares           | VBISX           |
| C000007061 | Admiral Shares            | VBIRX           |
| C000046843 | ETF Shares                | BSV             |
| C000105310 | Institutional Shares      | VBITX           |
| C000105311 | Institutional Plus Shares | VBIPX           |

### Vanguard Total Bond Market Index Fund (Series ID: S000002564)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000007062 | Investor Shares             | VBMFX           |
| C000007063 | Admiral Shares              | VBTLX           |
| C000007064 | Institutional Shares        | VBTIX           |
| C000046844 | ETF Shares                  | BND             |
| C000081425 | Institutional Plus Shares   | VBMPX           |
| C000170279 | Institutional Select Shares | VTBSX           |

### Vanguard Inflation-Protected Securities Fund (Series ID: S000019554)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000054349 | Investor Shares      | VIPSX           |
| C000054350 | Admiral Shares       | VAIPX           |
| C000054351 | Institutional Shares | VIPIX           |

### Vanguard Total Bond Market II Index Fund (Series ID: S000025158)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000075027 | Investor Shares      | VTBIX           |
| C000075028 | Institutional Shares | VTBNX           |

?xml version='1.0' encoding='ASCII'? 8dddfe44bd371f2

**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**: 811-04681**

---

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

---

---

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

---

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

Date of fiscal year end: December 31

Date of reporting period: January 1, 2025—June 30, 2025

**Item 1: Reports to Shareholders.**

**TABLE OF CONTENTS**

---

| |
|:---|
|  [Vanguard Short-Term Bond Index Fund](#classname79b10491-e542-4463-bd13-6f7b9070447b)<br> **[Investor Shares - VBISX](#classname79b10491-e542-4463-bd13-6f7b9070447b)**  |
|  [Vanguard Short-Term Bond Index Fund](#classnameb503341c-9171-4c62-935d-edc0d3941197)<br> **[ETF Shares - BSV](#classnameb503341c-9171-4c62-935d-edc0d3941197)**  |
|  [Vanguard Short-Term Bond Index Fund](#classname14fac437-c764-45af-a394-e95210f9b3a8)<br> **[Admiral<sup>™</sup> Shares - VBIRX](#classname14fac437-c764-45af-a394-e95210f9b3a8)**  |
|  [Vanguard Short-Term Bond Index Fund](#classname2333ce73-136c-4813-80e2-fa216c1e0e1f)<br> **[Institutional Shares - VBITX](#classname2333ce73-136c-4813-80e2-fa216c1e0e1f)**  |
|  [Vanguard Short-Term Bond Index Fund](#classname92753948-673f-4f32-9a0f-77a35b83273d)<br> **[Institutional Plus Shares - VBIPX](#classname92753948-673f-4f32-9a0f-77a35b83273d)**  |
|  [Vanguard Intermediate-Term Bond Index Fund](#classnameb9f607a9-454d-46db-9cfa-b4a13a22e2d2)<br> **[Investor Shares - VBIIX](#classnameb9f607a9-454d-46db-9cfa-b4a13a22e2d2)**  |
|  [Vanguard Intermediate-Term Bond Index Fund](#classnameca21783f-1aec-47aa-85af-f94e54251652)<br> **[ETF Shares - BIV](#classnameca21783f-1aec-47aa-85af-f94e54251652)**  |
|  [Vanguard Intermediate-Term Bond Index Fund](#classnamebc7fab8c-3e11-4978-a753-3cecc65215d3)<br> **[Admiral<sup>™</sup> Shares - VBILX](#classnamebc7fab8c-3e11-4978-a753-3cecc65215d3)**  |
|  [Vanguard Intermediate-Term Bond Index Fund](#classnamed76d1a7a-2786-4e03-843f-f28b75ed2e8f)<br> **[Institutional Shares - VBIMX](#classnamed76d1a7a-2786-4e03-843f-f28b75ed2e8f)**  |
|  [Vanguard Intermediate-Term Bond Index Fund](#classname157e596a-2760-43da-8757-fe99401ce833)<br> **[Institutional Plus Shares - VBIUX](#classname157e596a-2760-43da-8757-fe99401ce833)**  |
|  [Vanguard Long-Term Bond Index Fund](#classname1786086c-238d-4388-a5f4-d50de8864770)<br> **[ETF Shares - BLV](#classname1786086c-238d-4388-a5f4-d50de8864770)**  |
|  [Vanguard Long-Term Bond Index Fund](#classnameee48b915-6690-4360-92aa-8d0db3aea603)<br> **[Admiral<sup>™</sup> Shares - VBLAX](#classnameee48b915-6690-4360-92aa-8d0db3aea603)**  |
|  [Vanguard Long-Term Bond Index Fund](#classname81fb9b12-cd97-4f91-8f36-e9c6e47471f0)<br> **[Institutional Shares - VBLLX](#classname81fb9b12-cd97-4f91-8f36-e9c6e47471f0)**  |
|  [Vanguard Long-Term Bond Index Fund](#classname8c91dc4e-6fe4-4cef-bf39-78a9de2fd4b4)<br> **[Institutional Plus Shares - VBLIX](#classname8c91dc4e-6fe4-4cef-bf39-78a9de2fd4b4)**  |
|  [Vanguard Inflation-Protected Securities Fund](#classname09b8b881-49f5-4387-ba96-27ba074d6aa0)<br> **[Investor Shares - VIPSX](#classname09b8b881-49f5-4387-ba96-27ba074d6aa0)**  |
|  [Vanguard Inflation-Protected Securities Fund](#classnamed673f1d3-1522-4396-9cc5-1ea27414458d)<br> **[Admiral<sup>™</sup> Shares - VAIPX](#classnamed673f1d3-1522-4396-9cc5-1ea27414458d)**  |
|  [Vanguard Inflation-Protected Securities Fund](#classnamec8ed80bd-3ed5-42b4-81ff-06eb41b4fa34)<br> **[Institutional Shares - VIPIX](#classnamec8ed80bd-3ed5-42b4-81ff-06eb41b4fa34)**  |
|  [Vanguard Total Bond Market Index Fund](#classname0fa983fb-e038-4187-ab2e-4342d56ca9a3)<br> **[Investor Shares - VBMFX](#classname0fa983fb-e038-4187-ab2e-4342d56ca9a3)**  |
|  [Vanguard Total Bond Market Index Fund](#classname2538e0f7-8946-4000-aff4-b3cdf95ad5c5)<br> **[ETF Shares - BND](#classname2538e0f7-8946-4000-aff4-b3cdf95ad5c5)**  |
|  [Vanguard Total Bond Market Index Fund](#classnamea08914b8-0b91-463a-b8b4-bbc36c0d32ba)<br> **[Admiral<sup>™</sup> Shares - VBTLX](#classnamea08914b8-0b91-463a-b8b4-bbc36c0d32ba)**  |
|  [Vanguard Total Bond Market Index Fund](#classname5584272c-7031-41ea-969c-c302cf8fbb38)<br> **[Institutional Shares - VBTIX](#classname5584272c-7031-41ea-969c-c302cf8fbb38)**  |
|  [Vanguard Total Bond Market Index Fund](#classname586b8c80-cc05-485a-986d-f4ebf3f08cde)<br> **[Institutional Plus Shares - VBMPX](#classname586b8c80-cc05-485a-986d-f4ebf3f08cde)**  |
|  [Vanguard Total Bond Market Index Fund](#classnamebce33f1b-ff98-4cf3-a3e5-bf83f9ad92a7)<br> **[Institutional Select Shares - VTBSX](#classnamebce33f1b-ff98-4cf3-a3e5-bf83f9ad92a7)**  |
|  [Vanguard Total Bond Market II Index Fund](#classname5ab21eb1-803e-4bfb-994a-6e722d3a3ad8)<br> **[Investor Shares - VTBIX](#classname5ab21eb1-803e-4bfb-994a-6e722d3a3ad8)**  |
|  [Vanguard Total Bond Market II Index Fund](#classname7699ad58-6b6c-4cec-944d-38d3db3803f7)<br> **[Institutional Shares - VTBNX](#classname7699ad58-6b6c-4cec-944d-38d3db3803f7)**  |

---

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Short-Term Bond Index Fund

#### Investor Shares (VBISX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Short-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $80.15%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$64146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;30% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 25.3% |
| Sovereign Bonds | 4.7% |
| Taxable Municipal Bonds | 0.1% |
| U.S. Government and Agency Obligations | 68.6% |
| Other Assets and Liabilities—Net | 1.3% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR132

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Short-Term Bond Index Fund

#### ETF Shares (BSV) NYSE Arca

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Short-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$64146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;30% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 25.3% |
| Sovereign Bonds | 4.7% |
| Taxable Municipal Bonds | 0.1% |
| U.S. Government and Agency Obligations | 68.6% |
| Other Assets and Liabilities—Net | 1.3% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR924

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Short-Term Bond Index Fund

#### Admiral<sup>™</sup> Shares (VBIRX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Short-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $30.06%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$64146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;30% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 25.3% |
| Sovereign Bonds | 4.7% |
| Taxable Municipal Bonds | 0.1% |
| U.S. Government and Agency Obligations | 68.6% |
| Other Assets and Liabilities—Net | 1.3% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR5132

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Short-Term Bond Index Fund

#### Institutional Shares (VBITX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Short-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 Shares | $20.04%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$64146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;30% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 25.3% |
| Sovereign Bonds | 4.7% |
| Taxable Municipal Bonds | 0.1% |
| U.S. Government and Agency Obligations | 68.6% |
| Other Assets and Liabilities—Net | 1.3% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR732

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Short-Term Bond Index Fund

#### Institutional Plus Shares (VBIPX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Short-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $20.03%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$64146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;30% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 25.3% |
| Sovereign Bonds | 4.7% |
| Taxable Municipal Bonds | 0.1% |
| U.S. Government and Agency Obligations | 68.6% |
| Other Assets and Liabilities—Net | 1.3% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR733

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Intermediate-Term Bond Index Fund

#### Investor Shares (VBIIX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Intermediate-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $80.15%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$45084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;33% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 36.7% |
| Sovereign Bonds | 4.7% |
| Taxable Municipal Bonds | 0.4% |
| U.S. Government and Agency Obligations | 57.3% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR314

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Intermediate-Term Bond Index Fund

#### ETF Shares (BIV) NYSE Arca

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Intermediate-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$45084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;33% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 36.7% |
| Sovereign Bonds | 4.7% |
| Taxable Municipal Bonds | 0.4% |
| U.S. Government and Agency Obligations | 57.3% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR925

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Intermediate-Term Bond Index Fund

#### Admiral<sup>™</sup> Shares (VBILX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Intermediate-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $30.06%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$45084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;33% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 36.7% |
| Sovereign Bonds | 4.7% |
| Taxable Municipal Bonds | 0.4% |
| U.S. Government and Agency Obligations | 57.3% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR5314

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Intermediate-Term Bond Index Fund

#### Institutional Shares (VBIMX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Intermediate-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 Shares | $20.04%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$45084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;33% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 36.7% |
| Sovereign Bonds | 4.7% |
| Taxable Municipal Bonds | 0.4% |
| U.S. Government and Agency Obligations | 57.3% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR504

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Intermediate-Term Bond Index Fund

#### Institutional Plus Shares (VBIUX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Intermediate-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $20.03%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$45084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;33% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 36.7% |
| Sovereign Bonds | 4.7% |
| Taxable Municipal Bonds | 0.4% |
| U.S. Government and Agency Obligations | 57.3% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR1874

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Long-Term Bond Index Fund

#### ETF Shares (BLV) NYSE Arca

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Long-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$8417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;12% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 42.7% |
| Sovereign Bonds | 2.9% |
| Taxable Municipal Bonds | 1.9% |
| U.S. Government and Agency Obligations | 50.9% |
| Other Assets and Liabilities—Net | 1.6% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR927

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Long-Term Bond Index Fund

#### Admiral<sup>™</sup> Shares (VBLAX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Long-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $30.06%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$8417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;12% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 42.7% |
| Sovereign Bonds | 2.9% |
| Taxable Municipal Bonds | 1.9% |
| U.S. Government and Agency Obligations | 50.9% |
| Other Assets and Liabilities—Net | 1.6% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR2022

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Long-Term Bond Index Fund

#### Institutional Shares (VBLLX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Long-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 Shares | $20.04%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$8417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;12% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 42.7% |
| Sovereign Bonds | 2.9% |
| Taxable Municipal Bonds | 1.9% |
| U.S. Government and Agency Obligations | 50.9% |
| Other Assets and Liabilities—Net | 1.6% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR545

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Long-Term Bond Index Fund

#### Institutional Plus Shares (VBLIX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Long-Term Bond Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $20.03%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$8417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;12% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Corporate Bonds | 42.7% |
| Sovereign Bonds | 2.9% |
| Taxable Municipal Bonds | 1.9% |
| U.S. Government and Agency Obligations | 50.9% |
| Other Assets and Liabilities—Net | 1.6% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR1872

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Inflation-Protected Securities Fund

#### Investor Shares (VIPSX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Inflation-Protected Securities Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$27250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;77 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;42% |

---

---

| | |
|:---|:---|
| **Distribution by Stated Maturity % of Net Asset<br> (as of June 30, 2025)** |  |
| 0 - 5 Years | 49.1% |
| 5 - 10 Years | 37.0% |
| 10 - 15 Years | 0.6% |
| 15 - 20 Years | 5.4% |
| 20 - 25 Years | 3.3% |
| Over 25 Years | 4.3% |
| Other Assets and Liabilities—Net | 0.3% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR119

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Inflation-Protected Securities Fund

#### Admiral<sup>™</sup> Shares (VAIPX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Inflation-Protected Securities Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$27250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;77 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;42% |

---

---

| | |
|:---|:---|
| **Distribution by Stated Maturity % of Net Asset<br> (as of June 30, 2025)** |  |
| 0 - 5 Years | 49.1% |
| 5 - 10 Years | 37.0% |
| 10 - 15 Years | 0.6% |
| 15 - 20 Years | 5.4% |
| 20 - 25 Years | 3.3% |
| Over 25 Years | 4.3% |
| Other Assets and Liabilities—Net | 0.3% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR5119

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Inflation-Protected Securities Fund

#### Institutional Shares (VIPIX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Inflation-Protected Securities Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 Shares | $40.07%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$27250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;77 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;42% |

---

---

| | |
|:---|:---|
| **Distribution by Stated Maturity % of Net Asset<br> (as of June 30, 2025)** |  |
| 0 - 5 Years | 49.1% |
| 5 - 10 Years | 37.0% |
| 10 - 15 Years | 0.6% |
| 15 - 20 Years | 5.4% |
| 20 - 25 Years | 3.3% |
| Over 25 Years | 4.3% |
| Other Assets and Liabilities—Net | 0.3% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR1190

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Total Bond Market Index Fund

#### Investor Shares (VBMFX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Total Bond Market Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $80.15%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$359835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;17695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;21% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.1% |
| Corporate Bonds | 25.4% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.5% |
| U.S. Government and Agency Obligations | 67.8% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR84

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Total Bond Market Index Fund

#### ETF Shares (BND) Nasdaq

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Total Bond Market Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$359835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;17695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;21% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.1% |
| Corporate Bonds | 25.4% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.5% |
| U.S. Government and Agency Obligations | 67.8% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR928

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Total Bond Market Index Fund

#### Admiral<sup>™</sup> Shares (VBTLX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Total Bond Market Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $20.04%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$359835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;17695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;21% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.1% |
| Corporate Bonds | 25.4% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.5% |
| U.S. Government and Agency Obligations | 67.8% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR584

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Total Bond Market Index Fund

#### Institutional Shares (VBTIX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Total Bond Market Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 Shares | $10.027%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$359835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;17695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;21% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.1% |
| Corporate Bonds | 25.4% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.5% |
| U.S. Government and Agency Obligations | 67.8% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR222

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Total Bond Market Index Fund

#### Institutional Plus Shares (VBMPX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Total Bond Market Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$359835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;17695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;21% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.1% |
| Corporate Bonds | 25.4% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.5% |
| U.S. Government and Agency Obligations | 67.8% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR850

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Total Bond Market Index Fund

#### Institutional Select Shares (VTBSX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Total Bond Market Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 Select Shares | $10.01%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$359835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;17695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;21% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.1% |
| Corporate Bonds | 25.4% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.5% |
| U.S. Government and Agency Obligations | 67.8% |
| Other Assets and Liabilities—Net | 0.9% |
| **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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR1884

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Total Bond Market II Index Fund

#### Investor Shares (VTBIX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Total Bond Market II Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 | $50.09%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$317369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;16031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;55% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.0% |
| Corporate Bonds | 25.0% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.5% |
| U.S. Government and Agency Obligations | 68.2% |
| 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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR635

![Logo](tm2519836d3_inlinepkgimg001.jpg)

#### Vanguard Total Bond Market II Index Fund

#### Institutional Shares (VTBNX)

#### Semi-Annual Shareholder Report \| June 30, 2025

------

This semi-annual shareholder report contains important information about Vanguard Total Bond Market II Index Fund (the "Fund") for the period of January 1, 2025, to June 30, 2025. 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.

#### 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 Shares | $10.02%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$317369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;16031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;55% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.0% |
| Corporate Bonds | 25.0% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.5% |
| U.S. Government and Agency Obligations | 68.2% |
| 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.** |

---

#### 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© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR660

**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.**

![](tm2519836d1intbodindfundi001.jpg)

#### Financial Statements

#### For the six-months ended June 30, 2025

#### Vanguard Bond Index Funds
Vanguard Short-Term Bond Index Fund <br> Vanguard Intermediate-Term Bond Index Fund <br> Vanguard Long-Term Bond Index Fund

------

Contents

---

| | |
|:---|:---|
| Short-Term Bond Index Fund<br>| 1 |
| Intermediate-Term Bond Index Fund<br>| 55 |
| Long-Term Bond Index Fund<br>| 103 |

---

------

Short-Term Bond Index Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of June 30, 2025

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 (68.6%)** | **U.S. Government and Agency Obligations (68.6%)** | **U.S. Government and Agency Obligations (68.6%)** | **U.S. Government and Agency Obligations (68.6%)** | **U.S. Government and Agency Obligations (68.6%)** |
| **U.S. Government Securities (67.9%)** | **U.S. Government Securities (67.9%)** | **U.S. Government Securities (67.9%)** | **U.S. Government Securities (67.9%)** | **U.S. Government Securities (67.9%)** |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;126963 | &nbsp;&nbsp;122475 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;135055 | &nbsp;&nbsp;132053 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;413534 | &nbsp;&nbsp;415182 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;283845 | &nbsp;&nbsp;276172 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;257145 | &nbsp;&nbsp;258240 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8333 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/31/26 | &nbsp;&nbsp;310530 | &nbsp;&nbsp;299261 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/31/26 | &nbsp;&nbsp;136075 | &nbsp;&nbsp;132099 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/26 | &nbsp;&nbsp;408083 | &nbsp;&nbsp;407095 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;236075 | &nbsp;&nbsp;237993 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;328910 | &nbsp;&nbsp;316807 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;75115 | &nbsp;&nbsp;&nbsp;&nbsp;73041 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;402612 | &nbsp;&nbsp;400552 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;235278 | &nbsp;&nbsp;237383 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;328532 | &nbsp;&nbsp;316802 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;131895 | &nbsp;&nbsp;128046 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;408362 | &nbsp;&nbsp;409511 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;235178 | &nbsp;&nbsp;229299 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;318495 | &nbsp;&nbsp;321593 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;27991 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;337545 | &nbsp;&nbsp;325480 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;118099 | &nbsp;&nbsp;114501 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;519104 | &nbsp;&nbsp;521801 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;314624 | &nbsp;&nbsp;316971 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;12/31/26 | &nbsp;&nbsp;254240 | &nbsp;&nbsp;244736 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;12/31/26 | &nbsp;&nbsp;140145 | &nbsp;&nbsp;135913 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/31/26 | &nbsp;&nbsp;432886 | &nbsp;&nbsp;435439 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;359610 | &nbsp;&nbsp;360467 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/31/27 | &nbsp;&nbsp;464555 | &nbsp;&nbsp;448096 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/27 | &nbsp;&nbsp;474504 | &nbsp;&nbsp;476710 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;260300 | &nbsp;&nbsp;253935 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;334411 | &nbsp;&nbsp;336005 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;87510 | &nbsp;&nbsp;&nbsp;&nbsp;83763 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;306319 | &nbsp;&nbsp;296878 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;429627 | &nbsp;&nbsp;431909 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;345128 | &nbsp;&nbsp;347743 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;3/31/27 | &nbsp;&nbsp;162020 | &nbsp;&nbsp;153463 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/31/27 | &nbsp;&nbsp;297820 | &nbsp;&nbsp;291445 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/27 | &nbsp;&nbsp;311812 | &nbsp;&nbsp;312336 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;337218 | &nbsp;&nbsp;341407 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;4/30/27 | &nbsp;&nbsp;204650 | &nbsp;&nbsp;192963 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/30/27 | &nbsp;&nbsp;284904 | &nbsp;&nbsp;279829 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/27 | &nbsp;&nbsp;423216 | &nbsp;&nbsp;423183 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;325340 | &nbsp;&nbsp;317270 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;260594 | &nbsp;&nbsp;264035 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;5/31/27 | &nbsp;&nbsp;179920 | &nbsp;&nbsp;169244 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/27 | &nbsp;&nbsp;264828 | &nbsp;&nbsp;259355 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/31/27 | &nbsp;&nbsp;261285 | &nbsp;&nbsp;261908 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;303094 | &nbsp;&nbsp;308114 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;210040 | &nbsp;&nbsp;197077 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;275110 | &nbsp;&nbsp;272617 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;454330 | &nbsp;&nbsp;454614 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;296130 | &nbsp;&nbsp;299809 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;7/31/27 | &nbsp;&nbsp;257315 | &nbsp;&nbsp;240117 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/27 | &nbsp;&nbsp;277732 | &nbsp;&nbsp;272308 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;269101 | &nbsp;&nbsp;261017 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;276414 | &nbsp;&nbsp;276533 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9718 | &nbsp;&nbsp;&nbsp;&nbsp;10223 |

---

------

Short-Term Bond Index 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;0.500% | &nbsp;&nbsp;8/31/27 | &nbsp;&nbsp;240730 | &nbsp;&nbsp;224735 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/27 | &nbsp;&nbsp;261805 | &nbsp;&nbsp;258573 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;339754 | &nbsp;&nbsp;337418 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;283050 | &nbsp;&nbsp;262816 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;256485 | &nbsp;&nbsp;258799 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;246251 | &nbsp;&nbsp;247097 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;10/31/27 | &nbsp;&nbsp;269200 | &nbsp;&nbsp;250020 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/27 | &nbsp;&nbsp;213754 | &nbsp;&nbsp;215700 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;274960 | &nbsp;&nbsp;265873 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;332622 | &nbsp;&nbsp;335714 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9620 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;304980 | &nbsp;&nbsp;283500 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;260565 | &nbsp;&nbsp;261552 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;261507 | &nbsp;&nbsp;263356 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;12/31/27 | &nbsp;&nbsp;334425 | &nbsp;&nbsp;310022 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/27 | &nbsp;&nbsp;259817 | &nbsp;&nbsp;260913 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;301495 | &nbsp;&nbsp;305417 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;359730 | &nbsp;&nbsp;333706 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;269992 | &nbsp;&nbsp;268632 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;362420 | &nbsp;&nbsp;353770 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;297792 | &nbsp;&nbsp;301828 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/29/28 | &nbsp;&nbsp;355884 | &nbsp;&nbsp;332765 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/29/28 | &nbsp;&nbsp;264441 | &nbsp;&nbsp;266414 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;309218 | &nbsp;&nbsp;310704 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;3/31/28 | &nbsp;&nbsp;354080 | &nbsp;&nbsp;331549 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/28 | &nbsp;&nbsp;211936 | &nbsp;&nbsp;211563 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;107528 | &nbsp;&nbsp;107675 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;361310 | &nbsp;&nbsp;337698 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;248642 | &nbsp;&nbsp;247292 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;375150 | &nbsp;&nbsp;366768 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;188062 | &nbsp;&nbsp;188363 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/31/28 | &nbsp;&nbsp;362250 | &nbsp;&nbsp;337940 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/31/28 | &nbsp;&nbsp;237868 | &nbsp;&nbsp;237357 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;225152 | &nbsp;&nbsp;226348 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;328545 | &nbsp;&nbsp;305855 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;269586 | &nbsp;&nbsp;271882 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/31/28 | &nbsp;&nbsp;365230 | &nbsp;&nbsp;336696 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/28 | &nbsp;&nbsp;252102 | &nbsp;&nbsp;255155 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;379771 | &nbsp;&nbsp;370395 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9470 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/31/28 | &nbsp;&nbsp;380297 | &nbsp;&nbsp;351151 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/31/28 | &nbsp;&nbsp;293848 | &nbsp;&nbsp;299633 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;356934 | &nbsp;&nbsp;330192 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;298854 | &nbsp;&nbsp;307166 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/31/28 | &nbsp;&nbsp;329825 | &nbsp;&nbsp;305784 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/28 | &nbsp;&nbsp;301243 | &nbsp;&nbsp;312092 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;356320 | &nbsp;&nbsp;349639 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;62880 | &nbsp;&nbsp;&nbsp;&nbsp;65749 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;318005 | &nbsp;&nbsp;295521 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;321678 | &nbsp;&nbsp;328413 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;12/31/28 | &nbsp;&nbsp;338375 | &nbsp;&nbsp;312600 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/28 | &nbsp;&nbsp;351003 | &nbsp;&nbsp;351332 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;335360 | &nbsp;&nbsp;313273 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;403645 | &nbsp;&nbsp;407303 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;417120 | &nbsp;&nbsp;401641 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8163 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/29 | &nbsp;&nbsp;377760 | &nbsp;&nbsp;354032 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/29 | &nbsp;&nbsp;431772 | &nbsp;&nbsp;439429 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/31/29 | &nbsp;&nbsp;307780 | &nbsp;&nbsp;293257 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/29 | &nbsp;&nbsp;441779 | &nbsp;&nbsp;447819 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;288800 | &nbsp;&nbsp;279978 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;450003 | &nbsp;&nbsp;464101 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;287000 | &nbsp;&nbsp;273009 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/29 | &nbsp;&nbsp;247000 | &nbsp;&nbsp;238181 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/29 | &nbsp;&nbsp;425789 | &nbsp;&nbsp;437465 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;238945 | &nbsp;&nbsp;234595 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;414829 | &nbsp;&nbsp;422607 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;241010 | &nbsp;&nbsp;230842 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;408856 | &nbsp;&nbsp;412689 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;166410 | &nbsp;&nbsp;153240 |

---

------

Short-Term Bond Index 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;3.125% | &nbsp;&nbsp;8/31/29 | &nbsp;&nbsp;197825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193065 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/29 | &nbsp;&nbsp;430105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428022 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;440192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435790 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;204160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205117 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;202215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204127 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;382227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387751 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;186110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171352 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/29 | &nbsp;&nbsp;180310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181099 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/29 | &nbsp;&nbsp;397085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402948 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;201135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201999 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;427227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437874 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;237655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234907 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;397981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405910 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;269660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244021 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/28/30 | &nbsp;&nbsp;593195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599081 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;189700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188337 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;457597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461887 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197438 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;252748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253775 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;445150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382968 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/31/30 | &nbsp;&nbsp;201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200560 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/30 | &nbsp;&nbsp;523892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529008 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;783201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786138 |
|  |  |  |  |  | &nbsp;&nbsp;**43556252** |
| **Agency Bonds and Notes (0.7%)** | **Agency Bonds and Notes (0.7%)** | **Agency Bonds and Notes (0.7%)** | **Agency Bonds and Notes (0.7%)** | **Agency Bonds and Notes (0.7%)** | **Agency Bonds and Notes (0.7%)** |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;20025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20094 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;19745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19865 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;11630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11749 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9101 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17184 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5273 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4718 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2296 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;13711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14019 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2866 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 |
| <sup>2</sup> | Federal Home Loan Banks | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;13195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13144 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;34930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34075 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;37550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37822 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14908 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;28510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28767 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;12/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;29545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28430 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8485 |
| <sup>2</sup> | Federal Home Loan Banks | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10751 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12744 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;14660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14675 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10291 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;38330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38650 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;14950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15226 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139 |
| <sup>2,3</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;10/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>2,3</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;4.814% | &nbsp;&nbsp;8/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>3</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;35150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34281 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2843 |

---

------

Short-Term Bond Index 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> | Private Export Funding Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 |
| <sup>2</sup> | Tennessee Valley Authority | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;12725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12530 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;13415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13439 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**469421** |
| **Total U.S. Government and Agency Obligations (Cost $43,843,466)** | **Total U.S. Government and Agency Obligations (Cost $43,843,466)** | **Total U.S. Government and Agency Obligations (Cost $43,843,466)** | **Total U.S. Government and Agency Obligations (Cost $43,843,466)** | **Total U.S. Government and Agency Obligations (Cost $43,843,466)** | **44025673** |
| **Corporate Bonds (25.3%)** | **Corporate Bonds (25.3%)** | **Corporate Bonds (25.3%)** | **Corporate Bonds (25.3%)** | **Corporate Bonds (25.3%)** | **Corporate Bonds (25.3%)** |
| **Communications (1.2%)** | **Communications (1.2%)** | **Communications (1.2%)** | **Communications (1.2%)** | **Communications (1.2%)** | **Communications (1.2%)** |
|  | Alphabet Inc. | &nbsp;&nbsp;1.998% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8194 |
|  | Alphabet Inc. | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6334 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7254 |
|  | America Movil SAB de CV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5428 |
|  | America Movil SAB de CV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4527 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8397 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877 |
|  | AT&T Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;10151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10139 |
|  | AT&T Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;19850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19132 |
|  | AT&T Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;15139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14206 |
| <sup>2</sup> | AT&T Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;10490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10446 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;13192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13220 |
| <sup>2</sup> | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;11695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11661 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11579 |
|  | Baidu Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668 |
|  | Baidu Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5669 |
|  | Baidu Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;3973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3982 |
|  | Baidu Inc. | &nbsp;&nbsp;3.425% | &nbsp;&nbsp;4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206 |
|  | Booking Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4745 |
|  | Booking Holdings Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;3771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3816 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;7309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7451 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;13960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13689 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8064 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;9005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9096 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;12330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12910 |
|  | Comcast Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;14699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14298 |
|  | Comcast Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3547 |
|  | Comcast Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 |
|  | Comcast Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;13820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13465 |
|  | Comcast Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7404 |
|  | Comcast Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;26632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26585 |
|  | Comcast Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692 |
|  | Comcast Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4784 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8746 |
|  | Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6765 |
|  | Deutsche Telekom International Finance BV | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16649 |
| <sup>2</sup> | Discovery Communications LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 |
| <sup>2</sup> | Discovery Communications LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
| <sup>2</sup> | Discovery Communications LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Expedia Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6507 |
|  | Expedia Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;11354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10721 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 |
|  | Fox Corp. | &nbsp;&nbsp;4.709% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;14876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15003 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;20374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20182 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;11340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11550 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6513 |
|  | Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;17153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17506 |
|  | Netflix Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;18997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20025 |
|  | Netflix Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5047 |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2674 |
|  | Paramount Global | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | Paramount Global | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8026 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4407 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4301 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;10560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10713 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;27520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29541 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4154 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3066 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.103% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;7876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7836 |
|  | TELUS Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5432 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;25067 | &nbsp;&nbsp;&nbsp;&nbsp;24814 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9719 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6838 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4134 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6056 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3754 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;13523 | &nbsp;&nbsp;&nbsp;&nbsp;13022 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;10815 | &nbsp;&nbsp;&nbsp;&nbsp;10741 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;30870 | &nbsp;&nbsp;&nbsp;&nbsp;29973 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;5842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;11608 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;32579 | &nbsp;&nbsp;&nbsp;&nbsp;30869 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;12/3/29 | &nbsp;&nbsp;13016 | &nbsp;&nbsp;&nbsp;&nbsp;12841 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8001 |
| <sup>4</sup> | Verizon Communications Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/2/37 | &nbsp;&nbsp;37574 | &nbsp;&nbsp;&nbsp;&nbsp;37790 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4590 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6739 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;3231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3181 |
| <sup>2</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;3.755% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| <sup>2</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;4.054% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
|  |  |  |  |  | &nbsp;&nbsp;**767314** |
| **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/6/27 | &nbsp;&nbsp;14945 | &nbsp;&nbsp;&nbsp;&nbsp;14671 |
| <sup>4</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/13/27 | &nbsp;&nbsp;36734 | &nbsp;&nbsp;&nbsp;&nbsp;36321 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/22/27 | &nbsp;&nbsp;18140 | &nbsp;&nbsp;&nbsp;&nbsp;17843 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;13488 | &nbsp;&nbsp;&nbsp;&nbsp;13669 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;7535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7077 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/13/29 | &nbsp;&nbsp;10840 | &nbsp;&nbsp;&nbsp;&nbsp;10636 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;10865 | &nbsp;&nbsp;&nbsp;&nbsp;11111 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/3/30 | &nbsp;&nbsp;10113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8946 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;2706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2729 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;4361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9397 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;4159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4196 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3138 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;4213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4234 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6694 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7865 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;10980 | &nbsp;&nbsp;&nbsp;&nbsp;11402 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;3962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4017 |
|  | AutoNation Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4919 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6603 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2934 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5898 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5444 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764 |
|  | BorgWarner Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8169 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3105 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4681 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | DR Horton Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
|  | DR Horton Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;&nbsp;1594 |
|  | eBay Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;2469 | &nbsp;&nbsp;&nbsp;&nbsp;2442 |
|  | eBay Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;1894 | &nbsp;&nbsp;&nbsp;&nbsp;1967 |
|  | eBay Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;4866 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.346% | &nbsp;&nbsp;12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;3999 | &nbsp;&nbsp;&nbsp;&nbsp;3973 |
|  | Ford Motor Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;3717 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6922 | &nbsp;&nbsp;&nbsp;&nbsp;6874 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;7030 | &nbsp;&nbsp;&nbsp;&nbsp;7016 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;1/9/27 | &nbsp;&nbsp;16790 | &nbsp;&nbsp;16513 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;9873 | &nbsp;&nbsp;&nbsp;&nbsp;9951 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/27 | &nbsp;&nbsp;11013 | &nbsp;&nbsp;10943 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;10485 | &nbsp;&nbsp;10245 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;2164 | &nbsp;&nbsp;&nbsp;&nbsp;2089 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;1932 | &nbsp;&nbsp;&nbsp;&nbsp;2006 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;5348 | &nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;3242 | &nbsp;&nbsp;&nbsp;&nbsp;3351 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.798% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;18259 | &nbsp;&nbsp;18921 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;7242 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;8526 | &nbsp;&nbsp;&nbsp;&nbsp;8338 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.303% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;19265 | &nbsp;&nbsp;18923 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/7/29 | &nbsp;&nbsp;11595 | &nbsp;&nbsp;11631 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3155 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;4160 |
|  | General Motors Co. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1489 |
|  | General Motors Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2995 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
|  | General Motors Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6237 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/6/26 | &nbsp;&nbsp;11243 | &nbsp;&nbsp;11163 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/17/27 | &nbsp;&nbsp;14680 | &nbsp;&nbsp;14595 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;7201 | &nbsp;&nbsp;&nbsp;&nbsp;6940 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/9/27 | &nbsp;&nbsp;14523 | &nbsp;&nbsp;14613 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;1987 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3669 | &nbsp;&nbsp;&nbsp;&nbsp;3723 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;5833 | &nbsp;&nbsp;&nbsp;&nbsp;5601 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;1751 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;1930 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp;&nbsp;&nbsp;4202 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;6973 | &nbsp;&nbsp;&nbsp;&nbsp;7184 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2738 | &nbsp;&nbsp;&nbsp;&nbsp;2546 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2287 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;3444 | &nbsp;&nbsp;&nbsp;&nbsp;3368 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;14610 | &nbsp;&nbsp;14922 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/6/29 | &nbsp;&nbsp;10795 | &nbsp;&nbsp;10782 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/7/30 | &nbsp;&nbsp;21693 | &nbsp;&nbsp;21946 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;3715 | &nbsp;&nbsp;&nbsp;&nbsp;3475 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2333 |
|  | Genuine Parts Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3301 | &nbsp;&nbsp;&nbsp;&nbsp;3353 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4521 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;5160 | &nbsp;&nbsp;&nbsp;&nbsp;5391 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4762 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;2044 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8512 | &nbsp;&nbsp;&nbsp;&nbsp;8285 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7027 | &nbsp;&nbsp;&nbsp;&nbsp;6890 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;4391 | &nbsp;&nbsp;&nbsp;&nbsp;4279 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6229 | &nbsp;&nbsp;&nbsp;&nbsp;5762 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;7198 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4157 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;12410 | &nbsp;&nbsp;11874 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp;9153 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;10930 | &nbsp;&nbsp;10210 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;2.534% | &nbsp;&nbsp;3/10/27 | &nbsp;&nbsp;14492 | &nbsp;&nbsp;14067 |
| <sup>5</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.436% | &nbsp;&nbsp;7/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8560 |
| <sup>5</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.688% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8764 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3572 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;1887 | &nbsp;&nbsp;&nbsp;&nbsp;1908 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5672 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;4405 | &nbsp;&nbsp;&nbsp;&nbsp;4556 |
|  | JD.com Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4340 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1428 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;2155 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3352 |
|  | Lear Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5954 | &nbsp;&nbsp;&nbsp;&nbsp;5851 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3878 | &nbsp;&nbsp;&nbsp;&nbsp;3763 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp;2923 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;1.289% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3584 | &nbsp;&nbsp;&nbsp;&nbsp;3422 |
|  | Lennar Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;4567 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;10551 | &nbsp;&nbsp;10393 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;8852 | &nbsp;&nbsp;&nbsp;&nbsp;8678 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5843 | &nbsp;&nbsp;&nbsp;&nbsp;5408 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3037 | &nbsp;&nbsp;&nbsp;&nbsp;2810 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;6377 | &nbsp;&nbsp;&nbsp;&nbsp;6227 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8713 | &nbsp;&nbsp;&nbsp;&nbsp;8777 |
|  | Magna International Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;6410 | &nbsp;&nbsp;&nbsp;&nbsp;6540 |
|  | Magna International Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;2592 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3696 | &nbsp;&nbsp;&nbsp;&nbsp;3756 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp;5335 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2303 | &nbsp;&nbsp;&nbsp;&nbsp;2388 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;2598 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1623 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;11568 | &nbsp;&nbsp;11606 |
|  | Masco Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;5216 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6261 | &nbsp;&nbsp;&nbsp;&nbsp;6191 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;7883 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;5795 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;5115 | &nbsp;&nbsp;&nbsp;&nbsp;5255 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;5725 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4193 | &nbsp;&nbsp;&nbsp;&nbsp;4238 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;3257 | &nbsp;&nbsp;&nbsp;&nbsp;3390 |
|  | NIKE Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;5987 | &nbsp;&nbsp;&nbsp;&nbsp;5857 |
|  | NIKE Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/27/30 | &nbsp;&nbsp;13019 | &nbsp;&nbsp;12264 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;3747 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1875 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7030 | &nbsp;&nbsp;&nbsp;&nbsp;6906 |
|  | Owens Corning | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3751 | &nbsp;&nbsp;&nbsp;&nbsp;3710 |
|  | Owens Corning | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1227 |
|  | Owens Corning | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;3257 |
|  | Owens Corning | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3285 |
|  | Polaris Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3257 | &nbsp;&nbsp;&nbsp;&nbsp;3424 |
|  | PulteGroup Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;3646 |
|  | PVH Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8258 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4529 | &nbsp;&nbsp;&nbsp;&nbsp;4234 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2217 | &nbsp;&nbsp;&nbsp;&nbsp;2343 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1218 |
|  | Sands China Ltd. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;1482 |
|  | Sands China Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/8/28 | &nbsp;&nbsp;11386 | &nbsp;&nbsp;11474 |
|  | Sands China Ltd. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3420 |
|  | Sands China Ltd. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3824 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2051 | &nbsp;&nbsp;&nbsp;&nbsp;2021 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;3284 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3116 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;7032 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;3212 | &nbsp;&nbsp;&nbsp;&nbsp;2913 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3088 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;6098 | &nbsp;&nbsp;&nbsp;&nbsp;6178 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5204 | &nbsp;&nbsp;&nbsp;&nbsp;5097 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3696 | &nbsp;&nbsp;&nbsp;&nbsp;3646 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;4299 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;2888 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;4.186% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3732 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.118% | &nbsp;&nbsp;7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;9048 | &nbsp;&nbsp;&nbsp;&nbsp;9298 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;2.760% | &nbsp;&nbsp;7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;2163 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4368 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;3703 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4921 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;5860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5954 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;7715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7772 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5910 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8896 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6237 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;2840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;5954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2149 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;2761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2841 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2829 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;3545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5118 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4683 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;3545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;9566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9631 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;6293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6438 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8603 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5027 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5031 |
|  |  |  |  |  | **1137364** |
| **Consumer Staples (1.4%)** | **Consumer Staples (1.4%)** | **Consumer Staples (1.4%)** | **Consumer Staples (1.4%)** | **Consumer Staples (1.4%)** | **Consumer Staples (1.4%)** |
|  | Ahold Finance USA LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4842 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/14/29 | &nbsp;&nbsp;15210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15384 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/23/29 | &nbsp;&nbsp;28535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29039 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9674 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;1796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;4068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4130 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.215% | &nbsp;&nbsp;9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;5474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5398 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2982 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7198 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6088 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.462% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 |
|  | BAT International Finance plc | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;7765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7781 |
|  | BAT International Finance plc | &nbsp;&nbsp;5.931% | &nbsp;&nbsp;2/2/29 | &nbsp;&nbsp;13565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14236 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4637 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;4308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4284 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;5387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5328 |
|  | Campbell's Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 |
|  | Campbell's Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 |
|  | Campbell's Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;3955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049 |
|  | Campbell's Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3573 |
|  | Clorox Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1704 |
|  | Clorox Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035 |
|  | Clorox Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 |
|  | Coca-Cola Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;7491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7429 |
|  | Coca-Cola Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7863 |
|  | Coca-Cola Co. | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4153 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4726 |
|  | Coca-Cola Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6521 |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5411 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5229 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5973 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9021 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;8448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8380 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5389 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5464 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;11935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12022 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2637 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4038 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;6/20/27 | &nbsp;&nbsp;10171 | &nbsp;&nbsp;&nbsp;&nbsp;9701 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;4/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;4679 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;10140 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;5224 | &nbsp;&nbsp;&nbsp;&nbsp;4846 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5666 |
|  | Dollar General Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4299 | &nbsp;&nbsp;&nbsp;&nbsp;4262 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6624 | &nbsp;&nbsp;&nbsp;&nbsp;6578 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;2465 | &nbsp;&nbsp;&nbsp;&nbsp;2515 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;12055 | &nbsp;&nbsp;11948 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;3857 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;6437 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2765 |
|  | General Mills Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;3404 |
|  | General Mills Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;8665 | &nbsp;&nbsp;&nbsp;&nbsp;8523 |
|  | General Mills Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;12397 | &nbsp;&nbsp;12377 |
|  | General Mills Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2033 |
|  | General Mills Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;3823 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/27 | &nbsp;&nbsp;13379 | &nbsp;&nbsp;13189 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;6223 | &nbsp;&nbsp;&nbsp;&nbsp;6015 |
|  | Hershey Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3973 |
|  | Hershey Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;1644 | &nbsp;&nbsp;&nbsp;&nbsp;1665 |
|  | Hershey Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;1023 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2501 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp;5035 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5157 |
|  | Ingredion Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3402 | &nbsp;&nbsp;&nbsp;&nbsp;3349 |
|  | Ingredion Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2773 |
|  | J M Smucker Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3420 |
|  | J M Smucker Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;3305 |
|  | J M Smucker Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;7774 |
|  | Kellanova | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4577 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;6517 | &nbsp;&nbsp;&nbsp;&nbsp;6674 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2257 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
| <sup>2</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;3346 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;5887 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.597% | &nbsp;&nbsp;5/25/28 | &nbsp;&nbsp;13830 | &nbsp;&nbsp;13940 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;4231 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;5442 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2592 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;4611 | &nbsp;&nbsp;&nbsp;&nbsp;4472 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3362 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;17904 | &nbsp;&nbsp;17765 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;2508 |
|  | Kroger Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6694 | &nbsp;&nbsp;&nbsp;&nbsp;6559 |
|  | Kroger Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2794 | &nbsp;&nbsp;&nbsp;&nbsp;2769 |
|  | Kroger Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;3727 |
|  | Kroger Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2588 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5554 | &nbsp;&nbsp;&nbsp;&nbsp;5459 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;13469 | &nbsp;&nbsp;13269 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;9480 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;3338 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2784 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;6581 | &nbsp;&nbsp;&nbsp;&nbsp;6451 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3650 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;9711 | &nbsp;&nbsp;&nbsp;&nbsp;9496 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;11880 | &nbsp;&nbsp;11621 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;3495 | &nbsp;&nbsp;&nbsp;&nbsp;3538 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;1691 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;5731 |
|  | PepsiCo Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;5730 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp;&nbsp;&nbsp;5168 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;4709 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | PepsiCo Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4596 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4948 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/17/27 | &nbsp;&nbsp;16325 | &nbsp;&nbsp;&nbsp;&nbsp;16650 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;20220 | &nbsp;&nbsp;&nbsp;&nbsp;20558 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4416 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;6978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7099 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7814 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8095 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;11880 | &nbsp;&nbsp;&nbsp;&nbsp;12224 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4633 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4243 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;11459 | &nbsp;&nbsp;&nbsp;&nbsp;11245 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4597 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5339 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/29/29 | &nbsp;&nbsp;10110 | &nbsp;&nbsp;&nbsp;&nbsp;10250 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7299 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176 |
|  | Sysco Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663 |
|  | Sysco Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;7728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8064 |
|  | Sysco Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 |
|  | Sysco Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 |
|  | Target Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4951 |
|  | Target Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2753 |
|  | Target Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8528 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6355 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4664 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;6462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6316 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;4829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4767 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;6185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | Walmart Inc. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;7380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7136 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4771 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;7740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7747 |
|  | Walmart Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 |
|  | Walmart Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/26/28 | &nbsp;&nbsp;11094 | &nbsp;&nbsp;&nbsp;&nbsp;11056 |
|  | Walmart Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;9190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8521 |
|  | Walmart Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407 |
|  | Walmart Inc. | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3166 |
|  | Walmart Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5835 |
|  |  |  |  |  | &nbsp;&nbsp;**913077** |
| **Energy (1.4%)** | **Energy (1.4%)** | **Energy (1.4%)** | **Energy (1.4%)** | **Energy (1.4%)** | **Energy (1.4%)** |
| <sup>4</sup> | APA Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;2.061% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;3.337% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5007 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.543% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;6044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5984 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.937% | &nbsp;&nbsp;9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;8013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7951 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.234% | &nbsp;&nbsp;11/6/28 | &nbsp;&nbsp;16070 | &nbsp;&nbsp;&nbsp;&nbsp;16083 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.699% | &nbsp;&nbsp;4/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7840 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;8370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8552 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.279% | &nbsp;&nbsp;9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3911 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;5296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5212 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7797 |
| <sup>4</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6886 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;10697 | &nbsp;&nbsp;&nbsp;&nbsp;10801 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8180 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9288 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8309 |
|  | Chevron Corp. | &nbsp;&nbsp;1.995% | &nbsp;&nbsp;5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;5012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4842 |
|  | Chevron Corp. | &nbsp;&nbsp;2.236% | &nbsp;&nbsp;5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8016 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.405% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 |
|  | Chevron USA Inc. | &nbsp;&nbsp;1.018% | &nbsp;&nbsp;8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4016 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;2/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.687% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3586 | &nbsp;&nbsp;&nbsp;&nbsp;3659 |
|  | CNOOC Finance 2015 USA LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;9943 | &nbsp;&nbsp;&nbsp;&nbsp;9996 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;11432 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7413 | &nbsp;&nbsp;&nbsp;&nbsp;7309 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9052 | &nbsp;&nbsp;&nbsp;&nbsp;8941 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;4163 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;3980 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;6293 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;7377 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6635 | &nbsp;&nbsp;&nbsp;&nbsp;6345 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;9605 | &nbsp;&nbsp;&nbsp;&nbsp;9818 |
|  | Enbridge Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;2384 | &nbsp;&nbsp;&nbsp;&nbsp;2304 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;5572 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;6750 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp;&nbsp;&nbsp;4410 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4838 | &nbsp;&nbsp;&nbsp;&nbsp;4778 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1159 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;5083 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp;&nbsp;5523 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;3005 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2912 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4861 | &nbsp;&nbsp;&nbsp;&nbsp;4831 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7728 | &nbsp;&nbsp;&nbsp;&nbsp;7729 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5882 | &nbsp;&nbsp;&nbsp;&nbsp;5862 |
| <sup>2</sup> | Energy Transfer LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6821 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;1773 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;9595 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5564 | &nbsp;&nbsp;&nbsp;&nbsp;5641 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4998 | &nbsp;&nbsp;&nbsp;&nbsp;5070 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3228 | &nbsp;&nbsp;&nbsp;&nbsp;3391 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9512 | &nbsp;&nbsp;&nbsp;&nbsp;9740 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9087 | &nbsp;&nbsp;&nbsp;&nbsp;9313 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8779 | &nbsp;&nbsp;&nbsp;&nbsp;8970 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;13335 | &nbsp;&nbsp;12796 |
|  | Eni USA Inc. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3516 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4625 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;4618 | &nbsp;&nbsp;&nbsp;&nbsp;4417 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;10234 | &nbsp;&nbsp;&nbsp;&nbsp;9594 |
| <sup>2</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/77 | &nbsp;&nbsp;&nbsp;&nbsp;6810 | &nbsp;&nbsp;&nbsp;&nbsp;6732 |
| <sup>2</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/78 | &nbsp;&nbsp;&nbsp;&nbsp;4458 | &nbsp;&nbsp;&nbsp;&nbsp;4383 |
| <sup>5</sup> | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2339 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4336 | &nbsp;&nbsp;&nbsp;&nbsp;4336 |
|  | EQT Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3758 | &nbsp;&nbsp;&nbsp;&nbsp;3707 |
|  | EQT Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;1183 |
| <sup>4</sup> | EQT Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5669 | &nbsp;&nbsp;&nbsp;&nbsp;5599 |
| <sup>4</sup> | EQT Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;4207 |
| <sup>4</sup> | EQT Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;4517 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;3309 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6923 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.275% | &nbsp;&nbsp;8/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5476 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.294% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2852 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.482% | &nbsp;&nbsp;3/19/30 | &nbsp;&nbsp;15255 | &nbsp;&nbsp;14832 |
|  | Halliburton Co. | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;11630 | &nbsp;&nbsp;10822 |
| <sup>4</sup> | Helmerich & Payne Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2774 |
| <sup>4</sup> | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;2042 |
|  | Hess Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4363 | &nbsp;&nbsp;&nbsp;&nbsp;4354 |
|  | Hess Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2712 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3784 | &nbsp;&nbsp;&nbsp;&nbsp;3659 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;8452 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2463 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7035 | &nbsp;&nbsp;&nbsp;&nbsp;7096 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3969 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5751 |
|  | MPLX LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;12921 | &nbsp;&nbsp;&nbsp;&nbsp;12857 |
|  | MPLX LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 |
|  | MPLX LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4864 |
|  | MPLX LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5637 |
|  | Northwest Pipeline LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2866 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4779 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7971 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;3616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/24/27 | &nbsp;&nbsp;22815 | &nbsp;&nbsp;&nbsp;&nbsp;22784 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5583 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701 |
|  | ONEOK Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3568 |
|  | Ovintiv Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5805 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4799 |
|  | Phillips 66 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6126 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4482 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6124 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4243 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;13212 | &nbsp;&nbsp;&nbsp;&nbsp;13291 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9481 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10644 | &nbsp;&nbsp;&nbsp;&nbsp;10624 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/7/29 | &nbsp;&nbsp;10287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9568 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;7610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7139 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/12/26 | &nbsp;&nbsp;11767 | &nbsp;&nbsp;&nbsp;&nbsp;11565 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;7532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7509 |
| <sup>4</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498 |
| <sup>4</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.026% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6696 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5908 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6870 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4853 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4271 |
|  | TC PipeLines LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4259 |
|  | Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.455% | &nbsp;&nbsp;2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;7555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7386 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;2.829% | &nbsp;&nbsp;1/10/30 | &nbsp;&nbsp;24875 | &nbsp;&nbsp;&nbsp;&nbsp;23565 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;3.883% | &nbsp;&nbsp;10/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;2887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2873 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;10285 | &nbsp;&nbsp;&nbsp;&nbsp;10253 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153 |
|  | Valero Energy Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5773 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5584 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
|  | Valero Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3181 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1817 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5072 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4888 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4222 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7324 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9095 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2978 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3501 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;8517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8634 |
|  |  |  |  |  | &nbsp;&nbsp;**894729** |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value•  ($000)** |
| **Financials (10.3%)** | **Financials (10.3%)** | **Financials (10.3%)** | **Financials (10.3%)** | **Financials (10.3%)** | **Financials (10.3%)** |
|  | ACE Capital Trust II | &nbsp;&nbsp;9.700% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2386 |
| <sup>2</sup> | Aegon Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;5043 | &nbsp;&nbsp;&nbsp;&nbsp;5066 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;10/29/26 | &nbsp;&nbsp;24485 | &nbsp;&nbsp;23856 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;5587 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8910 | &nbsp;&nbsp;&nbsp;&nbsp;9202 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;3296 | &nbsp;&nbsp;&nbsp;&nbsp;3248 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;6252 | &nbsp;&nbsp;&nbsp;&nbsp;6156 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;6103 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;2108 | &nbsp;&nbsp;&nbsp;&nbsp;2181 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/29/28 | &nbsp;&nbsp;36237 | &nbsp;&nbsp;34528 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5683 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;3727 | &nbsp;&nbsp;&nbsp;&nbsp;3728 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/10/55 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;4238 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1876 |
|  | Aflac Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2505 | &nbsp;&nbsp;&nbsp;&nbsp;2463 |
|  | Aflac Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;5769 |
|  | Air Lease Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5624 | &nbsp;&nbsp;&nbsp;&nbsp;5468 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;4189 |
|  | Air Lease Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;4387 |
|  | Air Lease Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5547 |
|  | Air Lease Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;2319 |
|  | Air Lease Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;3079 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2881 |
| <sup>2</sup> | Air Lease Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;1628 |
|  | Allstate Corp. | &nbsp;&nbsp;3.280% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5592 | &nbsp;&nbsp;&nbsp;&nbsp;5514 |
|  | Allstate Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;3354 | &nbsp;&nbsp;&nbsp;&nbsp;3442 |
|  | Ally Financial Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;2943 |
|  | Ally Financial Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;2066 |
|  | Ally Financial Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;3361 | &nbsp;&nbsp;&nbsp;&nbsp;3101 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | Ally Financial Inc. | &nbsp;&nbsp;6.992% | &nbsp;&nbsp;6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1740 |
|  | American Express Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;9592 | &nbsp;&nbsp;&nbsp;&nbsp;9277 |
|  | American Express Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/4/27 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11200 |
|  | American Express Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;7/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;7806 | &nbsp;&nbsp;&nbsp;&nbsp;7882 |
|  | American Express Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;6285 | &nbsp;&nbsp;&nbsp;&nbsp;6511 |
|  | American Express Co. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;11505 | &nbsp;&nbsp;11637 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4285 |
|  | American Express Co. | &nbsp;&nbsp;4.731% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;9047 |
|  | American Express Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | American Express Co. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;6755 | &nbsp;&nbsp;&nbsp;&nbsp;6946 |
|  | American Express Co. | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;11733 | &nbsp;&nbsp;12197 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;17480 | &nbsp;&nbsp;17878 |
|  | American Express Co. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8989 |
|  | American Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1863 |
|  | American International Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3712 |
|  | American International Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1903 |
|  | American National Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6129 | &nbsp;&nbsp;&nbsp;&nbsp;6156 |
|  | American National Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3303 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;4201 |
|  | Aon Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;5302 | &nbsp;&nbsp;&nbsp;&nbsp;5169 |
|  | Aon Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;7071 | &nbsp;&nbsp;&nbsp;&nbsp;6920 |
|  | Aon Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;5456 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2859 | &nbsp;&nbsp;&nbsp;&nbsp;2894 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8931 | &nbsp;&nbsp;&nbsp;&nbsp;9148 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;5904 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;4.011% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3783 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5819 | &nbsp;&nbsp;&nbsp;&nbsp;5670 |
|  | Ares Capital Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6440 | &nbsp;&nbsp;&nbsp;&nbsp;6648 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1387 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4746 | &nbsp;&nbsp;&nbsp;&nbsp;4473 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1503 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;&nbsp;6764 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4385 |
|  | Ares Management Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;3375 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;5150 |
| <sup>4</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2200 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4343 | &nbsp;&nbsp;&nbsp;&nbsp;4453 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp;&nbsp;&nbsp;4533 |
| <sup>4</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3210 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;1900 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;1527 |
|  | Associated Banc-Corp. | &nbsp;&nbsp;6.455% | &nbsp;&nbsp;8/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;2059 |
|  | Assurant Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;1834 |
|  | Assurant Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;2841 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;1924 |
| <sup>4</sup> | Athene Global Funding | &nbsp;&nbsp;5.583% | &nbsp;&nbsp;1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1284 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;6389 | &nbsp;&nbsp;&nbsp;&nbsp;6326 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;2573 |
| <sup>2</sup> | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;9240 | &nbsp;&nbsp;&nbsp;&nbsp;9287 |
| <sup>2</sup> | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;4833 | &nbsp;&nbsp;&nbsp;&nbsp;4880 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;4404 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.615% | &nbsp;&nbsp;12/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;7169 |
| <sup>2</sup> | AXIS Specialty Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;2537 |
|  | AXIS Specialty Finance plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;2415 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;2593 | &nbsp;&nbsp;&nbsp;&nbsp;2512 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2851 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;7366 |
|  | Banco Santander SA | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;11/19/25 | &nbsp;&nbsp;10067 | &nbsp;&nbsp;10079 |
|  | Banco Santander SA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/11/27 | &nbsp;&nbsp;13381 | &nbsp;&nbsp;13347 |
|  | Banco Santander SA | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;8/18/27 | &nbsp;&nbsp;10172 | &nbsp;&nbsp;10340 |
|  | Banco Santander SA | &nbsp;&nbsp;1.722% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;12508 | &nbsp;&nbsp;12081 |
|  | Banco Santander SA | &nbsp;&nbsp;6.527% | &nbsp;&nbsp;11/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;8215 | &nbsp;&nbsp;&nbsp;&nbsp;8436 |
|  | Banco Santander SA | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;5532 |
|  | Banco Santander SA | &nbsp;&nbsp;5.552% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;5253 |
|  | Banco Santander SA | &nbsp;&nbsp;4.175% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;12242 | &nbsp;&nbsp;12167 |
| <sup>2</sup> | Banco Santander SA | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3868 |
|  | Banco Santander SA | &nbsp;&nbsp;5.588% | &nbsp;&nbsp;8/8/28 | &nbsp;&nbsp;11320 | &nbsp;&nbsp;11691 |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;8910 | &nbsp;&nbsp;&nbsp;&nbsp;9502 |
|  | Banco Santander SA | &nbsp;&nbsp;3.306% | &nbsp;&nbsp;6/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;7127 |
|  | Banco Santander SA | &nbsp;&nbsp;5.565% | &nbsp;&nbsp;1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;5905 | &nbsp;&nbsp;&nbsp;&nbsp;6125 |
|  | Banco Santander SA | &nbsp;&nbsp;5.538% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;6605 | &nbsp;&nbsp;&nbsp;&nbsp;6802 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5589 | &nbsp;&nbsp;&nbsp;&nbsp;5705 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;19145 | &nbsp;&nbsp;19112 |
|  | Bank of America Corp. | &nbsp;&nbsp;1.734% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;65778 | &nbsp;&nbsp;63943 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.183% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;20890 | &nbsp;&nbsp;20813 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.824% | &nbsp;&nbsp;1/20/28 | &nbsp;&nbsp;20453 | &nbsp;&nbsp;20279 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;2/4/28 | &nbsp;&nbsp;11214 | &nbsp;&nbsp;10900 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.376% | &nbsp;&nbsp;4/27/28 | &nbsp;&nbsp;25215 | &nbsp;&nbsp;25210 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.593% | &nbsp;&nbsp;7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;37169 | &nbsp;&nbsp;37595 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;11/10/28 | &nbsp;&nbsp;23281 | &nbsp;&nbsp;24227 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;15650 | &nbsp;&nbsp;15295 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/29 | &nbsp;&nbsp;20814 | &nbsp;&nbsp;20580 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;33165 | &nbsp;&nbsp;33893 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;9380 | &nbsp;&nbsp;&nbsp;&nbsp;8792 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/29 | &nbsp;&nbsp;14203 | &nbsp;&nbsp;14164 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.819% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;36375 | &nbsp;&nbsp;37917 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.974% | &nbsp;&nbsp;2/7/30 | &nbsp;&nbsp;11990 | &nbsp;&nbsp;11806 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.884% | &nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;10494 | &nbsp;&nbsp;&nbsp;&nbsp;9820 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.162% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;38594 | &nbsp;&nbsp;39560 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;2/13/31 | &nbsp;&nbsp;30585 | &nbsp;&nbsp;27941 |
| <sup>2</sup> | Bank of Montreal | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;11016 | &nbsp;&nbsp;10633 |
| <sup>2</sup> | Bank of Montreal | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;9880 | &nbsp;&nbsp;&nbsp;&nbsp;9645 |
|  | Bank of Montreal | &nbsp;&nbsp;4.567% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;8031 |
| <sup>2</sup> | Bank of Montreal | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;3715 |
|  | Bank of Montreal | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;13872 | &nbsp;&nbsp;14196 |
|  | Bank of Montreal | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;5728 |
|  | Bank of Montreal | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;4445 | &nbsp;&nbsp;&nbsp;&nbsp;4483 |
| <sup>2</sup> | Bank of Montreal | &nbsp;&nbsp;6.709% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;3262 | &nbsp;&nbsp;&nbsp;&nbsp;3164 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;7712 | &nbsp;&nbsp;&nbsp;&nbsp;7607 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.442% | &nbsp;&nbsp;2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;7694 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2338 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;4239 | &nbsp;&nbsp;&nbsp;&nbsp;3957 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5447 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.802% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;11545 | &nbsp;&nbsp;11954 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;3205 | &nbsp;&nbsp;&nbsp;&nbsp;3087 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;10315 | &nbsp;&nbsp;10394 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.317% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;10245 | &nbsp;&nbsp;10874 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;6238 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;2/11/31 | &nbsp;&nbsp;16475 | &nbsp;&nbsp;16815 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/3/26 | &nbsp;&nbsp;13616 | &nbsp;&nbsp;13403 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7564 | &nbsp;&nbsp;&nbsp;&nbsp;7308 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.951% | &nbsp;&nbsp;3/11/27 | &nbsp;&nbsp;11730 | &nbsp;&nbsp;11504 |
| <sup>2</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;3432 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;6244 | &nbsp;&nbsp;&nbsp;&nbsp;6433 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.932% | &nbsp;&nbsp;2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;4079 |
| <sup>2</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;13475 | &nbsp;&nbsp;13995 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;2/14/31 | &nbsp;&nbsp;10181 | &nbsp;&nbsp;10368 |
|  | Barclays plc | &nbsp;&nbsp;7.325% | &nbsp;&nbsp;11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;5340 | &nbsp;&nbsp;&nbsp;&nbsp;5384 |
|  | Barclays plc | &nbsp;&nbsp;2.279% | &nbsp;&nbsp;11/24/27 | &nbsp;&nbsp;14198 | &nbsp;&nbsp;13764 |
|  | Barclays plc | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp;&nbsp;&nbsp;2453 |
|  | Barclays plc | &nbsp;&nbsp;5.674% | &nbsp;&nbsp;3/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;7885 | &nbsp;&nbsp;&nbsp;&nbsp;8036 |
|  | Barclays plc | &nbsp;&nbsp;4.836% | &nbsp;&nbsp;5/9/28 | &nbsp;&nbsp;10031 | &nbsp;&nbsp;10049 |
|  | Barclays plc | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;8/9/28 | &nbsp;&nbsp;14551 | &nbsp;&nbsp;14835 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/28 | &nbsp;&nbsp;22569 | &nbsp;&nbsp;23959 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;6349 |
| <sup>2</sup> | Barclays plc | &nbsp;&nbsp;4.972% | &nbsp;&nbsp;5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;3361 | &nbsp;&nbsp;&nbsp;&nbsp;3396 |
|  | Barclays plc | &nbsp;&nbsp;6.490% | &nbsp;&nbsp;9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;8854 | &nbsp;&nbsp;&nbsp;&nbsp;9356 |
|  | Barclays plc | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/12/30 | &nbsp;&nbsp;14245 | &nbsp;&nbsp;14741 |
| <sup>2</sup> | Barclays plc | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;9537 | &nbsp;&nbsp;&nbsp;&nbsp;9572 |
|  | Barclays plc | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/10/30 | &nbsp;&nbsp;14168 | &nbsp;&nbsp;14272 |
|  | Barclays plc | &nbsp;&nbsp;5.367% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;16213 | &nbsp;&nbsp;16555 |
|  | Barings BDC Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;3898 |
| <sup>4</sup> | Barings Private Credit Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4177 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2195 |
|  | BGC Group Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;3715 | &nbsp;&nbsp;&nbsp;&nbsp;3973 |
|  | BGC Group Inc. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;6/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>4</sup> | BGC Group Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;4255 | &nbsp;&nbsp;&nbsp;&nbsp;4316 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;4191 |
|  | Blackrock Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1653 | &nbsp;&nbsp;&nbsp;&nbsp;1631 |
|  | Blackrock Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;4907 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;5728 |
|  | BlackRock TCP Capital Corp. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;1401 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4978 | &nbsp;&nbsp;&nbsp;&nbsp;4809 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5774 | &nbsp;&nbsp;&nbsp;&nbsp;5613 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;1091 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;4835 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;3005 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2610 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;2889 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2478 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;1519 | &nbsp;&nbsp;&nbsp;&nbsp;1479 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1114 | &nbsp;&nbsp;&nbsp;&nbsp;1064 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;4872 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5237 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3677 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2972 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4524 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5584 | &nbsp;&nbsp;&nbsp;&nbsp;5396 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/11/28 | &nbsp;&nbsp;10537 | &nbsp;&nbsp;&nbsp;&nbsp;9820 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9240 | &nbsp;&nbsp;&nbsp;&nbsp;9289 |
| <sup>2</sup> | Blue Owl Credit Income Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
| <sup>2</sup> | Blue Owl Credit Income Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;6349 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;7023 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;5077 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;6584 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;2702 |
| <sup>4</sup> | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;3191 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;4005 |
| <sup>2</sup> | BPCE SA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;4164 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3646 | &nbsp;&nbsp;&nbsp;&nbsp;3741 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;6122 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;8697 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;3792 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2888 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1236 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2099 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5249 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.615% | &nbsp;&nbsp;7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;2050 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;3186 | &nbsp;&nbsp;&nbsp;&nbsp;3145 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;4086 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.508% | &nbsp;&nbsp;9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;3571 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.001% | &nbsp;&nbsp;4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;8984 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.986% | &nbsp;&nbsp;10/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4880 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.857% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5208 | &nbsp;&nbsp;&nbsp;&nbsp;5263 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;8320 | &nbsp;&nbsp;&nbsp;&nbsp;8562 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;4454 | &nbsp;&nbsp;&nbsp;&nbsp;4456 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;10170 | &nbsp;&nbsp;10413 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;6664 | &nbsp;&nbsp;&nbsp;&nbsp;6602 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/9/27 | &nbsp;&nbsp;16530 | &nbsp;&nbsp;16454 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/9/27 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;10219 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;7.149% | &nbsp;&nbsp;10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp;7500 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;5/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;8490 | &nbsp;&nbsp;&nbsp;&nbsp;8555 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9636 | &nbsp;&nbsp;&nbsp;&nbsp;9866 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/29 | &nbsp;&nbsp;11982 | &nbsp;&nbsp;12580 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;11316 | &nbsp;&nbsp;11705 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4290 | &nbsp;&nbsp;&nbsp;&nbsp;4104 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;7/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;7171 | &nbsp;&nbsp;&nbsp;&nbsp;7381 |
| <sup>2</sup> | Capital One NA | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;1800 |
| <sup>2</sup> | Capital One NA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;7368 | &nbsp;&nbsp;&nbsp;&nbsp;7405 |
| <sup>2</sup> | Capital One NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;1823 |
|  | Carlyle Secured Lending Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;1702 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;5871 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;6253 | &nbsp;&nbsp;&nbsp;&nbsp;6158 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;14339 | &nbsp;&nbsp;13937 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6167 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;1395 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;7273 | &nbsp;&nbsp;&nbsp;&nbsp;6883 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.643% | &nbsp;&nbsp;5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;9657 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;5152 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1324 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.196% | &nbsp;&nbsp;11/17/29 | &nbsp;&nbsp;10995 | &nbsp;&nbsp;11665 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;5036 |
| <sup>2</sup> | Cincinnati Financial Corp. | &nbsp;&nbsp;6.920% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;4206 |
|  | Citibank NA | &nbsp;&nbsp;4.929% | &nbsp;&nbsp;8/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;1546 |
| <sup>2</sup> | Citibank NA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;12/4/26 | &nbsp;&nbsp;15648 | &nbsp;&nbsp;15901 |
|  | Citibank NA | &nbsp;&nbsp;4.876% | &nbsp;&nbsp;11/19/27 | &nbsp;&nbsp;35090 | &nbsp;&nbsp;35310 |
|  | Citibank NA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;9/29/28 | &nbsp;&nbsp;17431 | &nbsp;&nbsp;18228 |
|  | Citibank NA | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;8/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7505 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;2944 | &nbsp;&nbsp;&nbsp;&nbsp;2904 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;7777 | &nbsp;&nbsp;&nbsp;&nbsp;7764 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/29/27 | &nbsp;&nbsp;12776 | &nbsp;&nbsp;12784 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;9267 | &nbsp;&nbsp;&nbsp;&nbsp;9183 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.070% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;62412 | &nbsp;&nbsp;61053 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;5692 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;5/24/28 | &nbsp;&nbsp;26339 | &nbsp;&nbsp;26441 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;6403 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;14319 | &nbsp;&nbsp;14220 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.520% | &nbsp;&nbsp;10/27/28 | &nbsp;&nbsp;18775 | &nbsp;&nbsp;18386 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.786% | &nbsp;&nbsp;3/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;4.075% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;15047 | &nbsp;&nbsp;14899 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;2/13/30 | &nbsp;&nbsp;14595 | &nbsp;&nbsp;14886 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/30 | &nbsp;&nbsp;15335 | &nbsp;&nbsp;15259 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;2.976% | &nbsp;&nbsp;11/5/30 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;9728 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/31/31 | &nbsp;&nbsp;19010 | &nbsp;&nbsp;18803 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;5/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;5902 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;6/3/31 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;27204 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.592% | &nbsp;&nbsp;11/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;7090 | &nbsp;&nbsp;&nbsp;&nbsp;7196 |
|  | Citizens Bank NA | &nbsp;&nbsp;4.575% | &nbsp;&nbsp;8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;6847 | &nbsp;&nbsp;&nbsp;&nbsp;6859 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;3383 | &nbsp;&nbsp;&nbsp;&nbsp;3324 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.841% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;4519 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;2188 | &nbsp;&nbsp;&nbsp;&nbsp;2049 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3040 |
|  | CME Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;3150 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | CME Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp;&nbsp;&nbsp;6384 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5783 | &nbsp;&nbsp;&nbsp;&nbsp;5672 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;2832 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;3159 |
|  | Comerica Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | Comerica Inc. | &nbsp;&nbsp;5.982% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;4675 |
|  | Commonwealth Bank of Australia | &nbsp;&nbsp;4.577% | &nbsp;&nbsp;11/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp;&nbsp;8445 |
|  | Commonwealth Bank of Australia | &nbsp;&nbsp;4.423% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4239 |
| <sup>2</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;8591 | &nbsp;&nbsp;&nbsp;&nbsp;8528 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;7263 | &nbsp;&nbsp;&nbsp;&nbsp;7383 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.883% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;7219 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;4860 | &nbsp;&nbsp;&nbsp;&nbsp;4951 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6671 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;30737 | &nbsp;&nbsp;30351 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;8776 | &nbsp;&nbsp;&nbsp;&nbsp;8602 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.146% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;8383 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;2687 | &nbsp;&nbsp;&nbsp;&nbsp;2753 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.311% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;10890 | &nbsp;&nbsp;10567 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.552% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;11342 | &nbsp;&nbsp;11015 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.706% | &nbsp;&nbsp;2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;4327 | &nbsp;&nbsp;&nbsp;&nbsp;4399 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.720% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;8710 | &nbsp;&nbsp;&nbsp;&nbsp;9145 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.414% | &nbsp;&nbsp;5/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;6840 | &nbsp;&nbsp;&nbsp;&nbsp;7084 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.819% | &nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;13745 | &nbsp;&nbsp;14654 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5888 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;5/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;8786 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3732 | &nbsp;&nbsp;&nbsp;&nbsp;3690 |
|  | Eaton Vance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;6492 | &nbsp;&nbsp;&nbsp;&nbsp;6408 |
|  | Enact Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4411 |
|  | Enstar Finance LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3952 | &nbsp;&nbsp;&nbsp;&nbsp;3887 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3277 | &nbsp;&nbsp;&nbsp;&nbsp;3298 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;8769 | &nbsp;&nbsp;&nbsp;&nbsp;8750 |
|  | Essent Group Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;2921 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;&nbsp;3105 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp;3116 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;3050 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;3621 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3271 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;3374 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;1.707% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;5672 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.055% | &nbsp;&nbsp;4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4197 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.361% | &nbsp;&nbsp;10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;1032 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/29 | &nbsp;&nbsp;15897 | &nbsp;&nbsp;16740 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;6066 | &nbsp;&nbsp;&nbsp;&nbsp;6100 |
| <sup>2</sup> | Fifth Third Bank NA | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | First American Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;2521 |
|  | First Horizon Corp. | &nbsp;&nbsp;5.514% | &nbsp;&nbsp;3/7/31 | &nbsp;&nbsp;12999 | &nbsp;&nbsp;13186 |
|  | First-Citizens Bank & Trust Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;5246 | &nbsp;&nbsp;&nbsp;&nbsp;5445 |
|  | FNB Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;12/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp;&nbsp;&nbsp;4496 |
|  | Franklin BSP Capital Corp. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1099 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;4904 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;3235 | &nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4078 | &nbsp;&nbsp;&nbsp;&nbsp;4307 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3235 | &nbsp;&nbsp;&nbsp;&nbsp;3319 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;3800 |
|  | GATX Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;2222 |
|  | GATX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
|  | GATX Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;5797 | &nbsp;&nbsp;&nbsp;&nbsp;5739 |
|  | GATX Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;2819 |
|  | GATX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
|  | GATX Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2822 |
|  | Globe Life Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2761 | &nbsp;&nbsp;&nbsp;&nbsp;2775 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp;&nbsp;&nbsp;4295 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4964 | &nbsp;&nbsp;&nbsp;&nbsp;5101 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;11821 | &nbsp;&nbsp;11744 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.542% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;14949 | &nbsp;&nbsp;14435 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.948% | &nbsp;&nbsp;10/21/27 | &nbsp;&nbsp;52038 | &nbsp;&nbsp;50402 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;19225 | &nbsp;&nbsp;18674 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.615% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;15676 | &nbsp;&nbsp;15465 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;4.937% | &nbsp;&nbsp;4/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;5441 | &nbsp;&nbsp;&nbsp;&nbsp;5486 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.482% | &nbsp;&nbsp;8/23/28 | &nbsp;&nbsp;22991 | &nbsp;&nbsp;23019 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;13955 | &nbsp;&nbsp;13726 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;23099 | &nbsp;&nbsp;22969 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;7708 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/7/30 | &nbsp;&nbsp;15130 | &nbsp;&nbsp;13986 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.727% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;16577 | &nbsp;&nbsp;17255 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7697 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9464 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;4/23/31 | &nbsp;&nbsp;41886 | &nbsp;&nbsp;42951 |
| <sup>4</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>4</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3549 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;4647 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;1343 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;3195 | &nbsp;&nbsp;&nbsp;&nbsp;3359 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7845 | &nbsp;&nbsp;&nbsp;&nbsp;7950 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;1974 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  | Hercules Capital Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
|  | Hercules Capital Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |
|  | Hercules Capital Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4001 |
|  | Horace Mann Educators Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;4190 |
| <sup>4</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3762 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3102 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3158 |
| <sup>4</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4493 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.251% | &nbsp;&nbsp;11/22/27 | &nbsp;&nbsp;13379 | &nbsp;&nbsp;12964 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.041% | &nbsp;&nbsp;3/13/28 | &nbsp;&nbsp;32501 | &nbsp;&nbsp;32233 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;5/17/28 | &nbsp;&nbsp;10849 | &nbsp;&nbsp;11056 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;8340 | &nbsp;&nbsp;&nbsp;&nbsp;8368 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/11/28 | &nbsp;&nbsp;21565 | &nbsp;&nbsp;21869 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;11/3/28 | &nbsp;&nbsp;11582 | &nbsp;&nbsp;12295 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;2744 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;3/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;6362 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.161% | &nbsp;&nbsp;3/9/29 | &nbsp;&nbsp;18918 | &nbsp;&nbsp;19669 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/29 | &nbsp;&nbsp;23147 | &nbsp;&nbsp;23179 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.206% | &nbsp;&nbsp;8/17/29 | &nbsp;&nbsp;24434 | &nbsp;&nbsp;22754 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;7648 | &nbsp;&nbsp;&nbsp;&nbsp;7774 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;29425 | &nbsp;&nbsp;28644 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1818 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;3/3/31 | &nbsp;&nbsp;10386 | &nbsp;&nbsp;10518 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;12752 | &nbsp;&nbsp;12988 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.848% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7766 |
|  | HSBC USA Inc. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;4229 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1260 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;5852 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;9521 | &nbsp;&nbsp;&nbsp;&nbsp;9988 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4576 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.272% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;6991 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;4159 |
|  | Huntington National Bank | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;4233 |
|  | Industrial & Commercial Bank of China Ltd. | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;2249 | &nbsp;&nbsp;&nbsp;&nbsp;2218 |
|  | ING Groep NV | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;7557 | &nbsp;&nbsp;&nbsp;&nbsp;7522 |
|  | ING Groep NV | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;3/28/28 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;13712 |
|  | ING Groep NV | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;7794 |
|  | ING Groep NV | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2198 |
|  | ING Groep NV | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9749 |
|  | ING Groep NV | &nbsp;&nbsp;5.066% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;2935 | &nbsp;&nbsp;&nbsp;&nbsp;2986 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4154 | &nbsp;&nbsp;&nbsp;&nbsp;4059 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;12307 | &nbsp;&nbsp;12254 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;11505 | &nbsp;&nbsp;11281 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2478 | &nbsp;&nbsp;&nbsp;&nbsp;2486 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6275 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5957 | &nbsp;&nbsp;&nbsp;&nbsp;6007 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;2145 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;2844 | &nbsp;&nbsp;&nbsp;&nbsp;2950 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;6145 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;14485 | &nbsp;&nbsp;14274 |

---

------

Short-Term Bond Index 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;7.625% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;3945 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;30794 | &nbsp;&nbsp;30763 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;7776 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;9/22/27 | &nbsp;&nbsp;15568 | &nbsp;&nbsp;15019 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;1/23/28 | &nbsp;&nbsp;10162 | &nbsp;&nbsp;10271 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.782% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;30404 | &nbsp;&nbsp;30138 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.947% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;13062 | &nbsp;&nbsp;12765 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.571% | &nbsp;&nbsp;4/22/28 | &nbsp;&nbsp;31720 | &nbsp;&nbsp;32369 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.323% | &nbsp;&nbsp;4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;9929 | &nbsp;&nbsp;&nbsp;&nbsp;9922 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;3198 | &nbsp;&nbsp;&nbsp;&nbsp;3239 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;31583 | &nbsp;&nbsp;31910 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;6244 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.509% | &nbsp;&nbsp;1/23/29 | &nbsp;&nbsp;12079 | &nbsp;&nbsp;11831 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.915% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;9130 | &nbsp;&nbsp;&nbsp;&nbsp;9252 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;15920 | &nbsp;&nbsp;15774 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;9479 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.203% | &nbsp;&nbsp;7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5378 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.299% | &nbsp;&nbsp;7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;6977 | &nbsp;&nbsp;&nbsp;&nbsp;7164 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;10/23/29 | &nbsp;&nbsp;25100 | &nbsp;&nbsp;26383 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;26060 | &nbsp;&nbsp;26541 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.581% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;10840 | &nbsp;&nbsp;11258 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;15106 | &nbsp;&nbsp;14707 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.565% | &nbsp;&nbsp;6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;11130 | &nbsp;&nbsp;11332 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;20179 | &nbsp;&nbsp;18810 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;39225 | &nbsp;&nbsp;39362 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;8580 | &nbsp;&nbsp;&nbsp;&nbsp;8802 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;3/24/31 | &nbsp;&nbsp;14700 | &nbsp;&nbsp;14672 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;4/22/31 | &nbsp;&nbsp;30165 | &nbsp;&nbsp;27569 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.103% | &nbsp;&nbsp;4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;6703 | &nbsp;&nbsp;&nbsp;&nbsp;6869 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.956% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;17454 | &nbsp;&nbsp;16134 |
| <sup>2</sup> | KeyBank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;10690 | &nbsp;&nbsp;11034 |
| <sup>2</sup> | KeyBank NA | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;1302 |
| <sup>2</sup> | KeyBank NA | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;1767 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;9649 | &nbsp;&nbsp;&nbsp;&nbsp;9306 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;3667 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1131 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | Lazard Group LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;3696 |
|  | Lazard Group LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;1144 | &nbsp;&nbsp;&nbsp;&nbsp;1140 |
|  | Lazard Group LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;2706 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;5334 | &nbsp;&nbsp;&nbsp;&nbsp;5270 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;2611 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2273 | &nbsp;&nbsp;&nbsp;&nbsp;2137 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;7948 | &nbsp;&nbsp;&nbsp;&nbsp;7878 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.462% | &nbsp;&nbsp;1/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;6616 | &nbsp;&nbsp;&nbsp;&nbsp;6705 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;9624 | &nbsp;&nbsp;&nbsp;&nbsp;9505 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;20721 | &nbsp;&nbsp;20694 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;4391 | &nbsp;&nbsp;&nbsp;&nbsp;4405 |
| <sup>2</sup> | Lloyds Banking Group plc | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;7442 | &nbsp;&nbsp;&nbsp;&nbsp;7283 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;3155 | &nbsp;&nbsp;&nbsp;&nbsp;3196 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.871% | &nbsp;&nbsp;3/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;8945 | &nbsp;&nbsp;&nbsp;&nbsp;9249 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.721% | &nbsp;&nbsp;6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;9370 |
|  | Loews Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2793 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;2909 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1813 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;1851 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;4304 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2531 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;4936 | &nbsp;&nbsp;&nbsp;&nbsp;4944 |
| <sup>2</sup> | M&T Bank Corp. | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;1628 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;9928 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1576 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;1861 | &nbsp;&nbsp;&nbsp;&nbsp;1821 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;3124 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;1957 |
| <sup>2</sup> | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;3203 | &nbsp;&nbsp;&nbsp;&nbsp;3127 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;8631 | &nbsp;&nbsp;&nbsp;&nbsp;8707 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;2240 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;5504 | &nbsp;&nbsp;&nbsp;&nbsp;5341 |

---

------

Short-Term Bond Index 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> | Manulife Financial Corp. | &nbsp;&nbsp;4.061% | &nbsp;&nbsp;2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;3762 | &nbsp;&nbsp;&nbsp;&nbsp;3718 |
|  | Marex Group plc | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1367 |
|  | Marex Group plc | &nbsp;&nbsp;6.404% | &nbsp;&nbsp;11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;3751 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;2219 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;5397 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9141 | &nbsp;&nbsp;&nbsp;&nbsp;9179 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6242 | &nbsp;&nbsp;&nbsp;&nbsp;6316 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;9538 | &nbsp;&nbsp;&nbsp;&nbsp;9405 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/26/27 | &nbsp;&nbsp;10516 | &nbsp;&nbsp;10405 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2512 | &nbsp;&nbsp;&nbsp;&nbsp;2521 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;9747 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp;1798 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7574 | &nbsp;&nbsp;&nbsp;&nbsp;7273 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/26/30 | &nbsp;&nbsp;17080 | &nbsp;&nbsp;16475 |
|  | Mercury General Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4833 |
|  | MetLife Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;5767 |
|  | MGIC Investment Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1232 | &nbsp;&nbsp;&nbsp;&nbsp;1232 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.757% | &nbsp;&nbsp;9/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;7001 | &nbsp;&nbsp;&nbsp;&nbsp;6877 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;1.538% | &nbsp;&nbsp;7/20/27 | &nbsp;&nbsp;37356 | &nbsp;&nbsp;36242 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;7/25/27 | &nbsp;&nbsp;10131 | &nbsp;&nbsp;&nbsp;&nbsp;9957 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;1.640% | &nbsp;&nbsp;10/13/27 | &nbsp;&nbsp;11040 | &nbsp;&nbsp;10657 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.341% | &nbsp;&nbsp;1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;9588 | &nbsp;&nbsp;&nbsp;&nbsp;9288 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/2/28 | &nbsp;&nbsp;17425 | &nbsp;&nbsp;17321 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;4/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;5426 | &nbsp;&nbsp;&nbsp;&nbsp;5395 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;4343 | &nbsp;&nbsp;&nbsp;&nbsp;4396 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;10341 | &nbsp;&nbsp;10296 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;2973 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.242% | &nbsp;&nbsp;4/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6765 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.195% | &nbsp;&nbsp;7/18/29 | &nbsp;&nbsp;11743 | &nbsp;&nbsp;11192 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.559% | &nbsp;&nbsp;2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;5537 | &nbsp;&nbsp;&nbsp;&nbsp;5080 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;7190 | &nbsp;&nbsp;&nbsp;&nbsp;7371 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;1/16/31 | &nbsp;&nbsp;15580 | &nbsp;&nbsp;15948 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;2/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;2728 | &nbsp;&nbsp;&nbsp;&nbsp;2825 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.839% | &nbsp;&nbsp;9/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;7304 | &nbsp;&nbsp;&nbsp;&nbsp;7180 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.663% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;3878 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;1.554% | &nbsp;&nbsp;7/9/27 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10682 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.018% | &nbsp;&nbsp;3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2912 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.414% | &nbsp;&nbsp;9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;8926 | &nbsp;&nbsp;&nbsp;&nbsp;9118 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;5/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;3517 | &nbsp;&nbsp;&nbsp;&nbsp;3640 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;10019 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.254% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;2833 | &nbsp;&nbsp;&nbsp;&nbsp;2817 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.261% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;1701 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.153% | &nbsp;&nbsp;7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;4605 | &nbsp;&nbsp;&nbsp;&nbsp;4358 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp;4059 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.739% | &nbsp;&nbsp;5/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;4032 | &nbsp;&nbsp;&nbsp;&nbsp;4213 |
| <sup>5</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.711% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4800 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;7631 | &nbsp;&nbsp;&nbsp;&nbsp;7536 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;4366 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;24414 | &nbsp;&nbsp;24380 |
|  | Morgan Stanley | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/20/27 | &nbsp;&nbsp;12240 | &nbsp;&nbsp;12138 |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;8718 | &nbsp;&nbsp;&nbsp;&nbsp;8663 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;1.512% | &nbsp;&nbsp;7/20/27 | &nbsp;&nbsp;40194 | &nbsp;&nbsp;38997 |
|  | Morgan Stanley | &nbsp;&nbsp;2.475% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;19390 | &nbsp;&nbsp;18827 |
|  | Morgan Stanley | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;37351 | &nbsp;&nbsp;37259 |
|  | Morgan Stanley | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;20786 | &nbsp;&nbsp;21655 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.772% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;14088 | &nbsp;&nbsp;13872 |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8545 | &nbsp;&nbsp;&nbsp;&nbsp;8694 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;17434 | &nbsp;&nbsp;17777 |
|  | Morgan Stanley | &nbsp;&nbsp;5.449% | &nbsp;&nbsp;7/20/29 | &nbsp;&nbsp;26005 | &nbsp;&nbsp;26741 |
|  | Morgan Stanley | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;33130 | &nbsp;&nbsp;33828 |
|  | Morgan Stanley | &nbsp;&nbsp;5.656% | &nbsp;&nbsp;4/18/30 | &nbsp;&nbsp;23935 | &nbsp;&nbsp;24876 |
|  | Morgan Stanley | &nbsp;&nbsp;5.042% | &nbsp;&nbsp;7/19/30 | &nbsp;&nbsp;13425 | &nbsp;&nbsp;13655 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;35045 | &nbsp;&nbsp;35117 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;24447 | &nbsp;&nbsp;25068 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.699% | &nbsp;&nbsp;1/22/31 | &nbsp;&nbsp;36075 | &nbsp;&nbsp;33249 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.622% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;17882 | &nbsp;&nbsp;17142 |
|  | Morgan Stanley | &nbsp;&nbsp;5.192% | &nbsp;&nbsp;4/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8306 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;10/30/26 | &nbsp;&nbsp;10055 | &nbsp;&nbsp;10270 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;4.447% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;16880 | &nbsp;&nbsp;16904 |

---

------

Short-Term Bond Index 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 Bank NA | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6857 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/28 | &nbsp;&nbsp;21282 | &nbsp;&nbsp;21733 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;3730 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1917 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3266 |
| <sup>4</sup> | MSD Investment Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2974 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;4347 |
| <sup>2</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/12/26 | &nbsp;&nbsp;17443 | &nbsp;&nbsp;17150 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;4273 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.944% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;5688 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.308% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;2474 | &nbsp;&nbsp;&nbsp;&nbsp;2490 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;16191 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;3205 | &nbsp;&nbsp;&nbsp;&nbsp;3272 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;2916 | &nbsp;&nbsp;&nbsp;&nbsp;2997 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.534% | &nbsp;&nbsp;6/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2023 |
|  | National Bank of Canada | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;9453 |
|  | National Bank of Canada | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;5586 | &nbsp;&nbsp;&nbsp;&nbsp;5579 |
|  | NatWest Group plc | &nbsp;&nbsp;7.472% | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;14505 | &nbsp;&nbsp;14647 |
|  | NatWest Group plc | &nbsp;&nbsp;5.583% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;15738 | &nbsp;&nbsp;15344 |
|  | NatWest Group plc | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;12861 | &nbsp;&nbsp;13138 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;5/18/29 | &nbsp;&nbsp;22757 | &nbsp;&nbsp;22977 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;4.445% | &nbsp;&nbsp;5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;6785 | &nbsp;&nbsp;&nbsp;&nbsp;6729 |
|  | NatWest Group plc | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp;&nbsp;7021 |
|  | NatWest Group plc | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;5/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7322 |
|  | NatWest Group plc | &nbsp;&nbsp;6.475% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6085 | &nbsp;&nbsp;&nbsp;&nbsp;6363 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;1.653% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;2360 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.329% | &nbsp;&nbsp;1/22/27 | &nbsp;&nbsp;14425 | &nbsp;&nbsp;13950 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4651 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.386% | &nbsp;&nbsp;7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;5172 | &nbsp;&nbsp;&nbsp;&nbsp;5259 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;5284 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;5418 | &nbsp;&nbsp;&nbsp;&nbsp;5057 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;8870 | &nbsp;&nbsp;&nbsp;&nbsp;8280 |
| <sup>5</sup> | Nomura Holdings Inc. | &nbsp;&nbsp;4.904% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2659 |
|  | North Haven Private Income Fund LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;7172 | &nbsp;&nbsp;&nbsp;&nbsp;7165 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3553 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;1240 |
|  | Northern Trust Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;5324 |
| <sup>2</sup> | Northern Trust Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | Nuveen Churchill Direct Lending Corp. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 |
|  | Oaktree Specialty Lending Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;1372 |
|  | Oaktree Specialty Lending Corp. | &nbsp;&nbsp;6.340% | &nbsp;&nbsp;2/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;3645 |
| <sup>2</sup> | Oaktree Strategic Credit Fund | &nbsp;&nbsp;8.400% | &nbsp;&nbsp;11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp;&nbsp;&nbsp;2690 |
|  | Oaktree Strategic Credit Fund | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;2079 |
|  | Old Republic International Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;5131 | &nbsp;&nbsp;&nbsp;&nbsp;5096 |
|  | ORIX Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | ORIX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;3758 | &nbsp;&nbsp;&nbsp;&nbsp;3784 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;6755 | &nbsp;&nbsp;&nbsp;&nbsp;6552 |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;5019 | &nbsp;&nbsp;&nbsp;&nbsp;4896 |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;4232 | &nbsp;&nbsp;&nbsp;&nbsp;4199 |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;5339 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;8/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;7292 | &nbsp;&nbsp;&nbsp;&nbsp;7046 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/19/27 | &nbsp;&nbsp;14654 | &nbsp;&nbsp;14389 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.102% | &nbsp;&nbsp;7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;6881 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.615% | &nbsp;&nbsp;10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;8335 | &nbsp;&nbsp;&nbsp;&nbsp;8571 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;12/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;9811 | &nbsp;&nbsp;10042 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7835 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;6/12/29 | &nbsp;&nbsp;18591 | &nbsp;&nbsp;19257 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;17347 | &nbsp;&nbsp;16081 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/30 | &nbsp;&nbsp;21810 | &nbsp;&nbsp;22591 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;1/29/31 | &nbsp;&nbsp;13985 | &nbsp;&nbsp;14356 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5978 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3031 |
|  | Progressive Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6673 | &nbsp;&nbsp;&nbsp;&nbsp;6500 |
|  | Progressive Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4604 | &nbsp;&nbsp;&nbsp;&nbsp;4576 |
|  | Progressive Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;2840 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1387 |

---

------

Short-Term Bond Index 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> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2841 | &nbsp;&nbsp;&nbsp;&nbsp;2874 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;5599 |
|  | Radian Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
|  | Radian Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4896 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3043 |
|  | Regions Financial Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;8097 | &nbsp;&nbsp;&nbsp;&nbsp;7483 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;4495 | &nbsp;&nbsp;&nbsp;&nbsp;4643 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1043 | &nbsp;&nbsp;&nbsp;&nbsp;1037 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;3328 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | RenaissanceRe Finance Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2382 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;10182 | &nbsp;&nbsp;&nbsp;&nbsp;9853 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;6502 | &nbsp;&nbsp;&nbsp;&nbsp;6304 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;7571 | &nbsp;&nbsp;&nbsp;&nbsp;7310 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;4405 | &nbsp;&nbsp;&nbsp;&nbsp;4450 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;3074 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;2268 | &nbsp;&nbsp;&nbsp;&nbsp;2247 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.069% | &nbsp;&nbsp;7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;5394 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;8/3/27 | &nbsp;&nbsp;12835 | &nbsp;&nbsp;12854 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;4515 | &nbsp;&nbsp;&nbsp;&nbsp;4523 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;13510 | &nbsp;&nbsp;13753 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7107 | &nbsp;&nbsp;&nbsp;&nbsp;7315 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;3580 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5478 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2767 | &nbsp;&nbsp;&nbsp;&nbsp;2832 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.969% | &nbsp;&nbsp;8/2/30 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12165 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15030 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;2/4/31 | &nbsp;&nbsp;17800 | &nbsp;&nbsp;18163 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;17121 | &nbsp;&nbsp;16858 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;10632 | &nbsp;&nbsp;10617 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;2.490% | &nbsp;&nbsp;1/6/28 | &nbsp;&nbsp;10505 | &nbsp;&nbsp;10169 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.499% | &nbsp;&nbsp;3/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;7268 | &nbsp;&nbsp;&nbsp;&nbsp;7577 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;5.741% | &nbsp;&nbsp;3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;5155 | &nbsp;&nbsp;&nbsp;&nbsp;5293 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;20766 | &nbsp;&nbsp;20131 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;1/10/29 | &nbsp;&nbsp;10706 | &nbsp;&nbsp;11187 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;7105 | &nbsp;&nbsp;&nbsp;&nbsp;7093 |
|  | SiriusPoint Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;1171 | &nbsp;&nbsp;&nbsp;&nbsp;1233 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;4793 | &nbsp;&nbsp;&nbsp;&nbsp;4949 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4008 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;1052 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4532 |
|  | State Street Bank & Trust Co. | &nbsp;&nbsp;4.782% | &nbsp;&nbsp;11/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;5329 |
|  | State Street Corp. | &nbsp;&nbsp;5.272% | &nbsp;&nbsp;8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;7931 | &nbsp;&nbsp;&nbsp;&nbsp;8014 |
|  | State Street Corp. | &nbsp;&nbsp;4.993% | &nbsp;&nbsp;3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;7145 |
|  | State Street Corp. | &nbsp;&nbsp;2.203% | &nbsp;&nbsp;2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;6219 | &nbsp;&nbsp;&nbsp;&nbsp;6026 |
|  | State Street Corp. | &nbsp;&nbsp;4.536% | &nbsp;&nbsp;2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;3833 |
|  | State Street Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;2136 |
|  | State Street Corp. | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp;&nbsp;8634 |
|  | State Street Corp. | &nbsp;&nbsp;5.684% | &nbsp;&nbsp;11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;7730 | &nbsp;&nbsp;&nbsp;&nbsp;8076 |
|  | State Street Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;2835 | &nbsp;&nbsp;&nbsp;&nbsp;2638 |
|  | State Street Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8828 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;6777 |
| <sup>2</sup> | State Street Corp. | &nbsp;&nbsp;3.031% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;5109 |
|  | Stifel Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2284 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.632% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;&nbsp;2970 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.402% | &nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;26785 | &nbsp;&nbsp;25865 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.010% | &nbsp;&nbsp;10/19/26 | &nbsp;&nbsp;16893 | &nbsp;&nbsp;16615 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.446% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;18345 | &nbsp;&nbsp;18126 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.174% | &nbsp;&nbsp;1/14/27 | &nbsp;&nbsp;13199 | &nbsp;&nbsp;12787 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.352% | &nbsp;&nbsp;10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;1/13/28 | &nbsp;&nbsp;14168 | &nbsp;&nbsp;14579 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;9465 | &nbsp;&nbsp;&nbsp;&nbsp;9859 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.944% | &nbsp;&nbsp;7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;6857 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.902% | &nbsp;&nbsp;9/17/28 | &nbsp;&nbsp;22150 | &nbsp;&nbsp;20550 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;2779 | &nbsp;&nbsp;&nbsp;&nbsp;2863 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;17430 | &nbsp;&nbsp;16511 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;15278 |

---

------

Short-Term Bond Index 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;5.240% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;3210 |
|  | Synchrony Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/23/27 | &nbsp;&nbsp;15382 | &nbsp;&nbsp;15689 |
|  | Synchrony Financial | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;4507 | &nbsp;&nbsp;&nbsp;&nbsp;4463 |
|  | Synchrony Financial | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5596 |
|  | Synchrony Financial | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3128 |
|  | Synovus Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3740 | &nbsp;&nbsp;&nbsp;&nbsp;3781 |
|  | Synovus Financial Corp. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;11715 | &nbsp;&nbsp;12010 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;7505 | &nbsp;&nbsp;&nbsp;&nbsp;7597 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/10/26 | &nbsp;&nbsp;18022 | &nbsp;&nbsp;17398 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;8835 | &nbsp;&nbsp;&nbsp;&nbsp;8542 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/10/27 | &nbsp;&nbsp;12669 | &nbsp;&nbsp;12375 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;6807 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;6/8/27 | &nbsp;&nbsp;17535 | &nbsp;&nbsp;17492 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;13862 | &nbsp;&nbsp;13993 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.156% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;9270 | &nbsp;&nbsp;&nbsp;&nbsp;9464 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.861% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;2458 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;5.523% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;11644 | &nbsp;&nbsp;12047 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;9868 | &nbsp;&nbsp;&nbsp;&nbsp;9981 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;5282 | &nbsp;&nbsp;&nbsp;&nbsp;5296 |
| <sup>2</sup> | Truist Bank | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/30/26 | &nbsp;&nbsp;11011 | &nbsp;&nbsp;10907 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp;&nbsp;&nbsp;3529 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.123% | &nbsp;&nbsp;6/6/28 | &nbsp;&nbsp;15438 | &nbsp;&nbsp;15391 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;1/26/29 | &nbsp;&nbsp;13605 | &nbsp;&nbsp;13759 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.887% | &nbsp;&nbsp;6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4908 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.435% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;9340 | &nbsp;&nbsp;&nbsp;&nbsp;9619 |
|  | UBS AG | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;9065 | &nbsp;&nbsp;&nbsp;&nbsp;8772 |
|  | UBS AG | &nbsp;&nbsp;4.864% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4909 |
|  | UBS AG | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;25139 | &nbsp;&nbsp;27112 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;10350 | &nbsp;&nbsp;10779 |
|  | Unum Group | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;10883 | &nbsp;&nbsp;10681 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/27/27 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;16161 |
|  | US Bancorp | &nbsp;&nbsp;6.787% | &nbsp;&nbsp;10/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;5808 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;2315 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;4.548% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;10631 | &nbsp;&nbsp;10657 |
|  | US Bancorp | &nbsp;&nbsp;4.653% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;3332 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;8982 | &nbsp;&nbsp;&nbsp;&nbsp;9322 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;2045 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;18980 | &nbsp;&nbsp;19547 |
|  | US Bancorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;9455 | &nbsp;&nbsp;&nbsp;&nbsp;9651 |
|  | US Bancorp | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3564 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;14850 | &nbsp;&nbsp;15150 |
|  | US Bank NA | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;8420 | &nbsp;&nbsp;&nbsp;&nbsp;8430 |
|  | Visa Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;14597 | &nbsp;&nbsp;14100 |
|  | Visa Inc. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2984 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
|  | Visa Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
| <sup>2</sup> | Voya Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;1755 |
|  | Wachovia Corp. | &nbsp;&nbsp;7.574% | &nbsp;&nbsp;8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | Webster Financial Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1621 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;27581 | &nbsp;&nbsp;27109 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;15955 | &nbsp;&nbsp;15956 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;9210 | &nbsp;&nbsp;&nbsp;&nbsp;9277 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;36698 | &nbsp;&nbsp;36213 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.707% | &nbsp;&nbsp;4/22/28 | &nbsp;&nbsp;26050 | &nbsp;&nbsp;26637 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;20174 | &nbsp;&nbsp;19869 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;30986 | &nbsp;&nbsp;31242 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;7/25/29 | &nbsp;&nbsp;34321 | &nbsp;&nbsp;35434 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;24760 | &nbsp;&nbsp;25352 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.879% | &nbsp;&nbsp;10/30/30 | &nbsp;&nbsp;21955 | &nbsp;&nbsp;20513 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.244% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;27495 | &nbsp;&nbsp;28205 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;2/11/31 | &nbsp;&nbsp;20095 | &nbsp;&nbsp;18399 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;4/4/31 | &nbsp;&nbsp;14680 | &nbsp;&nbsp;14606 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;9219 | &nbsp;&nbsp;&nbsp;&nbsp;9443 |
| <sup>2</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;7472 | &nbsp;&nbsp;&nbsp;&nbsp;7568 |
|  | Wells Fargo Bank NA | &nbsp;&nbsp;5.254% | &nbsp;&nbsp;12/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;7955 | &nbsp;&nbsp;&nbsp;&nbsp;8072 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;1291 | &nbsp;&nbsp;&nbsp;&nbsp;1271 |
| <sup>2</sup> | Westpac Banking Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;4106 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;8477 | &nbsp;&nbsp;&nbsp;&nbsp;8383 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.457% | &nbsp;&nbsp;11/18/27 | &nbsp;&nbsp;14540 | &nbsp;&nbsp;14998 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;8882 | &nbsp;&nbsp;&nbsp;&nbsp;8749 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.535% | &nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9837 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;5337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4959 |
| <sup>2</sup> | Westpac Banking Corp. | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;7922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7872 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7053 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9964 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | Willis North America Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949 |
|  | Wintrust Financial Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
|  | Zions Bancorp NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2662 |
|  |  |  |  |  | **6590910** |
| **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** |
|  | Abbott Laboratories | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6847 |
|  | Abbott Laboratories | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696 |
|  | Abbott Laboratories | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 |
|  | AbbVie Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/21/26 | &nbsp;&nbsp;23002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22628 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;18095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18274 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8594 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/14/28 | &nbsp;&nbsp;12593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12655 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;10430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10634 |
|  | AbbVie Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/21/29 | &nbsp;&nbsp;38270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36598 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;12230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12527 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.829% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;3998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2768 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 |
|  | Amgen Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6344 |
|  | Amgen Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;2/21/27 | &nbsp;&nbsp;20267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19611 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/2/28 | &nbsp;&nbsp;27820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28421 |
|  | Amgen Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5028 |
|  | Amgen Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8464 |
|  | Amgen Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;6855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/30 | &nbsp;&nbsp;16572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17082 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4924 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;8880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8981 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;5649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5773 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;7283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6829 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;5569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5693 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7714 |
|  | AstraZeneca plc | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5207 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5812 |
|  | Baxter International Inc. | &nbsp;&nbsp;1.915% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;13306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12813 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.272% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/6/27 | &nbsp;&nbsp;13740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13583 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;2/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;6214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;7960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8136 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;2.823% | &nbsp;&nbsp;5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851 |
|  | Biogen Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3153 |
|  | Biogen Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 |
|  | Bio-Rad Laboratories Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3668 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6481 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4861 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4712 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9743 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8248 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/26/29 | &nbsp;&nbsp;15917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15424 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3686 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4356 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | Cencora Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5107 |
|  | Cencora Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142 |
|  | Cencora Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4163 |
|  | Cencora Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2787 |
|  | Centene Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;13490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13290 |
|  | Centene Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;17193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15985 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Centene Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;17238 | &nbsp;&nbsp;16779 |
|  | Centene Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10130 |
| <sup>2</sup> | CHRISTUS Health | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;1680 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;13993 | &nbsp;&nbsp;13794 |
|  | Cigna Group | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;22685 | &nbsp;&nbsp;22715 |
|  | Cigna Group | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;5961 |
|  | Cigna Group | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;4922 |
|  | CommonSpirit Health | &nbsp;&nbsp;6.073% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;10205 | &nbsp;&nbsp;10566 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;4756 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4355 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4386 | &nbsp;&nbsp;&nbsp;&nbsp;4330 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;8/21/27 | &nbsp;&nbsp;11070 | &nbsp;&nbsp;10377 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;29647 | &nbsp;&nbsp;29522 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;2588 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;3101 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;17259 | &nbsp;&nbsp;16400 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;8320 | &nbsp;&nbsp;&nbsp;&nbsp;8472 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3693 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5184 |
|  | DENTSPLY SIRONA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;3993 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;4697 |
|  | Edwards Lifesciences Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp;&nbsp;&nbsp;4341 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;2267 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1176 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.101% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;17023 | &nbsp;&nbsp;16975 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2367 | &nbsp;&nbsp;&nbsp;&nbsp;2437 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;4691 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6458 | &nbsp;&nbsp;&nbsp;&nbsp;5828 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;6284 | &nbsp;&nbsp;&nbsp;&nbsp;6335 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3125 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;4848 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;6058 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;7689 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9588 | &nbsp;&nbsp;&nbsp;&nbsp;9379 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;8036 | &nbsp;&nbsp;&nbsp;&nbsp;8062 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;5102 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;12773 | &nbsp;&nbsp;13162 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;6990 | &nbsp;&nbsp;&nbsp;&nbsp;7090 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.857% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5281 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9410 | &nbsp;&nbsp;&nbsp;&nbsp;9242 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;2196 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;3109 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;9010 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6001 | &nbsp;&nbsp;&nbsp;&nbsp;6050 |
|  | GlaxoSmithKline Capital plc | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;2839 | &nbsp;&nbsp;&nbsp;&nbsp;2856 |
|  | GlaxoSmithKline Capital plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5924 | &nbsp;&nbsp;&nbsp;&nbsp;5752 |
|  | HCA Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6402 | &nbsp;&nbsp;&nbsp;&nbsp;6435 |
|  | HCA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;3006 |
|  | HCA Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;5621 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3855 |
|  | HCA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5262 |
|  | HCA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;9343 |
|  | HCA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6590 | &nbsp;&nbsp;&nbsp;&nbsp;6840 |
|  | HCA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4198 |
|  | HCA Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;14650 | &nbsp;&nbsp;14394 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp;5141 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;2974 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2640 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3127 | &nbsp;&nbsp;&nbsp;&nbsp;3254 |
|  | Humana Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;5530 |
|  | Humana Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3745 | &nbsp;&nbsp;&nbsp;&nbsp;3531 |
|  | Humana Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;3079 |
|  | Icon Investments Six DAC | &nbsp;&nbsp;5.849% | &nbsp;&nbsp;5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;3047 |
|  | Illumina Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;2335 | &nbsp;&nbsp;&nbsp;&nbsp;2338 |
|  | Illumina Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;7185 | &nbsp;&nbsp;&nbsp;&nbsp;7364 |
|  | IQVIA Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;6318 |
|  | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7695 | &nbsp;&nbsp;&nbsp;&nbsp;8041 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3321 | &nbsp;&nbsp;&nbsp;&nbsp;3355 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;14818 | &nbsp;&nbsp;14597 |
|  | Johnson & Johnson | &nbsp;&nbsp;0.950% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;2353 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Johnson & Johnson | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7915 | &nbsp;&nbsp;&nbsp;&nbsp;7728 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4002 | &nbsp;&nbsp;&nbsp;&nbsp;4070 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7515 | &nbsp;&nbsp;&nbsp;&nbsp;7725 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4247 | &nbsp;&nbsp;&nbsp;&nbsp;4346 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9092 | &nbsp;&nbsp;&nbsp;&nbsp;8922 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;3832 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3995 | &nbsp;&nbsp;&nbsp;&nbsp;3968 |
|  | McKesson Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;1554 |
|  | McKesson Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | McKesson Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;1558 |
|  | McKesson Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6048 |
|  | Medtronic Global Holdings SCA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;7685 | &nbsp;&nbsp;&nbsp;&nbsp;7721 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/10/27 | &nbsp;&nbsp;18729 | &nbsp;&nbsp;17952 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;3993 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/7/29 | &nbsp;&nbsp;10704 | &nbsp;&nbsp;10437 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4373 |
|  | Mylan Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;5918 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/14/27 | &nbsp;&nbsp;16222 | &nbsp;&nbsp;15753 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;4879 | &nbsp;&nbsp;&nbsp;&nbsp;4809 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;7045 | &nbsp;&nbsp;&nbsp;&nbsp;6985 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;9833 | &nbsp;&nbsp;&nbsp;&nbsp;9697 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2698 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;7915 | &nbsp;&nbsp;&nbsp;&nbsp;7008 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/19/28 | &nbsp;&nbsp;31455 | &nbsp;&nbsp;31708 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;9485 | &nbsp;&nbsp;&nbsp;&nbsp;9613 |
|  | Pharmacia LLC | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;10327 | &nbsp;&nbsp;11086 |
| <sup>2</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2767 | &nbsp;&nbsp;&nbsp;&nbsp;2706 |
| <sup>2</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;2565 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;2588 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;1627 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;3362 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4373 |
|  | Revvity Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;2806 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;6248 |
|  | Royalty Pharma plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;6945 | &nbsp;&nbsp;&nbsp;&nbsp;6576 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;1601 |
|  | Sanofi SA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;5484 |
|  | Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | Smith & Nephew plc | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;1769 | &nbsp;&nbsp;&nbsp;&nbsp;1791 |
|  | Solventum Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;7032 |
|  | Solventum Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7792 | &nbsp;&nbsp;&nbsp;&nbsp;8025 |
| <sup>2</sup> | SSM Health Care Corp. | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;1314 |
|  | SSM Health Care Corp. | &nbsp;&nbsp;4.894% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;3856 |
|  | Stryker Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp;&nbsp;&nbsp;5340 |
|  | Stryker Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;4220 |
|  | Stryker Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;5557 | &nbsp;&nbsp;&nbsp;&nbsp;5484 |
|  | Stryker Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3047 |
|  | Stryker Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3596 |
|  | Stryker Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5353 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;3.695% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/26/28 | &nbsp;&nbsp;11498 | &nbsp;&nbsp;11708 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10744 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.953% | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6975 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;5528 | &nbsp;&nbsp;&nbsp;&nbsp;5617 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4907 | &nbsp;&nbsp;&nbsp;&nbsp;4544 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;2109 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;6514 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.977% | &nbsp;&nbsp;8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1543 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;2253 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;5773 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8040 | &nbsp;&nbsp;&nbsp;&nbsp;7925 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;6609 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6124 | &nbsp;&nbsp;&nbsp;&nbsp;6286 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8280 | &nbsp;&nbsp;&nbsp;&nbsp;8209 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1156 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5538 | &nbsp;&nbsp;&nbsp;&nbsp;5466 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5798 | &nbsp;&nbsp;&nbsp;&nbsp;5786 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2772 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;5366 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;2.875% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5998 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7688 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7204 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6532 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8569 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3095 |
|  | Viatris Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7127 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3319 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;3535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3623 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 |
|  | Zoetis Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4043 |
|  |  |  |  |  | **1393237** |
| **Industrials (1.7%)** | **Industrials (1.7%)** | **Industrials (1.7%)** | **Industrials (1.7%)** | **Industrials (1.7%)** | **Industrials (1.7%)** |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;2149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097 |
|  | 3M Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6112 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3786 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4517 |
|  | 3M Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3366 |
|  | 3M Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7790 |
|  | AGCO Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4614 |
|  | Allegion plc | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class A Series 2014-1 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class A Series 2015-1 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class AA Series 2016-2 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class AA Series 2017-1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class AA Series 2017-2 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5617 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3549 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3426 |
|  | Boeing Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6364 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;18308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18446 |
|  | Boeing Co. | &nbsp;&nbsp;6.259% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7099 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9056 |
|  | Boeing Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;27175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28731 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;24671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25124 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;12/2/26 | &nbsp;&nbsp;10061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9713 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;8285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8417 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.493% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.722% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11186 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4772 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4261 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;10911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10534 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/12/27 | &nbsp;&nbsp;11904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11789 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3992 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760 |
|  | Caterpillar Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2278 |
|  | CH Robinson Worldwide Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4167 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;3505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577 |
| <sup>2</sup> | CNH Industrial NV | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 |
|  | CSX Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 |
|  | CSX Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5745 |
|  | Cummins Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708 |
|  | Cummins Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 |
| <sup>4</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | Deere & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
|  | Deere & Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;2885 | &nbsp;&nbsp;&nbsp;&nbsp;2901 |
| <sup>4</sup> | Delta Air Lines Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;8880 | &nbsp;&nbsp;&nbsp;&nbsp;8898 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;8040 | &nbsp;&nbsp;&nbsp;&nbsp;7687 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2519 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2411 |
|  | Eaton Corp. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5349 | &nbsp;&nbsp;&nbsp;&nbsp;5251 |
|  | Emerson Electric Co. | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4299 | &nbsp;&nbsp;&nbsp;&nbsp;4131 |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5238 | &nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp;&nbsp;&nbsp;6181 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/5/29 | &nbsp;&nbsp;15265 | &nbsp;&nbsp;14441 |
|  | General Dynamics Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;4628 |
|  | General Dynamics Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4255 | &nbsp;&nbsp;&nbsp;&nbsp;4123 |
|  | HEICO Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2061 | &nbsp;&nbsp;&nbsp;&nbsp;2115 |
|  | Hexcel Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2449 | &nbsp;&nbsp;&nbsp;&nbsp;2428 |
|  | Honeywell International Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5984 | &nbsp;&nbsp;&nbsp;&nbsp;5852 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9736 | &nbsp;&nbsp;&nbsp;&nbsp;9269 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/27 | &nbsp;&nbsp;14240 | &nbsp;&nbsp;14381 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;&nbsp;&nbsp;5120 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;5627 |
|  | Honeywell International Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;4891 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;10097 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;7765 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3452 | &nbsp;&nbsp;&nbsp;&nbsp;3300 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5642 | &nbsp;&nbsp;&nbsp;&nbsp;5524 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;2.043% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;2518 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;13001 | &nbsp;&nbsp;13367 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;11205 | &nbsp;&nbsp;10942 |
|  | IDEX Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2447 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6821 | &nbsp;&nbsp;&nbsp;&nbsp;6708 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;5204 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.176% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;4907 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;7365 | &nbsp;&nbsp;&nbsp;&nbsp;7745 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;4386 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;4874 | &nbsp;&nbsp;&nbsp;&nbsp;4762 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6034 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/5/27 | &nbsp;&nbsp;10210 | &nbsp;&nbsp;10346 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;2899 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/20/28 | &nbsp;&nbsp;14430 | &nbsp;&nbsp;14666 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;6156 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2817 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;13231 | &nbsp;&nbsp;13552 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;15265 | &nbsp;&nbsp;15431 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;3866 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;3589 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;9716 | &nbsp;&nbsp;&nbsp;&nbsp;9956 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;1654 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4543 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5085 |
|  | Johnson Controls International plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;3987 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5797 |
|  | Kirby Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4608 | &nbsp;&nbsp;&nbsp;&nbsp;4567 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;4795 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7964 | &nbsp;&nbsp;&nbsp;&nbsp;7983 |
| <sup>2</sup> | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;10143 | &nbsp;&nbsp;10171 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3525 |
|  | Lennox International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;3396 |
|  | LKQ Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;11880 | &nbsp;&nbsp;12240 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8570 | &nbsp;&nbsp;&nbsp;&nbsp;8788 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7060 | &nbsp;&nbsp;&nbsp;&nbsp;7127 |
|  | MasTec Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;3029 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;2493 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7515 | &nbsp;&nbsp;&nbsp;&nbsp;7437 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;3209 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6280 | &nbsp;&nbsp;&nbsp;&nbsp;6183 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;17271 | &nbsp;&nbsp;16875 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2953 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1715 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Oshkosh Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;3335 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.293% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;4859 | &nbsp;&nbsp;&nbsp;&nbsp;4704 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;6874 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.565% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;5529 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;1273 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;4900 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3561 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2412 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;4969 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;5204 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;2754 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2692 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;5238 | &nbsp;&nbsp;&nbsp;&nbsp;5313 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;4290 | &nbsp;&nbsp;&nbsp;&nbsp;4267 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3040 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3968 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7765 | &nbsp;&nbsp;&nbsp;&nbsp;7790 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/14/29 | &nbsp;&nbsp;16550 | &nbsp;&nbsp;15895 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;9442 |
|  | Pentair Finance Sarl | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;2376 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8347 | &nbsp;&nbsp;&nbsp;&nbsp;8593 |
| <sup>2</sup> | Regal Rexnord Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8320 | &nbsp;&nbsp;&nbsp;&nbsp;8719 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4808 | &nbsp;&nbsp;&nbsp;&nbsp;4742 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1197 | &nbsp;&nbsp;&nbsp;&nbsp;1192 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4649 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8425 | &nbsp;&nbsp;&nbsp;&nbsp;7714 |
|  | RTX Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/8/26 | &nbsp;&nbsp;16990 | &nbsp;&nbsp;17305 |
|  | RTX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8733 | &nbsp;&nbsp;&nbsp;&nbsp;8630 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/4/27 | &nbsp;&nbsp;13276 | &nbsp;&nbsp;13021 |
|  | RTX Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/16/28 | &nbsp;&nbsp;16884 | &nbsp;&nbsp;16823 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;3379 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2609 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;5290 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;5960 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;3991 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3084 | &nbsp;&nbsp;&nbsp;&nbsp;3172 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 |
|  | Ryder System Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6273 | &nbsp;&nbsp;&nbsp;&nbsp;6360 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1615 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7076 | &nbsp;&nbsp;&nbsp;&nbsp;7140 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;1977 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4558 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;5256 |
|  | Textron Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5587 | &nbsp;&nbsp;&nbsp;&nbsp;5516 |
|  | Textron Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4740 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;5591 |
|  | Trane Technologies Global Holding Co. Ltd. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4944 |
|  | Trimble Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5687 | &nbsp;&nbsp;&nbsp;&nbsp;5569 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/10/28 | &nbsp;&nbsp;11990 | &nbsp;&nbsp;11929 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;5794 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2014-2 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;3516 | &nbsp;&nbsp;&nbsp;&nbsp;3457 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6376 | &nbsp;&nbsp;&nbsp;&nbsp;6506 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2018-1 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2486 | &nbsp;&nbsp;&nbsp;&nbsp;2343 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4928 | &nbsp;&nbsp;&nbsp;&nbsp;4815 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7960 | &nbsp;&nbsp;&nbsp;&nbsp;7784 |
|  | Veralto Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;5695 |
|  | Waste Connections Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;2684 |
|  | Waste Connections Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;4764 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;3426 | &nbsp;&nbsp;&nbsp;&nbsp;3485 |
|  | Waste Management Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;3244 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7246 | &nbsp;&nbsp;&nbsp;&nbsp;7423 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp;&nbsp;3755 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;5913 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;5634 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8253 | &nbsp;&nbsp;&nbsp;&nbsp;8300 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1216 |
|  | Xylem Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2524 | &nbsp;&nbsp;&nbsp;&nbsp;2487 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Xylem Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998 |
|  |  |  |  |  | **1103466** |
| **Materials (0.6%)** | **Materials (0.6%)** | **Materials (0.6%)** | **Materials (0.6%)** | **Materials (0.6%)** | **Materials (0.6%)** |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5541 |
|  | Albemarle Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822 |
|  | Amcor Finance USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2938 |
| <sup>4</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 |
| <sup>4</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/30 | &nbsp;&nbsp;17790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18093 |
|  | Amcor Group Finance plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
| <sup>4</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
| <sup>4</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
| <sup>4</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933 |
|  | AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/29/27 | &nbsp;&nbsp;11628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12122 |
|  | Berry Global Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6566 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;6146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6219 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6973 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;2873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2947 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;3163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242 |
|  | Cabot Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3335 |
|  | CRH SMW Finance DAC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 |
|  | CRH SMW Finance DAC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6543 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566 |
|  | DuPont de Nemours Inc. | &nbsp;&nbsp;4.725% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;14710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14941 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;20574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20864 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8332 |
|  | Ecolab Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 |
|  | Ecolab Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 |
|  | FMC Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6297 |
|  | FMC Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3211 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3113 |
|  | Huntsman International LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632 |
|  | Kinross Gold Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 |
|  | LYB International Finance II BV | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4331 |
|  | Mosaic Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7065 |
|  | Mosaic Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 |
|  | Newmont Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;13665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13036 |
|  | Nucor Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4414 |
|  | Nucor Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
|  | Nucor Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5543 |
|  | Nucor Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4992 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3761 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4653 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4634 |
|  | Nutrien Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4006 |
|  | PPG Industries Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;2629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | RPM International Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965 |
|  | RPM International Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;10238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 |
| <sup>2</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3082 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;12845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13168 |
|  | Sonoco Products Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2588 |
|  | Sonoco Products Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 |
|  | Sonoco Products Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;&nbsp;&nbsp;11970 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4741 |
|  | Suzano International Finance BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;4629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4949 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4115 |
|  | Westlake Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5005 |
|  | WestRock MWV LLC | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4610 |
|  | WRKCo Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4241 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242 |
|  |  |  |  |  | &nbsp;&nbsp;**382529** |
| **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** |
|  | Agree LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3876 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | American Tower Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6729 |
|  | American Tower Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;12558 | &nbsp;&nbsp;&nbsp;&nbsp;12400 |
|  | American Tower Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5074 |
|  | American Tower Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4602 |
|  | American Tower Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113 |
|  | American Tower Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5293 |
|  | American Tower Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 |
|  | American Tower Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 |
|  | American Tower Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6631 |
|  | American Tower Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2799 |
|  | American Tower Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996 |
|  | American Tower Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7954 |
|  | American Tower Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 |
|  | American Tower Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4434 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2792 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3616 |
|  | Boston Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5266 |
|  | Boston Properties LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6767 |
|  | Boston Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6043 |
|  | Boston Properties LP | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;1839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744 |
|  | Boston Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3522 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337 |
|  | Camden Property Trust | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2612 |
|  | Camden Property Trust | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3157 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 |
|  | CBRE Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285 |
|  | Crown Castle Inc. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4296 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;11846 | &nbsp;&nbsp;&nbsp;&nbsp;11967 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6358 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3712 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380 |
|  | CubeSmart LP | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3299 |
|  | CubeSmart LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 |
|  | CubeSmart LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8025 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6233 |
|  | DOC DR LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837 |
|  | DOC DR LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893 |
|  | EPR Properties | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | EPR Properties | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1926 | &nbsp;&nbsp;1916 |
|  | EPR Properties | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp;4585 |
|  | EPR Properties | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;2927 |
|  | Equinix Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;7371 | &nbsp;&nbsp;7224 |
|  | Equinix Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;4954 |
|  | Equinix Inc. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3164 | &nbsp;&nbsp;2948 |
|  | Equinix Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;716 |
|  | Equinix Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;6523 |
|  | ERP Operating LP | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4418 | &nbsp;&nbsp;4338 |
|  | ERP Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;1835 |
|  | ERP Operating LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4523 | &nbsp;&nbsp;4522 |
|  | ERP Operating LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;2574 |
|  | ERP Operating LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;1869 |
|  | Essex Portfolio LP | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5287 | &nbsp;&nbsp;5225 |
|  | Essex Portfolio LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1512 | &nbsp;&nbsp;1409 |
|  | Essex Portfolio LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;2615 |
|  | Essex Portfolio LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;2992 |
|  | Extra Space Storage LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;2730 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6110 | &nbsp;&nbsp;6312 |
|  | Extra Space Storage LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4684 | &nbsp;&nbsp;4586 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1463 | &nbsp;&nbsp;1436 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2756 | &nbsp;&nbsp;2689 |
|  | Federal Realty OP LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;4505 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2296 | &nbsp;&nbsp;2184 |
|  | GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;4091 |
|  | GLP Capital LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;4792 |
|  | GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;10350 | &nbsp;&nbsp;9948 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3848 | &nbsp;&nbsp;3799 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2242 | &nbsp;&nbsp;2083 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3872 | &nbsp;&nbsp;3825 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;2305 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6908 | &nbsp;&nbsp;6669 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;5364 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3242 | &nbsp;&nbsp;3184 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;2964 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2093 | &nbsp;&nbsp;2036 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>2</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;3237 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3724 | &nbsp;&nbsp;3486 |
|  | Jones Lang LaSalle Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;3322 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;1698 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;2467 |
|  | Kilroy Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;3276 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5386 | &nbsp;&nbsp;5279 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;3093 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2314 | &nbsp;&nbsp;2189 |
|  | Kite Realty Group LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3253 | &nbsp;&nbsp;3224 |
|  | LXP Industrial Trust | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;2000 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;1761 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;3880 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2791 | &nbsp;&nbsp;2787 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3663 | &nbsp;&nbsp;3616 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;6763 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;821 |
|  | NNN REIT Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4602 | &nbsp;&nbsp;4590 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5609 | &nbsp;&nbsp;5638 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;3585 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;2917 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;3993 | &nbsp;&nbsp;4448 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;3176 |
|  | Prologis LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4738 | &nbsp;&nbsp;4681 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5393 | &nbsp;&nbsp;5213 |
|  | Prologis LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1843 | &nbsp;&nbsp;1811 |
|  | Prologis LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;5638 |
|  | Prologis LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;3017 |
|  | Prologis LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;3488 |
|  | Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;5478 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;2935 | &nbsp;&nbsp;2835 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.094% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2159 | &nbsp;&nbsp;2113 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Public Storage Operating Co. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;6506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3119 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.385% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4647 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5123 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3776 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6619 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 |
|  | Regency Centers LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3573 |
|  | Regency Centers LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969 |
|  | Regency Centers LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746 |
|  | Sabra Health Care LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5234 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4210 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386 |
|  | Simon Property Group LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4108 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6783 |
|  | Store Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 |
| <sup>4</sup> | Store Capital LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3143 |
|  | Tanger Properties LP | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | Tanger Properties LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3417 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3054 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3572 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2769 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2415 |
|  | VICI Properties LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208 |
|  | VICI Properties LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3017 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4758 |
|  | Welltower OP LLC | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 |
|  | Welltower OP LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3953 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2486 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413 |
|  | WP Carey Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783 |
|  | WP Carey Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1704 |
|  |  |  |  |  | &nbsp;&nbsp;**652256** |
| **Technology (2.1%)** | **Technology (2.1%)** | **Technology (2.1%)** | **Technology (2.1%)** | **Technology (2.1%)** | **Technology (2.1%)** |
|  | Accenture Capital Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;6315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6297 |
|  | Accenture Capital Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/4/29 | &nbsp;&nbsp;12340 | &nbsp;&nbsp;&nbsp;&nbsp;12259 |
|  | Adobe Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8831 |
|  | Adobe Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;2612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 |
|  | Adobe Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257 |
|  | Adobe Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4726 |
|  | Adobe Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;4820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979 |
|  | Advanced Micro Devices Inc. | &nbsp;&nbsp;4.319% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 |
|  | Analog Devices Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;9739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9657 |
|  | Analog Devices Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4671 |
|  | Analog Devices Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4671 |
|  | Analog Devices Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5342 |
|  | Apple Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/4/26 | &nbsp;&nbsp;20804 | &nbsp;&nbsp;&nbsp;&nbsp;20451 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Apple Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;8374 | &nbsp;&nbsp;&nbsp;&nbsp;8182 |
|  | Apple Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | Apple Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/11/27 | &nbsp;&nbsp;16882 | &nbsp;&nbsp;16670 |
|  | Apple Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;9885 | &nbsp;&nbsp;&nbsp;&nbsp;9698 |
|  | Apple Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;2/8/28 | &nbsp;&nbsp;19492 | &nbsp;&nbsp;18196 |
|  | Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/28 | &nbsp;&nbsp;23790 | &nbsp;&nbsp;23869 |
|  | Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6263 |
|  | Apple Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;8549 | &nbsp;&nbsp;&nbsp;&nbsp;7922 |
|  | Apple Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;6554 |
|  | Apple Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;7353 | &nbsp;&nbsp;&nbsp;&nbsp;6826 |
|  | Apple Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;6426 | &nbsp;&nbsp;&nbsp;&nbsp;6455 |
|  | Applied Materials Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9365 | &nbsp;&nbsp;&nbsp;&nbsp;9250 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;2807 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;4914 | &nbsp;&nbsp;&nbsp;&nbsp;4820 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;2884 |
|  | Autodesk Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;4178 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3662 | &nbsp;&nbsp;&nbsp;&nbsp;3444 |
|  | Avnet Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;2369 |
|  | Broadcom Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;19890 | &nbsp;&nbsp;19766 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.459% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;9285 | &nbsp;&nbsp;&nbsp;&nbsp;9198 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;5781 | &nbsp;&nbsp;&nbsp;&nbsp;5867 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp;3151 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9880 | &nbsp;&nbsp;10024 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4616 | &nbsp;&nbsp;&nbsp;&nbsp;4597 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8435 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;12488 | &nbsp;&nbsp;12649 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/29 | &nbsp;&nbsp;27691 | &nbsp;&nbsp;28357 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;14157 | &nbsp;&nbsp;14497 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;3316 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;5105 | &nbsp;&nbsp;&nbsp;&nbsp;5109 |
|  | CDW LLC | &nbsp;&nbsp;2.670% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7020 | &nbsp;&nbsp;&nbsp;&nbsp;6845 |
|  | CDW LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8603 | &nbsp;&nbsp;&nbsp;&nbsp;8155 |
|  | CDW LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;3289 |
|  | CGI Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;&nbsp;2920 |
| <sup>4</sup> | CGI Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;11678 | &nbsp;&nbsp;11593 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3860 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;9061 | &nbsp;&nbsp;&nbsp;&nbsp;8902 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;4445 | &nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;4553 | &nbsp;&nbsp;&nbsp;&nbsp;4614 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/29 | &nbsp;&nbsp;25470 | &nbsp;&nbsp;26095 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/24/30 | &nbsp;&nbsp;18888 | &nbsp;&nbsp;19308 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;8/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3258 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;8/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;4011 | &nbsp;&nbsp;&nbsp;&nbsp;4210 |
|  | Dell International LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8284 | &nbsp;&nbsp;&nbsp;&nbsp;8323 |
|  | Dell International LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;4108 |
|  | Dell International LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9965 | &nbsp;&nbsp;10205 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2543 | &nbsp;&nbsp;&nbsp;&nbsp;2573 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;10227 |
|  | Dell International LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1463 |
|  | Dell International LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8253 | &nbsp;&nbsp;&nbsp;&nbsp;8386 |
|  | DXC Technology Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7486 | &nbsp;&nbsp;&nbsp;&nbsp;7233 |
|  | DXC Technology Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3930 |
|  | Equifax Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6147 | &nbsp;&nbsp;&nbsp;&nbsp;6244 |
|  | Equifax Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;10875 | &nbsp;&nbsp;11084 |
|  | Equifax Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4231 | &nbsp;&nbsp;&nbsp;&nbsp;4267 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;2174 |
|  | Fiserv Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;16900 | &nbsp;&nbsp;16710 |
|  | Fiserv Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2276 | &nbsp;&nbsp;&nbsp;&nbsp;2192 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;10147 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;3849 | &nbsp;&nbsp;&nbsp;&nbsp;3959 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6561 | &nbsp;&nbsp;&nbsp;&nbsp;6527 |
|  | Fiserv Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;19835 | &nbsp;&nbsp;19099 |
|  | Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;4676 |
|  | Genpact Luxembourg Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;1975 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5884 | &nbsp;&nbsp;&nbsp;&nbsp;5693 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2199 | &nbsp;&nbsp;&nbsp;&nbsp;2225 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;11208 | &nbsp;&nbsp;10311 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;7140 | &nbsp;&nbsp;&nbsp;&nbsp;7152 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;2873 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8406 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;19601 | &nbsp;&nbsp;19505 |
|  | HP Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;9807 | &nbsp;&nbsp;&nbsp;&nbsp;9572 |
|  | HP Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;16090 | &nbsp;&nbsp;16277 |
|  | HP Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5089 | &nbsp;&nbsp;&nbsp;&nbsp;4980 |
|  | HP Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;4955 |
|  | IBM International Capital Pte. Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4928 |
|  | Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;10456 | &nbsp;&nbsp;10350 |
|  | Intel Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;4817 | &nbsp;&nbsp;&nbsp;&nbsp;4717 |
|  | Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;8729 | &nbsp;&nbsp;&nbsp;&nbsp;8613 |
|  | Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/28 | &nbsp;&nbsp;15469 | &nbsp;&nbsp;15671 |
|  | Intel Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3353 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;23156 | &nbsp;&nbsp;21173 |
|  | Intel Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;4594 | &nbsp;&nbsp;&nbsp;&nbsp;4453 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;3653 | &nbsp;&nbsp;&nbsp;&nbsp;3606 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8489 | &nbsp;&nbsp;&nbsp;&nbsp;8117 |
|  | International Business Machines Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;3665 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/6/28 | &nbsp;&nbsp;11015 | &nbsp;&nbsp;11114 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;18098 | &nbsp;&nbsp;17588 |
| <sup>2</sup> | International Business Machines Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;6233 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;6891 |
|  | Intuit Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7330 | &nbsp;&nbsp;&nbsp;&nbsp;7562 |
|  | Jabil Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp;&nbsp;4059 |
|  | Jabil Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2103 |
|  | KLA Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7798 | &nbsp;&nbsp;&nbsp;&nbsp;7789 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4863 | &nbsp;&nbsp;&nbsp;&nbsp;4713 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4046 | &nbsp;&nbsp;&nbsp;&nbsp;3821 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp;&nbsp;&nbsp;6327 |
|  | Leidos Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4339 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6280 | &nbsp;&nbsp;&nbsp;&nbsp;5969 |
| <sup>2</sup> | Marvell Technology Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3765 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;3164 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1733 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;4988 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10409 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3627 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5105 | &nbsp;&nbsp;&nbsp;&nbsp;5244 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.327% | &nbsp;&nbsp;2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;3388 |
|  | Micron Technology Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7266 | &nbsp;&nbsp;&nbsp;&nbsp;7855 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/8/26 | &nbsp;&nbsp;14705 | &nbsp;&nbsp;14458 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8617 | &nbsp;&nbsp;&nbsp;&nbsp;8563 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/6/27 | &nbsp;&nbsp;25687 | &nbsp;&nbsp;25432 |
|  | Moody's Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;1503 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;5459 | &nbsp;&nbsp;&nbsp;&nbsp;5497 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2505 | &nbsp;&nbsp;&nbsp;&nbsp;2548 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
|  | NetApp Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;5398 | &nbsp;&nbsp;&nbsp;&nbsp;5190 |
|  | Nokia OYJ | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;4293 |
|  | Nordson Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;2599 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;7137 | &nbsp;&nbsp;&nbsp;&nbsp;7073 |
|  | NXP BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6423 | &nbsp;&nbsp;&nbsp;&nbsp;6290 |
|  | NXP BV | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;2976 |
|  | NXP BV | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;7594 | &nbsp;&nbsp;&nbsp;&nbsp;7522 |
|  | NXP BV | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4734 |
|  | Oracle Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;22954 | &nbsp;&nbsp;22537 |
|  | Oracle Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;12561 | &nbsp;&nbsp;12243 |
|  | Oracle Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | Oracle Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;16834 | &nbsp;&nbsp;15982 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;9840 | &nbsp;&nbsp;10000 |
| <sup>2</sup> | Oracle Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/27/29 | &nbsp;&nbsp;22536 | &nbsp;&nbsp;22372 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;19711 | &nbsp;&nbsp;18396 |
|  | Oracle Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;5842 | &nbsp;&nbsp;&nbsp;&nbsp;5326 |
|  | Paychex Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;18591 | &nbsp;&nbsp;19037 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;10345 | &nbsp;&nbsp;10159 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;1306 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8790 | &nbsp;&nbsp;&nbsp;&nbsp;8297 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;5210 |
|  | Qorvo Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2652 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;17431 | &nbsp;&nbsp;17216 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Quanta Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5588 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3538 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;2344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925 |
|  | S&P Global Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6939 |
|  | S&P Global Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;7940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7888 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5361 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2419 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;11454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11615 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;4732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4577 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3967 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3265 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9201 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3763 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5741 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4515 |
|  | VMware LLC | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;16798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16253 |
|  | VMware LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5804 |
|  | VMware LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/21/27 | &nbsp;&nbsp;11817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11721 |
|  | VMware LLC | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4934 |
|  | VMware LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 |
|  | Workday Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8468 |
|  | Workday Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4519 |
|  |  |  |  |  | **1370847** |
| **Utilities (1.6%)** | **Utilities (1.6%)** | **Utilities (1.6%)** | **Utilities (1.6%)** | **Utilities (1.6%)** | **Utilities (1.6%)** |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7352 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10090 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4151 |
|  | Ameren Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498 |
|  | Ameren Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 |
|  | Ameren Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 |
|  | Ameren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 |
| <sup>2</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5047 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072 |
| <sup>2</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5155 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5106 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4002 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
| <sup>2</sup> | Appalachian Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7090 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347 |
|  | Avangrid Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3110 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | Black Hills Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3622 |
|  | Black Hills Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642 |
|  | Black Hills Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2572 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4182 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2919 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3128 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3957 |
| <sup>2</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8964 | &nbsp;&nbsp;&nbsp;&nbsp;9180 |
| <sup>2</sup> | CMS Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;2775 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3161 |
| <sup>2</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4562 | &nbsp;&nbsp;&nbsp;&nbsp;4499 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4528 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7946 | &nbsp;&nbsp;&nbsp;&nbsp;7913 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2595 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3966 | &nbsp;&nbsp;&nbsp;&nbsp;4104 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6411 | &nbsp;&nbsp;&nbsp;&nbsp;6494 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;3980 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5607 | &nbsp;&nbsp;&nbsp;&nbsp;5671 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;5255 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6133 | &nbsp;&nbsp;&nbsp;&nbsp;6026 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1360 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;2433 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7797 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4580 | &nbsp;&nbsp;&nbsp;&nbsp;4674 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;6111 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | DTE Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5444 | &nbsp;&nbsp;&nbsp;&nbsp;5347 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2154 | &nbsp;&nbsp;&nbsp;&nbsp;2180 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;3268 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;10545 | &nbsp;&nbsp;10757 |
| <sup>2</sup> | DTE Energy Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3481 | &nbsp;&nbsp;&nbsp;&nbsp;3342 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;12172 | &nbsp;&nbsp;12462 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;5304 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6965 | &nbsp;&nbsp;&nbsp;&nbsp;6492 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp;2060 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5317 | &nbsp;&nbsp;&nbsp;&nbsp;5217 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;1357 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;8063 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;6488 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3568 | &nbsp;&nbsp;&nbsp;&nbsp;3437 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;4475 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/82 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2088 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6165 | &nbsp;&nbsp;&nbsp;&nbsp;6087 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6426 | &nbsp;&nbsp;&nbsp;&nbsp;5966 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;3792 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;2063 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;1693 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;2870 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5965 | &nbsp;&nbsp;&nbsp;&nbsp;5810 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9630 | &nbsp;&nbsp;&nbsp;&nbsp;9524 |
|  | Edison International | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;5261 |
|  | Edison International | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;7113 |
|  | Enel Americas SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;4862 | &nbsp;&nbsp;&nbsp;&nbsp;4828 |
|  | Enel Chile SA | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6876 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1744 |
|  | Entergy Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8654 | &nbsp;&nbsp;&nbsp;&nbsp;8510 |
|  | Entergy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;3177 |
|  | Entergy Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;9421 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;5532 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;1945 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3892 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.566% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;2768 |
|  | Evergy Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;6790 |
|  | Evergy Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2942 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4872 | &nbsp;&nbsp;&nbsp;&nbsp;4789 |
| <sup>2</sup> | Evergy Metro Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2076 |
| <sup>2</sup> | Eversource Energy | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;3175 |
|  | Eversource Energy | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1812 | &nbsp;&nbsp;&nbsp;&nbsp;1828 |
|  | Eversource Energy | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7140 | &nbsp;&nbsp;&nbsp;&nbsp;7174 |
| <sup>2</sup> | Eversource Energy | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;5862 |
|  | Eversource Energy | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;13580 | &nbsp;&nbsp;13932 |
|  | Eversource Energy | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;4396 |
| <sup>2</sup> | Eversource Energy | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;2161 |
|  | Exelon Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6491 | &nbsp;&nbsp;&nbsp;&nbsp;6335 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;5.150% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7636 | &nbsp;&nbsp;&nbsp;&nbsp;7807 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4564 | &nbsp;&nbsp;&nbsp;&nbsp;4684 |
|  | Exelon Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7875 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;9419 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7149 | &nbsp;&nbsp;&nbsp;&nbsp;7325 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;8875 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;2292 |
|  | Fortis Inc. | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;1272 | &nbsp;&nbsp;&nbsp;&nbsp;1250 |
|  | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;4878 | &nbsp;&nbsp;&nbsp;&nbsp;4810 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;3169 | &nbsp;&nbsp;&nbsp;&nbsp;3214 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;3935 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6629 | &nbsp;&nbsp;&nbsp;&nbsp;6697 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4067 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1438 | &nbsp;&nbsp;&nbsp;&nbsp;1296 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8045 | &nbsp;&nbsp;&nbsp;&nbsp;7895 |
|  | Mississippi Power Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2239 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp;&nbsp;&nbsp;3350 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4679 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;1377 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;5154 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;4955 | &nbsp;&nbsp;&nbsp;&nbsp;4861 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;3608 | &nbsp;&nbsp;&nbsp;&nbsp;3666 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;3325 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;4624 | &nbsp;&nbsp;&nbsp;&nbsp;4533 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;5457 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;3110 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3659 | &nbsp;&nbsp;&nbsp;&nbsp;3768 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3631 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;2209 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;3296 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;12186 | &nbsp;&nbsp;11752 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp;&nbsp;&nbsp;8518 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;12020 | &nbsp;&nbsp;12098 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;5146 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;9333 | &nbsp;&nbsp;&nbsp;&nbsp;9464 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7165 | &nbsp;&nbsp;&nbsp;&nbsp;6941 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;5003 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;6877 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;11350 | &nbsp;&nbsp;10231 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;2222 | &nbsp;&nbsp;&nbsp;&nbsp;2290 |
| <sup>2</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/1/77 | &nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;2519 |
| <sup>2</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/1/79 | &nbsp;&nbsp;&nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/82 | &nbsp;&nbsp;&nbsp;&nbsp;7295 | &nbsp;&nbsp;&nbsp;&nbsp;6985 |
|  | NiSource Inc. | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9583 | &nbsp;&nbsp;&nbsp;&nbsp;9439 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;8932 | &nbsp;&nbsp;&nbsp;&nbsp;9142 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;1868 |
|  | NiSource Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;1731 |
|  | NiSource Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;5802 |
|  | NiSource Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/30/54 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2657 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;3333 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1270 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3103 | &nbsp;&nbsp;&nbsp;&nbsp;3156 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
|  | OGE Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2840 | &nbsp;&nbsp;&nbsp;&nbsp;2945 |
| <sup>2</sup> | Ohio Power Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/1/30 | &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>4</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;2252 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;8066 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3184 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;2918 |
|  | ONE Gas Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;4645 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5934 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5661 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;19405 | &nbsp;&nbsp;18772 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp;&nbsp;&nbsp;4409 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;12669 | &nbsp;&nbsp;13125 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4512 | &nbsp;&nbsp;&nbsp;&nbsp;4372 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5685 |
|  | Puget Energy Inc. | &nbsp;&nbsp;2.379% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 |
|  | Puget Energy Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3093 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380 |
|  | Sempra | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 |
|  | Sempra | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3302 |
|  | Sempra | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3216 |
|  | Sempra | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4939 |
|  | Sempra | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;6049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6117 |
|  | Sempra | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5677 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;11347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11492 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5918 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5133 |
|  | Southern California Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 |
|  | Southern Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;12461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12327 |
|  | Southern Co. | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4473 |
|  | Southern Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6637 |
| <sup>2</sup> | Southern Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5839 |
| <sup>2</sup> | Southern Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7765 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;2166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2214 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3277 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4171 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3695 |
|  | Union Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4899 |
|  | United Utilities plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8893 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6286 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;12389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12528 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2853 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5111 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;1423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3061 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3226 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1052225** |
| **Total Corporate Bonds (Cost $16,088,239)** | **Total Corporate Bonds (Cost $16,088,239)** | **Total Corporate Bonds (Cost $16,088,239)** | **Total Corporate Bonds (Cost $16,088,239)** | **Total Corporate Bonds (Cost $16,088,239)** | **16257954** |
| **Sovereign Bonds (4.7%)** | **Sovereign Bonds (4.7%)** | **Sovereign Bonds (4.7%)** | **Sovereign Bonds (4.7%)** | **Sovereign Bonds (4.7%)** | **Sovereign Bonds (4.7%)** |
| <sup>2</sup> | African Development Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;16575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16046 |
|  | African Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/4/27 | &nbsp;&nbsp;13463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13610 |
|  | African Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;12220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12271 |
| <sup>2</sup> | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/3/27 | &nbsp;&nbsp;18855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19108 |
|  | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;19340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19645 |
|  | African Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;10413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 |
|  | African Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5879 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;13851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13597 |

---

------

Short-Term Bond Index 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> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;21445 | &nbsp;&nbsp;21529 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/20/27 | &nbsp;&nbsp;29039 | &nbsp;&nbsp;28015 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;31700 | &nbsp;&nbsp;31294 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;9820 | &nbsp;&nbsp;&nbsp;&nbsp;9546 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;21585 | &nbsp;&nbsp;21907 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/19/28 | &nbsp;&nbsp;12530 | &nbsp;&nbsp;12228 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/28 | &nbsp;&nbsp;29905 | &nbsp;&nbsp;29910 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;10205 | &nbsp;&nbsp;&nbsp;&nbsp;9499 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;38045 | &nbsp;&nbsp;38876 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/6/29 | &nbsp;&nbsp;20230 | &nbsp;&nbsp;20644 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/28/29 | &nbsp;&nbsp;21571 | &nbsp;&nbsp;21429 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/30/30 | &nbsp;&nbsp;32831 | &nbsp;&nbsp;33238 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;17445 | &nbsp;&nbsp;17636 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;9467 | &nbsp;&nbsp;&nbsp;&nbsp;9469 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/18/28 | &nbsp;&nbsp;21526 | &nbsp;&nbsp;21662 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;9910 | &nbsp;&nbsp;10022 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;11842 | &nbsp;&nbsp;12165 |
| <sup>2</sup> | Bangko Sentral ng Pilipinas International Bond | &nbsp;&nbsp;8.600% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |
|  | Canadian Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/26/28 | &nbsp;&nbsp;20002 | &nbsp;&nbsp;20023 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;17655 | &nbsp;&nbsp;18181 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/30 | &nbsp;&nbsp;21035 | &nbsp;&nbsp;21198 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;5264 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/26/27 | &nbsp;&nbsp;10515 | &nbsp;&nbsp;10848 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;7131 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;9359 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;14577 | &nbsp;&nbsp;15027 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;3061 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;5171 | &nbsp;&nbsp;&nbsp;&nbsp;5247 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/26/28 | &nbsp;&nbsp;11710 | &nbsp;&nbsp;11668 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;4248 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;11121 | &nbsp;&nbsp;11420 |
|  | Equinor ASA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;9236 |
|  | Equinor ASA | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;5004 |
|  | Equinor ASA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;5836 | &nbsp;&nbsp;&nbsp;&nbsp;5756 |
| <sup>2</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7793 |
|  | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;8455 | &nbsp;&nbsp;&nbsp;&nbsp;8548 |
|  | European Investment Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/26/26 | &nbsp;&nbsp;11407 | &nbsp;&nbsp;10950 |
| <sup>2</sup> | European Investment Bank | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;28604 | &nbsp;&nbsp;27461 |
|  | European Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;26430 | &nbsp;&nbsp;26673 |
|  | European Investment Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;2645 |
|  | European Investment Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;1076 |
|  | European Investment Bank | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;15026 | &nbsp;&nbsp;14864 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;38065 | &nbsp;&nbsp;38212 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;22130 | &nbsp;&nbsp;22227 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;22510 | &nbsp;&nbsp;23037 |
|  | European Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;23572 | &nbsp;&nbsp;23757 |
|  | European Investment Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;16160 | &nbsp;&nbsp;15043 |
|  | European Investment Bank | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;42010 | &nbsp;&nbsp;43499 |
|  | European Investment Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;8810 | &nbsp;&nbsp;&nbsp;&nbsp;8066 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;27630 | &nbsp;&nbsp;27576 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;33399 | &nbsp;&nbsp;34369 |
| <sup>6</sup> | Export Development Canada | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;17545 | &nbsp;&nbsp;17278 |
| <sup>6</sup> | Export Development Canada | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/7/27 | &nbsp;&nbsp;14290 | &nbsp;&nbsp;14286 |
| <sup>6</sup> | Export Development Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/28 | &nbsp;&nbsp;19045 | &nbsp;&nbsp;19102 |
| <sup>6</sup> | Export Development Canada | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/29 | &nbsp;&nbsp;19880 | &nbsp;&nbsp;20103 |
| <sup>6</sup> | Export Development Canada | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;11495 | &nbsp;&nbsp;11570 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;4814 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;12/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;6787 | &nbsp;&nbsp;&nbsp;&nbsp;6489 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp;&nbsp;&nbsp;4277 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;6390 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;4515 | &nbsp;&nbsp;&nbsp;&nbsp;4379 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6443 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2799 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;5947 | &nbsp;&nbsp;&nbsp;&nbsp;6070 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10119 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;6301 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;2718 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2980 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9875 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;11557 | &nbsp;&nbsp;11322 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;13065 | &nbsp;&nbsp;13166 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/7/27 | &nbsp;&nbsp;29405 | &nbsp;&nbsp;28612 |
|  | Inter-American Development Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;32465 | &nbsp;&nbsp;32657 |
|  | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2727 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;37611 | &nbsp;&nbsp;38031 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/14/29 | &nbsp;&nbsp;19935 | &nbsp;&nbsp;19700 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;30619 | &nbsp;&nbsp;31480 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/14/30 | &nbsp;&nbsp;24442 | &nbsp;&nbsp;24345 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1666 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10320 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;4055 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;5963 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5592 | &nbsp;&nbsp;&nbsp;&nbsp;5663 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;19149 | &nbsp;&nbsp;18552 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/27/26 | &nbsp;&nbsp;19969 | &nbsp;&nbsp;19982 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp;10313 | &nbsp;&nbsp;10045 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;22368 | &nbsp;&nbsp;22083 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;2584 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;11/24/27 | &nbsp;&nbsp;43460 | &nbsp;&nbsp;40494 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;28845 | &nbsp;&nbsp;27042 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/5/28 | &nbsp;&nbsp;14714 | &nbsp;&nbsp;14671 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/12/28 | &nbsp;&nbsp;35572 | &nbsp;&nbsp;35316 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;28830 | &nbsp;&nbsp;29548 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;9/13/28 | &nbsp;&nbsp;30695 | &nbsp;&nbsp;28269 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/21/29 | &nbsp;&nbsp;11025 | &nbsp;&nbsp;10946 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/16/29 | &nbsp;&nbsp;49028 | &nbsp;&nbsp;49144 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/23/29 | &nbsp;&nbsp;15781 | &nbsp;&nbsp;14496 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/30 | &nbsp;&nbsp;23475 | &nbsp;&nbsp;23518 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/30 | &nbsp;&nbsp;29735 | &nbsp;&nbsp;30103 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;6220 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8411 | &nbsp;&nbsp;&nbsp;&nbsp;8474 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;17122 | &nbsp;&nbsp;17436 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;9471 | &nbsp;&nbsp;&nbsp;&nbsp;9673 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/2/29 | &nbsp;&nbsp;11315 | &nbsp;&nbsp;11503 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/2/30 | &nbsp;&nbsp;10240 | &nbsp;&nbsp;10258 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;4701 | &nbsp;&nbsp;&nbsp;&nbsp;4594 |
| <sup>2,7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/4/26 | &nbsp;&nbsp;12910 | &nbsp;&nbsp;12609 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;15518 | &nbsp;&nbsp;15198 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/21/27 | &nbsp;&nbsp;10015 | &nbsp;&nbsp;&nbsp;&nbsp;9805 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;10044 | &nbsp;&nbsp;10176 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;6585 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;14220 | &nbsp;&nbsp;13840 |
| <sup>5,7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3481 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5649 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;8366 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp;&nbsp;8498 |
| <sup>7</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;4284 | &nbsp;&nbsp;&nbsp;&nbsp;4182 |
| <sup>7</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;10435 | &nbsp;&nbsp;10275 |
| <sup>7</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6076 |
| <sup>7</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;2337 | &nbsp;&nbsp;&nbsp;&nbsp;2395 |
| <sup>7</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;2444 | &nbsp;&nbsp;&nbsp;&nbsp;2465 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;29974 | &nbsp;&nbsp;30183 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;18555 | &nbsp;&nbsp;17902 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;24356 | &nbsp;&nbsp;24572 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;35666 | &nbsp;&nbsp;35153 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/28/27 | &nbsp;&nbsp;13210 | &nbsp;&nbsp;13267 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;5408 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;32490 | &nbsp;&nbsp;32513 |
| <sup>2,8</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;15292 | &nbsp;&nbsp;15357 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;42165 | &nbsp;&nbsp;42348 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;26834 | &nbsp;&nbsp;27042 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/30 | &nbsp;&nbsp;15862 | &nbsp;&nbsp;16418 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;12854 | &nbsp;&nbsp;12807 |
|  | Korea Development Bank | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;7/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Korea Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;7205 | &nbsp;&nbsp;&nbsp;&nbsp;7021 |
|  | Korea Development Bank | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4441 |
|  | Korea Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;2887 |
|  | Korea Development Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | Korea Development Bank | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;6375 |
|  | Korea Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2999 |
|  | Korea Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5567 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;13525 | &nbsp;&nbsp;13616 |
|  | Korea Development Bank | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;3295 |
|  | Korea Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4245 |
|  | Korea Development Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6941 |
| <sup>2,8</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;10643 | &nbsp;&nbsp;10395 |
| <sup>2,8</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;8616 | &nbsp;&nbsp;&nbsp;&nbsp;8648 |
| <sup>8</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;8968 | &nbsp;&nbsp;&nbsp;&nbsp;9230 |
| <sup>8</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;6137 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;17840 | &nbsp;&nbsp;18118 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;8220 | &nbsp;&nbsp;&nbsp;&nbsp;8348 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;9378 | &nbsp;&nbsp;&nbsp;&nbsp;9345 |
| <sup>9</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;10830 | &nbsp;&nbsp;10973 |
| <sup>9</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/27 | &nbsp;&nbsp;12811 | &nbsp;&nbsp;13012 |
| <sup>9</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/9/27 | &nbsp;&nbsp;11695 | &nbsp;&nbsp;11656 |
| <sup>9</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;11180 | &nbsp;&nbsp;11311 |
| <sup>9</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;2099 | &nbsp;&nbsp;&nbsp;&nbsp;2113 |
| <sup>2,9</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;5869 |
| <sup>9</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| <sup>9</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;9536 | &nbsp;&nbsp;&nbsp;&nbsp;9784 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;4385 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/29 | &nbsp;&nbsp;14420 | &nbsp;&nbsp;14712 |
|  | Province of British Columbia | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;7/20/26 | &nbsp;&nbsp;18350 | &nbsp;&nbsp;17759 |
|  | Province of British Columbia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/24/28 | &nbsp;&nbsp;17602 | &nbsp;&nbsp;17957 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;16540 | &nbsp;&nbsp;16995 |
|  | Province of British Columbia | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/24/29 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18608 |
| <sup>2</sup> | Province of Manitoba | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;5837 |
|  | Province of Ontario | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/19/27 | &nbsp;&nbsp;20175 | &nbsp;&nbsp;19879 |
|  | Province of Ontario | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;5/21/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9486 |
|  | Province of Ontario | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;10965 | &nbsp;&nbsp;11065 |
|  | Province of Ontario | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;16940 | &nbsp;&nbsp;16770 |
|  | Province of Ontario | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;9465 | &nbsp;&nbsp;&nbsp;&nbsp;8746 |
|  | Province of Ontario | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;17568 | &nbsp;&nbsp;18094 |
|  | Province of Quebec | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;6905 |
|  | Province of Quebec | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;20876 | &nbsp;&nbsp;20748 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/29 | &nbsp;&nbsp;25313 | &nbsp;&nbsp;25818 |
| <sup>2</sup> | Province of Quebec | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7835 | &nbsp;&nbsp;&nbsp;&nbsp;8890 |
|  | Province of Saskatchewan | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;7475 |
|  | Province of Saskatchewan | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp;3242 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/27 | &nbsp;&nbsp;11476 | &nbsp;&nbsp;11180 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;9970 | &nbsp;&nbsp;&nbsp;&nbsp;9691 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;4845 | &nbsp;&nbsp;&nbsp;&nbsp;4913 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;6535 | &nbsp;&nbsp;&nbsp;&nbsp;6529 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9054 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;7170 | &nbsp;&nbsp;&nbsp;&nbsp;7229 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;4273 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;6048 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp;3029 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;2833 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5079 |
|  | Republic of Indonesia | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6928 |
|  | Republic of Korea | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
|  | Republic of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;9745 | &nbsp;&nbsp;&nbsp;&nbsp;9912 |
|  | Republic of Panama | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;4381 | &nbsp;&nbsp;&nbsp;&nbsp;4749 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;8448 | &nbsp;&nbsp;&nbsp;&nbsp;8187 |
|  | Republic of Panama | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;5317 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3604 |
|  | Republic of Peru | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;3431 |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3386 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;8166 | &nbsp;&nbsp;&nbsp;&nbsp;8415 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;9230 | &nbsp;&nbsp;&nbsp;&nbsp;9351 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/12/30 | &nbsp;&nbsp;17265 | &nbsp;&nbsp;17587 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;4360 | &nbsp;&nbsp;&nbsp;&nbsp;4274 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Republic of the Philippines | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7848 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7837 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12832 |
|  | Republic of the Philippines | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13762 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.457% | &nbsp;&nbsp;5/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6696 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13440 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5056 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13588 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3429 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8226 |
| <sup>2,5</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16399 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8880 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5888 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5978 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
|  | United Mexican States | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18260 |
|  | United Mexican States | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11506 |
|  | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17726 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5207 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9553 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10995 |
| **Total Sovereign Bonds (Cost $2,984,729)** | **Total Sovereign Bonds (Cost $2,984,729)** | **Total Sovereign Bonds (Cost $2,984,729)** | **Total Sovereign Bonds (Cost $2,984,729)** | **Total Sovereign Bonds (Cost $2,984,729)** | &nbsp;&nbsp;**3003605** |
| **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%)** |
|  | California Earthquake Authority Revenue | &nbsp;&nbsp;5.603% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7019 |
|  | California GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;1.705% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;3.985% | &nbsp;&nbsp;1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453 |
| <sup>10</sup> | New Jersey Economic Development Authority Revenue (State Pension Funding) | &nbsp;&nbsp;7.425% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11063 |
|  | Oregon GO | &nbsp;&nbsp;5.892% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3390 |
|  | San Francisco CA City & County Public Utilities Commission Wastewater Revenue | &nbsp;&nbsp;4.655% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2534 |
|  | State Public School Building Authority PA Revenue | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122 |
|  | University of California Revenue | &nbsp;&nbsp;1.316% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4666 |
|  | Wisconsin General Fund Annual Appropriation Revenue ETM | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 |
| **Total Taxable Municipal Bonds (Cost $44,998)** | **Total Taxable Municipal Bonds (Cost $44,998)** | **Total Taxable Municipal Bonds (Cost $44,998)** | **Total Taxable Municipal Bonds (Cost $44,998)** | **Total Taxable Municipal Bonds (Cost $44,998)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**45376** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** |
| **Money Market Fund (1.1%)** | **Money Market Fund (1.1%)** | **Money Market Fund (1.1%)** | **Money Market Fund (1.1%)** | **Money Market Fund (1.1%)** | **Money Market Fund (1.1%)** |
| <sup>11</sup> | Vanguard Market Liquidity Fund **(Cost $687,606)** | &nbsp;&nbsp;4.355% |  | &nbsp;&nbsp;6876744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**687606** |
| **Total Investments (99.8%) (Cost $63,649,038)** | **Total Investments (99.8%) (Cost $63,649,038)** | **Total Investments (99.8%) (Cost $63,649,038)** | **Total Investments (99.8%) (Cost $63,649,038)** |  | &nbsp;&nbsp;**64020214** |
| **Other Assets and Liabilities—Net (0.2%)** | **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;**125725** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**64145939** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $115 have been segregated as initial margin for recently closed 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 June 30, 2025, the aggregate value was $181,997, representing 0.3% of net assets. |
| 5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2025. |
| 6 | Guaranteed by the Government of Canada. |
| 7 | Guaranteed by the Government of Japan. |
| 8 | Guaranteed by the Federal Republic of Germany. |
| 9 | Guaranteed by the Republic of Austria. |
| 10 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 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. |

---

---

| |
|:---|
| DAC—Designated Activity Company. |
| ETM—Escrowed to Maturity. |
| GO—General Obligation Bond. |
| REIT—Real Estate Investment Trust. |

---

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

------

Short-Term Bond Index Fund

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($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 $62,961,432) | 63332608 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $687,606) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687606 |
| Total Investments in Securities | 64020214 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;1157575 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514500 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29345 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| **Total Assets** | **65724267** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;1550175 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18016 |
| Payables for Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9173 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;**1578328** |
| **Net Assets** | **64145939** |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 66179533 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(2033594) |
| **Net Assets** | **64145939** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 3,574,892 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**36797** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.29** |
| **ETF Shares—Net Assets** |  |
| **Applicable to 487,979,055 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **38397587** |
| **Net Asset Value Per Share—ETF Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$78.69** |
| **Admiral<sup>™</sup> Shares—Net Assets** |  |
| **Applicable to 1,165,329,147 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **11995442** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.29** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 613,227,665 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**6312655** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.29** |
| **Institutional Plus Shares—Net Assets** |  |
| **Applicable to 719,211,237 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**7403458** |
| **Net Asset Value Per Share—Institutional Plus Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.29** |

---

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

------

Short-Term Bond Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167624 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167624 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| Shareholders' Reports and Proxy Fees—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Shareholders' Reports and Proxy Fees—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 |
| Shareholders' Reports and Proxy Fees—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| Shareholders' Reports and Proxy Fees—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Shareholders' Reports and Proxy Fees—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;17 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11696 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1155928** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146822) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(146677)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1096105** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2105356** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $4,077, ($56), and ($13), respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Includes $8,257 of net gain (loss) resulting from in-kind redemptions. |

---

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

------

Short-Term Bond Index Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;1155928 | &nbsp;&nbsp;&nbsp;&nbsp;1963254 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(146677) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(558145) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;1096105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746379 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;2105356 | &nbsp;&nbsp;&nbsp;&nbsp;2151488 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(675) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1454) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;(553471) | &nbsp;&nbsp;&nbsp;&nbsp;(1107790) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(228313) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(423630) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(113724) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(187737) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;(137208) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(243863) |
| Total Distributions | &nbsp;&nbsp;(1033391) | &nbsp;&nbsp;&nbsp;&nbsp;(1964474) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15111) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;4272555 | &nbsp;&nbsp;&nbsp;&nbsp;1523865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(350092) | &nbsp;&nbsp;&nbsp;&nbsp;(1129370) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144142 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;4701491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848568 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;5773456 | &nbsp;&nbsp;&nbsp;&nbsp;1035582 |
| **Net Assets** |  |  |
| **Beginning of Period** | **58372483** | &nbsp;&nbsp;&nbsp;**57336901** |
| **End of Period** | **64145939** | &nbsp;&nbsp;&nbsp;**58372483** |

---

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

------

Short-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.13** | &nbsp;&nbsp;&nbsp;**$10.10** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.185 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.726) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.300 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.593) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.485 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.188) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.332) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.134) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.116) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.185) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.029) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.188) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.332) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.137) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.185) |
| **Net Asset Value, End of Period** | **$10.29** | &nbsp;&nbsp;&nbsp;**$10.13** | &nbsp;&nbsp;&nbsp;**$10.10** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** |
| **Total Return<sup>2</sup>** | **3.46%** | &nbsp;&nbsp;&nbsp;**3.64%** | &nbsp;&nbsp;&nbsp;**4.79%** | &nbsp;&nbsp;&nbsp;**-5.61%** | &nbsp;&nbsp;&nbsp;**-1.15%** | &nbsp;&nbsp;&nbsp;**4.61%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $37 | &nbsp;&nbsp;&nbsp;$38 | &nbsp;&nbsp;&nbsp;$53 | &nbsp;&nbsp;&nbsp;$51 | &nbsp;&nbsp;&nbsp;$74 | &nbsp;&nbsp;&nbsp;$91 |
| Ratio of Total Expenses to Average Net Assets | 0.15% | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.15%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% |
| Ratio of Net Investment Income to Average Net Assets | 3.71% | &nbsp;&nbsp;&nbsp;3.26% | &nbsp;&nbsp;&nbsp;2.37% | &nbsp;&nbsp;&nbsp;1.31% | &nbsp;&nbsp;&nbsp;1.08% | &nbsp;&nbsp;&nbsp;1.71% |
| Portfolio Turnover Rate<sup>4</sup> | 30% | &nbsp;&nbsp;&nbsp;56% | &nbsp;&nbsp;&nbsp;64% | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;49% |
| 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 0.15%. |
| 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.

------

Short-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **ETF Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$77.19** | &nbsp;&nbsp;&nbsp;**$76.96** | &nbsp;&nbsp;&nbsp;**$75.21** | &nbsp;&nbsp;&nbsp;**$80.81** | &nbsp;&nbsp;&nbsp;**$82.81** | &nbsp;&nbsp;&nbsp;**$80.55** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1.477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.474 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;1.238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.780 | &nbsp;&nbsp;&nbsp;&nbsp;(5.580) | &nbsp;&nbsp;&nbsp;&nbsp;(1.785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.267 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;2.715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.643 | &nbsp;&nbsp;&nbsp;&nbsp;(4.474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.825) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.741 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(1.215) | &nbsp;&nbsp;&nbsp;&nbsp;(2.614) | &nbsp;&nbsp;&nbsp;&nbsp;(1.893) | &nbsp;&nbsp;&nbsp;&nbsp;(1.105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.953) | &nbsp;&nbsp;&nbsp;&nbsp;(1.481) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.222) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;(1.215) | &nbsp;&nbsp;&nbsp;&nbsp;(2.614) | &nbsp;&nbsp;&nbsp;&nbsp;(1.893) | &nbsp;&nbsp;&nbsp;&nbsp;(1.126) | &nbsp;&nbsp;&nbsp;&nbsp;(1.175) | &nbsp;&nbsp;&nbsp;&nbsp;(1.481) |
| **Net Asset Value, End of Period** | **$78.69** | &nbsp;&nbsp;&nbsp;**$77.19** | &nbsp;&nbsp;&nbsp;**$76.96** | &nbsp;&nbsp;&nbsp;**$75.21** | &nbsp;&nbsp;&nbsp;**$80.81** | &nbsp;&nbsp;&nbsp;**$82.81** |
| **Total Return** | **3.54%** | &nbsp;&nbsp;&nbsp;**3.75%** | &nbsp;&nbsp;&nbsp;**4.91%** | &nbsp;&nbsp;&nbsp;**-5.55%** | &nbsp;&nbsp;&nbsp;**-1.00%** | &nbsp;&nbsp;&nbsp;**4.67%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $38398 | &nbsp;&nbsp;&nbsp;$33454 | &nbsp;&nbsp;&nbsp;$31830 | &nbsp;&nbsp;&nbsp;$37679 | &nbsp;&nbsp;&nbsp;$42076 | &nbsp;&nbsp;&nbsp;$29618 |
| Ratio of Total Expenses to Average Net Assets | 0.03% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | 3.82% | &nbsp;&nbsp;&nbsp;3.39% | &nbsp;&nbsp;&nbsp;2.46% | &nbsp;&nbsp;&nbsp;1.44% | &nbsp;&nbsp;&nbsp;1.17% | &nbsp;&nbsp;&nbsp;1.79% |
| Portfolio Turnover Rate<sup>3</sup> | 30% | &nbsp;&nbsp;&nbsp;56% | &nbsp;&nbsp;&nbsp;64% | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;49% |
| 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 0.04%. |
| 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, including ETF Creation Units. |

---

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

------

Short-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Admiral Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.13** | &nbsp;&nbsp;&nbsp;**$10.10** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.192 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.726) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.301 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.117) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.493 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.341) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.124) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.193) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.029) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.341) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.193) |
| **Net Asset Value, End of Period** | **$10.29** | &nbsp;&nbsp;&nbsp;**$10.13** | &nbsp;&nbsp;&nbsp;**$10.10** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** |
| **Total Return<sup>2</sup>** | **3.50%** | &nbsp;&nbsp;&nbsp;**3.73%** | &nbsp;&nbsp;&nbsp;**4.87%** | &nbsp;&nbsp;&nbsp;**-5.54%** | &nbsp;&nbsp;&nbsp;**-1.08%** | &nbsp;&nbsp;&nbsp;**4.69%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $11995 | &nbsp;&nbsp;&nbsp;$12154 | &nbsp;&nbsp;&nbsp;$13248 | &nbsp;&nbsp;&nbsp;$15056 | &nbsp;&nbsp;&nbsp;$18410 | &nbsp;&nbsp;&nbsp;$18543 |
| Ratio of Total Expenses to Average Net Assets | 0.06% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | 3.80% | &nbsp;&nbsp;&nbsp;3.36% | &nbsp;&nbsp;&nbsp;2.44% | &nbsp;&nbsp;&nbsp;1.40% | &nbsp;&nbsp;&nbsp;1.16% | &nbsp;&nbsp;&nbsp;1.77% |
| Portfolio Turnover Rate<sup>4</sup> | 30% | &nbsp;&nbsp;&nbsp;56% | &nbsp;&nbsp;&nbsp;64% | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;49% |
| 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 0.07%. |
| 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.

------

Short-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.13** | &nbsp;&nbsp;&nbsp;**$10.10** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.195 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.726) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.301 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.583) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.114) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.496 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.193) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.245) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.127) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.196) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.029) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.193) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.245) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.156) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.196) |
| **Net Asset Value, End of Period** | **$10.29** | &nbsp;&nbsp;&nbsp;**$10.13** | &nbsp;&nbsp;&nbsp;**$10.10** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** |
| **Total Return** | **3.51%** | &nbsp;&nbsp;&nbsp;**3.75%** | &nbsp;&nbsp;&nbsp;**4.88%** | &nbsp;&nbsp;&nbsp;**-5.52%** | &nbsp;&nbsp;&nbsp;**-1.06%** | &nbsp;&nbsp;&nbsp;**4.71%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $6313 | &nbsp;&nbsp;&nbsp;$5722 | &nbsp;&nbsp;&nbsp;$5379 | &nbsp;&nbsp;&nbsp;$5580 | &nbsp;&nbsp;&nbsp;$6790 | &nbsp;&nbsp;&nbsp;$6134 |
| Ratio of Total Expenses to Average Net Assets | 0.04% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.05%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | 3.82% | &nbsp;&nbsp;&nbsp;3.39% | &nbsp;&nbsp;&nbsp;2.47% | &nbsp;&nbsp;&nbsp;1.42% | &nbsp;&nbsp;&nbsp;1.17% | &nbsp;&nbsp;&nbsp;1.80% |
| Portfolio Turnover Rate<sup>3</sup> | 30% | &nbsp;&nbsp;&nbsp;56% | &nbsp;&nbsp;&nbsp;64% | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;49% |
| 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 0.05%. |
| 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, including ETF Creation Units. |

---

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

------

Short-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Plus Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.13** | &nbsp;&nbsp;&nbsp;**$10.10** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.196 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.727) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.301 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.582) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.113) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.497 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.194) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.343) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.128) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.197) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.029) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.194) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.343) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.148) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.197) |
| **Net Asset Value, End of Period** | **$10.29** | &nbsp;&nbsp;&nbsp;**$10.13** | &nbsp;&nbsp;&nbsp;**$10.10** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** |
| **Total Return** | **3.52%** | &nbsp;&nbsp;&nbsp;**3.76%** | &nbsp;&nbsp;&nbsp;**4.90%** | &nbsp;&nbsp;&nbsp;**-5.51%** | &nbsp;&nbsp;&nbsp;**-1.05%** | &nbsp;&nbsp;&nbsp;**4.72%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $7403 | &nbsp;&nbsp;&nbsp;$7004 | &nbsp;&nbsp;&nbsp;$6827 | &nbsp;&nbsp;&nbsp;$6723 | &nbsp;&nbsp;&nbsp;$7774 | &nbsp;&nbsp;&nbsp;$6817 |
| Ratio of Total Expenses to Average Net Assets | 0.03% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% |
| Ratio of Net Investment Income to Average Net Assets | 3.83% | &nbsp;&nbsp;&nbsp;3.40% | &nbsp;&nbsp;&nbsp;2.48% | &nbsp;&nbsp;&nbsp;1.43% | &nbsp;&nbsp;&nbsp;1.18% | &nbsp;&nbsp;&nbsp;1.81% |
| Portfolio Turnover Rate<sup>3</sup> | 30% | &nbsp;&nbsp;&nbsp;56% | &nbsp;&nbsp;&nbsp;64% | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;49% |
| 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 0.04%. |
| 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, including ETF Creation Units. |

---

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

------

Short-Term Bond Index Fund

Notes to Financial Statements

Vanguard Short-Term Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund.

The fund offers five classes of shares: Investor Shares, ETF Shares, Admiral Shares, Institutional Shares, and Institutional Plus Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. 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. 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 June 30, 2025, the fund's average investments in long and short futures contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period. The fund had no open futures contracts at June 30, 2025.

3. 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.

4. Distributions: Distributions from net investment income are declared daily by all share classes except ETF Shares, and paid on the first business day of the following month. Monthly income dividends from ETF Shares, and annual distributions from realized capital gains, if any, 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.

5. 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 June 30, 2025, the fund did not utilize the credit facilities or the Interfund Lending Program.

6. 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.

------

Short-Term Bond Index Fund

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), shareholder reporting, and proxy fees. 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. 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 June 30, 2025, the fund had contributed to Vanguard capital in the amount of $1,674,000, representing less than 0.01% of the fund's net assets and 0.67% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. 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.**

The following table summarizes the market value of the fund's investments as of June 30, 2025, 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;44025673 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;44025673 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16257954 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16257954 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3003605 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3003605 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45376 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45376 |
| Temporary Cash Investments | 687606 | &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;687606 |
| Total | 687606 | &nbsp;&nbsp;&nbsp;63332608 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;64020214 |

---

D. As of June 30, 2025, 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;63696708 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623262 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(299756) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323506 |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2024, the fund had available capital losses totaling $2,331,882,000 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 December 31, 2025; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

E. During the six months ended June 30, 2025, the fund purchased $3,866,441,000 of investment securities and sold $3,813,753,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $14,818,438,000 and $14,645,126,000, respectively. In addition, the fund purchased and sold investment securities of $6,207,537,000 and $2,088,759,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

------

Short-Term Bond Index Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | 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;&nbsp;6947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9803) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(964) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2615) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(217) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15111) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1499) |
| **ETF Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;6416216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82200 | &nbsp;&nbsp;&nbsp;&nbsp;3630935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47100 |
| 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;&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;— |
| Redeemed | (2143661) | &nbsp;&nbsp;&nbsp;&nbsp;(27600) | &nbsp;&nbsp;&nbsp;(2107070) | &nbsp;&nbsp;&nbsp;&nbsp;(27300) |
| Net Increase (Decrease)—ETF Shares | &nbsp;&nbsp;4272555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54600 | &nbsp;&nbsp;&nbsp;&nbsp;1523865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19800 |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;1321523 | &nbsp;&nbsp;&nbsp;&nbsp;129677 | &nbsp;&nbsp;&nbsp;&nbsp;2615349 | &nbsp;&nbsp;&nbsp;&nbsp;258701 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;195692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35417 |
| Redeemed | (1867307) | &nbsp;&nbsp;&nbsp;(182972) | &nbsp;&nbsp;&nbsp;(4102752) | &nbsp;&nbsp;&nbsp;(405982) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;&nbsp;(350092) | &nbsp;&nbsp;&nbsp;&nbsp;(34185) | &nbsp;&nbsp;&nbsp;(1129370) | &nbsp;&nbsp;&nbsp;(111864) |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;932155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91273 | &nbsp;&nbsp;&nbsp;&nbsp;1420283 | &nbsp;&nbsp;&nbsp;&nbsp;140627 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;107267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17613 |
| Redeemed | &nbsp;&nbsp;&nbsp;(543147) | &nbsp;&nbsp;&nbsp;&nbsp;(53197) | &nbsp;&nbsp;&nbsp;(1273333) | &nbsp;&nbsp;&nbsp;(125995) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;496275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32245 |
| **Institutional Plus Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;703757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68953 | &nbsp;&nbsp;&nbsp;&nbsp;1335212 | &nbsp;&nbsp;&nbsp;&nbsp;132502 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;118095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20608 |
| Redeemed | &nbsp;&nbsp;&nbsp;(536918) | &nbsp;&nbsp;&nbsp;&nbsp;(52545) | &nbsp;&nbsp;&nbsp;(1399385) | &nbsp;&nbsp;&nbsp;(137604) |
| Net Increase (Decrease)—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;284934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15506 |

---

G. 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.

H. 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.

I. 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.

------

Intermediate-Term Bond Index Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of June 30, 2025

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 (57.3%)** | **U.S. Government and Agency Obligations (57.3%)** | **U.S. Government and Agency Obligations (57.3%)** | **U.S. Government and Agency Obligations (57.3%)** | **U.S. Government and Agency Obligations (57.3%)** | **U.S. Government and Agency Obligations (57.3%)** |
| **U.S. Government Securities (56.8%)** | **U.S. Government Securities (56.8%)** | **U.S. Government Securities (56.8%)** | **U.S. Government Securities (56.8%)** | **U.S. Government Securities (56.8%)** | **U.S. Government Securities (56.8%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52516 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77616 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;664317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566486 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;200085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202977 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;328854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341212 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;330838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347264 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;907082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778106 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;422860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433795 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;306528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305019 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;372152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374798 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;869699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752527 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80529 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;386337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393822 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;373817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378577 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;403284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418786 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;855059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754089 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;405501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421056 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;392754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399995 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;384289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388733 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;956490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818135 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;448144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443943 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;397073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390465 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;298379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301503 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;933293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798512 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;400931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405003 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;295445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304678 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;158750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162533 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;860319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755770 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;445475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449616 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;247800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250026 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;233811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234122 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;850168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793313 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;667849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673562 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;304770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304996 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;841204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776010 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;836191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841940 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;915397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882572 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;882992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841809 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;934950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920962 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;941751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967428 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;998098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987883 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;1012708 | &nbsp;&nbsp;&nbsp;&nbsp;1028610 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;984200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961133 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;938334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941523 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;917562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946880 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;971308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972826 |
|  |  |  |  |  | &nbsp;&nbsp;**25623656** |
| **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15262 |
| <sup>2</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23635 |
| <sup>2</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40827 |
| <sup>2</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;8/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55049 |
| <sup>2</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43652 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;11127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11024 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;15663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16039 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**212587** |
| **Total U.S. Government and Agency Obligations (Cost $26,291,613)** | **Total U.S. Government and Agency Obligations (Cost $26,291,613)** | **Total U.S. Government and Agency Obligations (Cost $26,291,613)** | **Total U.S. Government and Agency Obligations (Cost $26,291,613)** | **Total U.S. Government and Agency Obligations (Cost $26,291,613)** | **25836243** |
| **Corporate Bonds (36.7%)** | **Corporate Bonds (36.7%)** | **Corporate Bonds (36.7%)** | **Corporate Bonds (36.7%)** | **Corporate Bonds (36.7%)** | **Corporate Bonds (36.7%)** |
| **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** |
|  | Alphabet Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;18554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16023 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8747 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8256 |
|  | America Movil SAB de CV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;5129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8178 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;14970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15234 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3808 |
|  | AT&T Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;13938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12631 |
|  | AT&T Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;40319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34715 |
|  | AT&T Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;28319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23706 |
|  | AT&T Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3522 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;13779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13128 |
|  | AT&T Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;21456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21837 |
|  | Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6731 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/11/33 | &nbsp;&nbsp;14348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14329 |
|  | Booking Holdings Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;6588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6666 |
|  | British Telecommunications plc | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;23397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28782 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;15171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13527 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;11005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9277 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;10173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9570 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7616 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;11715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12493 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676 |
|  | Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3707 |
|  | Comcast Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;10971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9613 |
|  | Comcast Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026 |
|  | Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4205 |
|  | Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;10901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10531 |
|  | Comcast Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;17854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17718 |
|  | Comcast Corp. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 |
|  | Comcast Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;15537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15493 |
|  | Comcast Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;23233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23801 |
|  | Comcast Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8977 |
|  | Comcast Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 |
|  | Comcast Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068 |
| <sup>3</sup> | Discovery Communications LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201 |
|  | Expedia Group Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523 |
|  | Expedia Group Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9451 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5493 |
|  | Fox Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;9038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9774 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5948 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 |
|  | Koninklijke KPN NV | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5126 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9636 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;11178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11337 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;26370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25360 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;25454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25570 |
|  | Netflix Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4183 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4878 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6566 |
|  | Orange SA | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;19510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23699 |
|  | Paramount Global | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;7/30/30 | &nbsp;&nbsp;10198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11308 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;20810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20227 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;8558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7815 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;5.500% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3587 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;17037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15832 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;13220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13235 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;27818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33748 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;2917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | Telefonica Europe BV | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12662 |
|  | TELUS Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;7361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6704 |
|  | Tencent Music Entertainment Group | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;6002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5307 |
|  | Time Warner Cable Enterprises LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9289 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;21437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19205 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6488 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4765 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7786 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;12257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12452 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;33304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33502 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;16824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17041 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4394 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3743 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;12792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12593 |
|  | VeriSign Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6415 |
|  | VeriSign Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4219 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.680% | &nbsp;&nbsp;10/30/30 | &nbsp;&nbsp;14226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12307 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/20/31 | &nbsp;&nbsp;25098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21664 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/21/31 | &nbsp;&nbsp;32740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29370 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.355% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;43336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37344 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;4702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4766 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/10/33 | &nbsp;&nbsp;21423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20812 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;30845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29286 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;16921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16492 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/35 | &nbsp;&nbsp;25158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25365 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;21327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19659 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10687 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 |
|  | Weibo Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6620 |
|  |  |  |  |  | **1091797** |
| **Consumer Discretionary (2.2%)** | **Consumer Discretionary (2.2%)** | **Consumer Discretionary (2.2%)** | **Consumer Discretionary (2.2%)** | **Consumer Discretionary (2.2%)** | **Consumer Discretionary (2.2%)** |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/9/31 | &nbsp;&nbsp;15269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13495 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;7605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7311 |
| <sup>4</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7180 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/12/31 | &nbsp;&nbsp;26030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23113 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/13/32 | &nbsp;&nbsp;17982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17208 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;24603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25048 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/5/34 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11708 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4707 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6951 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;4592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4537 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/5/35 | &nbsp;&nbsp;&nbsp;&nbsp;6423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6389 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6689 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4486 |
|  | AutoNation Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3172 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6909 |
|  | AutoNation Inc. | &nbsp;&nbsp;5.890% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4294 |
|  | AutoZone Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3564 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6454 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4761 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | BorgWarner Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;6732 |
|  | Brunswick Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;6568 | &nbsp;&nbsp;&nbsp;&nbsp;5589 |
|  | Brunswick Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;3967 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;4853 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8567 | &nbsp;&nbsp;&nbsp;&nbsp;8637 |
|  | Cornell University | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13797 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;2082 | &nbsp;&nbsp;&nbsp;&nbsp;2231 |
|  | Dick's Sporting Goods Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3034 | &nbsp;&nbsp;&nbsp;&nbsp;2721 |
|  | DR Horton Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4835 | &nbsp;&nbsp;&nbsp;&nbsp;4878 |
|  | DR Horton Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;3790 |
|  | eBay Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;5787 |
|  | eBay Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;2850 |
| <sup>3</sup> | Emory University | &nbsp;&nbsp;2.143% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6436 | &nbsp;&nbsp;&nbsp;&nbsp;5792 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;6326 |
|  | Ford Motor Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/12/32 | &nbsp;&nbsp;28036 | &nbsp;&nbsp;23640 |
|  | Ford Motor Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;4102 | &nbsp;&nbsp;&nbsp;&nbsp;4095 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/13/30 | &nbsp;&nbsp;15305 | &nbsp;&nbsp;13966 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;10140 | &nbsp;&nbsp;10120 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2250 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.054% | &nbsp;&nbsp;11/5/31 | &nbsp;&nbsp;21935 | &nbsp;&nbsp;21823 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.122% | &nbsp;&nbsp;11/7/33 | &nbsp;&nbsp;20284 | &nbsp;&nbsp;21047 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/8/34 | &nbsp;&nbsp;19983 | &nbsp;&nbsp;19443 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;3957 | &nbsp;&nbsp;&nbsp;&nbsp;3954 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;1584 | &nbsp;&nbsp;&nbsp;&nbsp;1487 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;7311 |
|  | General Motors Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;11645 | &nbsp;&nbsp;11832 |
|  | General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3688 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5555 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3500 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3160 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/8/31 | &nbsp;&nbsp;11931 | &nbsp;&nbsp;12258 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/10/31 | &nbsp;&nbsp;12112 | &nbsp;&nbsp;10590 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;8890 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;5099 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/4/32 | &nbsp;&nbsp;15490 | &nbsp;&nbsp;15659 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3973 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/4/34 | &nbsp;&nbsp;18524 | &nbsp;&nbsp;18792 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;5048 | &nbsp;&nbsp;&nbsp;&nbsp;4936 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/7/35 | &nbsp;&nbsp;12737 | &nbsp;&nbsp;12794 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8682 |
|  | Genuine Parts Co. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5227 | &nbsp;&nbsp;&nbsp;&nbsp;4520 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;5659 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7332 | &nbsp;&nbsp;&nbsp;&nbsp;6381 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;4532 |
|  | Hasbro Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3769 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;16564 | &nbsp;&nbsp;14053 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp;&nbsp;8330 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;11623 | &nbsp;&nbsp;10016 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;11755 | &nbsp;&nbsp;10884 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp;&nbsp;&nbsp;9354 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;8605 | &nbsp;&nbsp;&nbsp;&nbsp;8705 |
| <sup>5</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.688% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;11350 | &nbsp;&nbsp;11368 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;2.967% | &nbsp;&nbsp;3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;8982 | &nbsp;&nbsp;&nbsp;&nbsp;8042 |
| <sup>5</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;5.337% | &nbsp;&nbsp;7/8/35 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8423 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp;&nbsp;&nbsp;5755 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;2115 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;2538 |
| <sup>3</sup> | Johns Hopkins University | &nbsp;&nbsp;4.705% | &nbsp;&nbsp;7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5207 | &nbsp;&nbsp;&nbsp;&nbsp;5264 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2063 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;5404 |
|  | Lear Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;4.679% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;2512 |
|  | Lennar Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3337 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7553 | &nbsp;&nbsp;&nbsp;&nbsp;6578 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;16072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14497 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;19273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18172 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8237 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5211 |
|  | Magna International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386 |
|  | Magna International Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;12106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10995 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7665 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3389 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8379 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9290 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5933 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;13208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12778 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;6401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6410 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/3/35 | &nbsp;&nbsp;10832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10823 |
|  | MDC Holdings Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458 |
|  | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;6924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8232 |
| <sup>4</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654 |
|  | Meritage Homes Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 |
|  | NVR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3742 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923 |
|  | Owens Corning | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8172 |
| <sup>3</sup> | President & Fellows of Harvard College | &nbsp;&nbsp;4.609% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4806 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5484 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8631 |
|  | Rollins Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291 |
|  | Ross Stores Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3248 |
|  | Sands China Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4090 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;13803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12514 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5527 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;7479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6764 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2706 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;6707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6732 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4889 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;6/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6481 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/30 | &nbsp;&nbsp;11390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11991 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5183 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;5302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4548 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6784 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;5571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5567 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;8888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9120 |
|  | Tractor Supply Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5712 |
|  | Tractor Supply Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 |
| <sup>3</sup> | Yale University | &nbsp;&nbsp;1.482% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8706 |
|  |  |  |  |  | **1011119** |
| **Consumer Staples (2.1%)** | **Consumer Staples (2.1%)** | **Consumer Staples (2.1%)** | **Consumer Staples (2.1%)** | **Consumer Staples (2.1%)** | **Consumer Staples (2.1%)** |
|  | Altria Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;14805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12771 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4866 |
| <sup>3</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7594 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6675 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Avery Dennison Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;6188 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/30 | &nbsp;&nbsp;11359 | &nbsp;&nbsp;12237 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;8425 | &nbsp;&nbsp;&nbsp;&nbsp;8864 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.726% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;12560 | &nbsp;&nbsp;11317 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;8883 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9173 | &nbsp;&nbsp;&nbsp;&nbsp;9383 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5890 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;7320 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;6742 | &nbsp;&nbsp;&nbsp;&nbsp;7105 |
|  | Brown-Forman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;5442 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp;&nbsp;&nbsp;7809 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;6785 | &nbsp;&nbsp;&nbsp;&nbsp;6579 |
|  | Campbell's Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;7755 | &nbsp;&nbsp;&nbsp;&nbsp;7875 |
|  | Campbell's Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;5340 | &nbsp;&nbsp;&nbsp;&nbsp;5126 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;4333 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3955 | &nbsp;&nbsp;&nbsp;&nbsp;4163 |
|  | Clorox Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5868 | &nbsp;&nbsp;&nbsp;&nbsp;5863 |
|  | Coca-Cola Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;12555 | &nbsp;&nbsp;11139 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp;3232 |
|  | Coca-Cola Co. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;14369 | &nbsp;&nbsp;12342 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;8972 | &nbsp;&nbsp;&nbsp;&nbsp;7937 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5509 |
|  | Coca-Cola Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;5929 | &nbsp;&nbsp;&nbsp;&nbsp;5960 |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4194 | &nbsp;&nbsp;&nbsp;&nbsp;4322 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;4983 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;4585 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;4967 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8507 | &nbsp;&nbsp;&nbsp;&nbsp;7379 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;7166 | &nbsp;&nbsp;&nbsp;&nbsp;7112 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6685 | &nbsp;&nbsp;&nbsp;&nbsp;6622 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/20/32 | &nbsp;&nbsp;13370 | &nbsp;&nbsp;11440 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;3742 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/24/33 | &nbsp;&nbsp;11635 | &nbsp;&nbsp;12114 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;8069 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4126 | &nbsp;&nbsp;&nbsp;&nbsp;4313 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;3851 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5951 | &nbsp;&nbsp;&nbsp;&nbsp;5968 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5453 | &nbsp;&nbsp;&nbsp;&nbsp;4812 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6737 | &nbsp;&nbsp;&nbsp;&nbsp;5867 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;6208 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;3136 |
|  | Flowers Foods Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4554 | &nbsp;&nbsp;&nbsp;&nbsp;3986 |
|  | General Mills Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;8765 | &nbsp;&nbsp;&nbsp;&nbsp;8783 |
|  | General Mills Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6356 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/32 | &nbsp;&nbsp;17125 | &nbsp;&nbsp;16020 |
|  | Hershey Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp;&nbsp;3165 |
|  | Hershey Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;3959 |
|  | Hershey Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2031 |
|  | J M Smucker Co. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3156 | &nbsp;&nbsp;&nbsp;&nbsp;2673 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;10235 | &nbsp;&nbsp;10988 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;6631 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;5539 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;18465 | &nbsp;&nbsp;18987 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;16272 | &nbsp;&nbsp;17768 |
| <sup>4</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp;&nbsp;&nbsp;9039 |
| <sup>3</sup> | Kellanova | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6697 | &nbsp;&nbsp;&nbsp;&nbsp;7686 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/22/33 | &nbsp;&nbsp;12660 | &nbsp;&nbsp;12835 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;3997 |
| <sup>3</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3796 | &nbsp;&nbsp;&nbsp;&nbsp;3350 |
| <sup>3</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6824 | &nbsp;&nbsp;&nbsp;&nbsp;7043 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4099 | &nbsp;&nbsp;&nbsp;&nbsp;3939 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6968 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6004 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;13789 | &nbsp;&nbsp;&nbsp;&nbsp;13569 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3041 |
|  | Kroger Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5874 |
|  | Kroger Co. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;18450 | &nbsp;&nbsp;&nbsp;&nbsp;18348 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6440 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5241 |
|  | Mondelez International Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;3108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
|  | Mondelez International Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;7138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6439 |
|  | Mondelez International Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3101 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;3065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024 |
|  | Mondelez International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4013 |
|  | PepsiCo Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8872 |
|  | PepsiCo Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/21/31 | &nbsp;&nbsp;10983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9540 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/18/32 | &nbsp;&nbsp;16909 | &nbsp;&nbsp;&nbsp;&nbsp;16342 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446 |
|  | PepsiCo Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/35 | &nbsp;&nbsp;10825 | &nbsp;&nbsp;&nbsp;&nbsp;10983 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;4909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/13/31 | &nbsp;&nbsp;13665 | &nbsp;&nbsp;&nbsp;&nbsp;14073 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7715 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/17/32 | &nbsp;&nbsp;13769 | &nbsp;&nbsp;&nbsp;&nbsp;14550 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;25069 | &nbsp;&nbsp;&nbsp;&nbsp;25892 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;4802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/13/34 | &nbsp;&nbsp;16582 | &nbsp;&nbsp;&nbsp;&nbsp;16907 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4933 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8004 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8373 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8540 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5686 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/29/30 | &nbsp;&nbsp;21105 | &nbsp;&nbsp;&nbsp;&nbsp;18208 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;5988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5317 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;1/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;3361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3314 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;9283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9312 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4999 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4081 |
|  | Sysco Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4882 |
|  | Sysco Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 |
|  | Sysco Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5211 |
|  | Sysco Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479 |
|  | Sysco Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4617 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8935 |
|  | Target Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2694 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;11595 | &nbsp;&nbsp;&nbsp;&nbsp;11239 |
|  | Target Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9239 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;10735 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;5839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;7845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6791 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/33 | &nbsp;&nbsp;10015 | &nbsp;&nbsp;&nbsp;&nbsp;10285 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8313 |
|  | Walmart Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;8098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7055 |
|  | Walmart Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;6301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6226 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;15478 | &nbsp;&nbsp;&nbsp;&nbsp;15126 |
|  | Walmart Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/28/35 | &nbsp;&nbsp;13620 | &nbsp;&nbsp;&nbsp;&nbsp;13799 |
|  |  |  |  |  | &nbsp;&nbsp;**944607** |
| **Energy (2.6%)** | **Energy (2.6%)** | **Energy (2.6%)** | **Energy (2.6%)** | **Energy (2.6%)** | **Energy (2.6%)** |
| <sup>4</sup> | APA Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;2766 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;2734 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6990 | &nbsp;&nbsp;&nbsp;&nbsp;7096 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;1.749% | &nbsp;&nbsp;8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;9241 | &nbsp;&nbsp;&nbsp;&nbsp;8123 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.721% | &nbsp;&nbsp;1/12/32 | &nbsp;&nbsp;16594 | &nbsp;&nbsp;14841 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/13/33 | &nbsp;&nbsp;24015 | &nbsp;&nbsp;23980 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.893% | &nbsp;&nbsp;9/11/33 | &nbsp;&nbsp;13495 | &nbsp;&nbsp;13516 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;6553 | &nbsp;&nbsp;&nbsp;&nbsp;6593 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;11/17/34 | &nbsp;&nbsp;14501 | &nbsp;&nbsp;14743 |
|  | Burlington Resources LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1566 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;10490 | &nbsp;&nbsp;&nbsp;&nbsp;9629 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;3158 | &nbsp;&nbsp;&nbsp;&nbsp;3352 |
| <sup>4</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;8567 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4018 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;12629 | &nbsp;&nbsp;12940 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;17135 | &nbsp;&nbsp;16297 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/32 | &nbsp;&nbsp;17120 | &nbsp;&nbsp;15341 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;9988 | &nbsp;&nbsp;10422 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7290 | &nbsp;&nbsp;&nbsp;&nbsp;7485 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4924 | &nbsp;&nbsp;&nbsp;&nbsp;5024 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2274 | &nbsp;&nbsp;&nbsp;&nbsp;2302 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
|  | ConocoPhillips | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;3419 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1766 | &nbsp;&nbsp;&nbsp;&nbsp;1904 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;12229 | &nbsp;&nbsp;12361 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;14555 | &nbsp;&nbsp;14546 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;5087 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;4865 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6599 | &nbsp;&nbsp;&nbsp;&nbsp;5825 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8280 | &nbsp;&nbsp;&nbsp;&nbsp;8041 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/24/31 | &nbsp;&nbsp;10957 | &nbsp;&nbsp;10043 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8746 | &nbsp;&nbsp;&nbsp;&nbsp;9315 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/18/34 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;11303 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;14610 | &nbsp;&nbsp;14768 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5768 | &nbsp;&nbsp;&nbsp;&nbsp;6006 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7445 | &nbsp;&nbsp;&nbsp;&nbsp;7968 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/33 | &nbsp;&nbsp;22735 | &nbsp;&nbsp;23580 |
|  | Enbridge Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;10905 | &nbsp;&nbsp;&nbsp;&nbsp;9075 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/5/34 | &nbsp;&nbsp;11696 | &nbsp;&nbsp;12031 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;9155 | &nbsp;&nbsp;&nbsp;&nbsp;9307 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/27/54 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6372 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;6191 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;16256 | &nbsp;&nbsp;16875 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;28432 | &nbsp;&nbsp;30847 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8595 | &nbsp;&nbsp;&nbsp;&nbsp;8725 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;4580 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;10645 | &nbsp;&nbsp;10841 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9720 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;8031 | &nbsp;&nbsp;&nbsp;&nbsp;8325 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5799 | &nbsp;&nbsp;&nbsp;&nbsp;6529 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;8089 | &nbsp;&nbsp;&nbsp;&nbsp;8061 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2555 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7315 | &nbsp;&nbsp;&nbsp;&nbsp;7291 |
| <sup>5</sup> | EOG Resources Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;15675 | &nbsp;&nbsp;15859 |
| <sup>4</sup> | EQT Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;10760 | &nbsp;&nbsp;10593 |
|  | EQT Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;6062 |
|  | Expand Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;9118 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6448 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.610% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;19515 | &nbsp;&nbsp;18063 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;3691 | &nbsp;&nbsp;&nbsp;&nbsp;3087 |
| <sup>4</sup> | Helmerich & Payne Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;4257 |
|  | Hess Corp. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7260 | &nbsp;&nbsp;&nbsp;&nbsp;8239 |
|  | Hess Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4135 | &nbsp;&nbsp;&nbsp;&nbsp;4684 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3808 | &nbsp;&nbsp;&nbsp;&nbsp;3694 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp;&nbsp;&nbsp;7057 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5939 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;1038 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9335 | &nbsp;&nbsp;&nbsp;&nbsp;8142 |
| <sup>3</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;1866 |
| <sup>3</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4429 | &nbsp;&nbsp;&nbsp;&nbsp;5113 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;6301 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;19313 | &nbsp;&nbsp;19418 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;6782 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4008 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;13575 | &nbsp;&nbsp;13764 |
|  | MPLX LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;14283 | &nbsp;&nbsp;12930 |
|  | MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;8732 |
|  | MPLX LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;&nbsp;&nbsp;9316 |
|  | MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7365 | &nbsp;&nbsp;&nbsp;&nbsp;7400 |
|  | MPLX LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;8409 | &nbsp;&nbsp;&nbsp;&nbsp;8346 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8626 | &nbsp;&nbsp;&nbsp;&nbsp;9877 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6187 | &nbsp;&nbsp;&nbsp;&nbsp;6544 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/1/31 | &nbsp;&nbsp;11144 | &nbsp;&nbsp;11555 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9587 | &nbsp;&nbsp;10558 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6348 | &nbsp;&nbsp;&nbsp;&nbsp;7131 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;12240 | &nbsp;&nbsp;12012 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4878 | &nbsp;&nbsp;&nbsp;&nbsp;5107 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;4159 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;6394 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7668 | &nbsp;&nbsp;&nbsp;&nbsp;8108 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/33 | &nbsp;&nbsp;13610 | &nbsp;&nbsp;14291 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9635 | &nbsp;&nbsp;&nbsp;&nbsp;9763 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;12595 | &nbsp;&nbsp;12259 |
|  | Ovintiv Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp;3611 |
|  | Ovintiv Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;5808 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8556 | &nbsp;&nbsp;&nbsp;&nbsp;8831 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4435 | &nbsp;&nbsp;&nbsp;&nbsp;4605 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3372 | &nbsp;&nbsp;&nbsp;&nbsp;3452 |
|  | Phillips 66 | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9956 | &nbsp;&nbsp;&nbsp;&nbsp;8771 |
|  | Phillips 66 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;3061 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7451 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;8372 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;12502 | &nbsp;&nbsp;11085 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7148 | &nbsp;&nbsp;&nbsp;&nbsp;6348 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7813 | &nbsp;&nbsp;&nbsp;&nbsp;7468 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;6332 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7240 | &nbsp;&nbsp;&nbsp;&nbsp;7445 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/11/35 | &nbsp;&nbsp;11905 | &nbsp;&nbsp;11249 |
| <sup>4</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.584% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;12915 | &nbsp;&nbsp;12773 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4845 | &nbsp;&nbsp;&nbsp;&nbsp;5350 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp;4651 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4666 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp;&nbsp;&nbsp;8096 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;10555 | &nbsp;&nbsp;11134 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;6080 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp;&nbsp;&nbsp;6656 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;8502 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp;&nbsp;7799 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/5/34 | &nbsp;&nbsp;11120 | &nbsp;&nbsp;11390 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;12270 | &nbsp;&nbsp;12191 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;11980 | &nbsp;&nbsp;11483 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;4502 | &nbsp;&nbsp;&nbsp;&nbsp;4585 |
|  | Valero Energy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;&nbsp;2760 |
|  | Valero Energy Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;4958 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5436 | &nbsp;&nbsp;&nbsp;&nbsp;5652 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8230 | &nbsp;&nbsp;&nbsp;&nbsp;8073 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;11085 | &nbsp;&nbsp;10483 |
| <sup>3</sup> | Williams Cos. Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Williams Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;13292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11912 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7597 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6121 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;12735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12720 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8061 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4376 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/12/34 | &nbsp;&nbsp;11320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10916 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/35 | &nbsp;&nbsp;10130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10346 |
|  |  |  |  |  | **1153835** |
| **Financials (11.9%)** | **Financials (11.9%)** | **Financials (11.9%)** | **Financials (11.9%)** | **Financials (11.9%)** | **Financials (11.9%)** |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;5577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5948 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/30/32 | &nbsp;&nbsp;50481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45732 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/29/33 | &nbsp;&nbsp;15473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13635 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;8230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8053 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/31/56 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4110 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;10603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9798 |
| <sup>3</sup> | Air Lease Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8351 |
| <sup>3</sup> | Air Lease Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 |
|  | Allstate Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6013 |
|  | Allstate Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;7271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7452 |
|  | Allstate Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035 |
|  | Allstate Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5194 |
| <sup>3</sup> | Ally Financial Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;21577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24570 |
|  | Ally Financial Inc. | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;7/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;3233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292 |
|  | American Express Co. | &nbsp;&nbsp;6.489% | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;11280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12291 |
|  | American Express Co. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;8203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8219 |
|  | American Express Co. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;9929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9683 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;12160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12267 |
|  | American Express Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;5644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5778 |
|  | American Express Co. | &nbsp;&nbsp;5.284% | &nbsp;&nbsp;7/26/35 | &nbsp;&nbsp;15053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15253 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8996 |
|  | American Express Co. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;4/25/36 | &nbsp;&nbsp;18815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19490 |
|  | American International Group Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;6986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7102 |
|  | American International Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 |
|  | American International Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5527 |
|  | American National Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5926 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;2599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2579 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7883 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7507 |
|  | Aon Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 |
|  | Aon Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577 |
|  | Aon Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;4382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4513 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9514 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;10670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10960 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;7/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;8595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8922 |
| <sup>4</sup> | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4709 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4247 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6179 |
|  | Ares Capital Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8264 |
| <sup>3</sup> | Ares Capital Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5981 |
| <sup>4</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6455 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;4511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1687 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4394 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13558 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3307 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8684 | &nbsp;&nbsp;&nbsp;&nbsp;8172 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;12615 | &nbsp;&nbsp;13058 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;5125 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/28/55 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4974 |
|  | AXA SA | &nbsp;&nbsp;8.600% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5815 | &nbsp;&nbsp;&nbsp;&nbsp;6925 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;7.883% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;9210 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;3/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;5701 |
|  | Banco Santander SA | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;8146 | &nbsp;&nbsp;&nbsp;&nbsp;7738 |
|  | Banco Santander SA | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;12/3/30 | &nbsp;&nbsp;14015 | &nbsp;&nbsp;12484 |
|  | Banco Santander SA | &nbsp;&nbsp;2.958% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;11372 | &nbsp;&nbsp;10386 |
|  | Banco Santander SA | &nbsp;&nbsp;5.439% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;12124 | &nbsp;&nbsp;12593 |
|  | Banco Santander SA | &nbsp;&nbsp;3.225% | &nbsp;&nbsp;11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;8242 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/33 | &nbsp;&nbsp;15146 | &nbsp;&nbsp;16409 |
|  | Banco Santander SA | &nbsp;&nbsp;6.938% | &nbsp;&nbsp;11/7/33 | &nbsp;&nbsp;10845 | &nbsp;&nbsp;12252 |
|  | Banco Santander SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/14/34 | &nbsp;&nbsp;11430 | &nbsp;&nbsp;11961 |
|  | Banco Santander SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;9785 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;1.898% | &nbsp;&nbsp;7/23/31 | &nbsp;&nbsp;22550 | &nbsp;&nbsp;19806 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;1.922% | &nbsp;&nbsp;10/24/31 | &nbsp;&nbsp;28612 | &nbsp;&nbsp;24940 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.651% | &nbsp;&nbsp;3/11/32 | &nbsp;&nbsp;19494 | &nbsp;&nbsp;17483 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;45822 | &nbsp;&nbsp;41144 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;17212 | &nbsp;&nbsp;14997 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2/4/33 | &nbsp;&nbsp;48636 | &nbsp;&nbsp;43544 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.571% | &nbsp;&nbsp;4/27/33 | &nbsp;&nbsp;32630 | &nbsp;&nbsp;32090 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.015% | &nbsp;&nbsp;7/22/33 | &nbsp;&nbsp;34371 | &nbsp;&nbsp;34777 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.288% | &nbsp;&nbsp;4/25/34 | &nbsp;&nbsp;41731 | &nbsp;&nbsp;42581 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.872% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;36078 | &nbsp;&nbsp;38077 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;40388 | &nbsp;&nbsp;41489 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;8440 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.518% | &nbsp;&nbsp;10/25/35 | &nbsp;&nbsp;37237 | &nbsp;&nbsp;37145 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;45034 | &nbsp;&nbsp;46316 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/36 | &nbsp;&nbsp;21615 | &nbsp;&nbsp;21957 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.464% | &nbsp;&nbsp;5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp;7562 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.482% | &nbsp;&nbsp;9/21/36 | &nbsp;&nbsp;21187 | &nbsp;&nbsp;17958 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.846% | &nbsp;&nbsp;3/8/37 | &nbsp;&nbsp;22165 | &nbsp;&nbsp;20278 |
|  | Bank of Montreal | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7977 |
|  | Bank of Montreal | &nbsp;&nbsp;3.088% | &nbsp;&nbsp;1/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;9254 | &nbsp;&nbsp;&nbsp;&nbsp;8031 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;7/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;3743 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;5334 | &nbsp;&nbsp;&nbsp;&nbsp;4706 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;7110 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.289% | &nbsp;&nbsp;6/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;9945 | &nbsp;&nbsp;&nbsp;&nbsp;9674 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;25560 | &nbsp;&nbsp;27111 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.706% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6831 | &nbsp;&nbsp;&nbsp;&nbsp;6755 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;4/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;6579 | &nbsp;&nbsp;&nbsp;&nbsp;6602 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp;7283 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp;&nbsp;&nbsp;9150 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.225% | &nbsp;&nbsp;11/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7116 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2707 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.606% | &nbsp;&nbsp;7/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;1949 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5296 | &nbsp;&nbsp;&nbsp;&nbsp;4626 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;5510 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;5633 | &nbsp;&nbsp;&nbsp;&nbsp;5628 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7257 | &nbsp;&nbsp;&nbsp;&nbsp;7608 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.588% | &nbsp;&nbsp;5/4/37 | &nbsp;&nbsp;12239 | &nbsp;&nbsp;11566 |
|  | BankUnited Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;2146 |
|  | Barclays plc | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;6032 | &nbsp;&nbsp;&nbsp;&nbsp;5355 |
|  | Barclays plc | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;11/24/32 | &nbsp;&nbsp;12915 | &nbsp;&nbsp;11437 |
|  | Barclays plc | &nbsp;&nbsp;5.746% | &nbsp;&nbsp;8/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;4360 | &nbsp;&nbsp;&nbsp;&nbsp;4519 |
|  | Barclays plc | &nbsp;&nbsp;7.437% | &nbsp;&nbsp;11/2/33 | &nbsp;&nbsp;17086 | &nbsp;&nbsp;19378 |
|  | Barclays plc | &nbsp;&nbsp;6.224% | &nbsp;&nbsp;5/9/34 | &nbsp;&nbsp;16920 | &nbsp;&nbsp;17961 |
|  | Barclays plc | &nbsp;&nbsp;7.119% | &nbsp;&nbsp;6/27/34 | &nbsp;&nbsp;13895 | &nbsp;&nbsp;15161 |
|  | Barclays plc | &nbsp;&nbsp;6.692% | &nbsp;&nbsp;9/13/34 | &nbsp;&nbsp;14805 | &nbsp;&nbsp;16172 |
|  | Barclays plc | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;9/10/35 | &nbsp;&nbsp;18827 | &nbsp;&nbsp;18696 |
|  | Barclays plc | &nbsp;&nbsp;3.564% | &nbsp;&nbsp;9/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;9646 | &nbsp;&nbsp;&nbsp;&nbsp;8862 |
|  | Barclays plc | &nbsp;&nbsp;5.785% | &nbsp;&nbsp;2/25/36 | &nbsp;&nbsp;19814 | &nbsp;&nbsp;20252 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6717 | &nbsp;&nbsp;&nbsp;&nbsp;5875 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7997 | &nbsp;&nbsp;&nbsp;&nbsp;7371 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;9898 | &nbsp;&nbsp;10116 |
|  | Blackrock Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/28/31 | &nbsp;&nbsp;10332 | &nbsp;&nbsp;&nbsp;&nbsp;9091 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;7257 | &nbsp;&nbsp;&nbsp;&nbsp;6260 |
|  | Blackrock Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/25/33 | &nbsp;&nbsp;11467 | &nbsp;&nbsp;11594 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;3224 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6660 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;8494 | &nbsp;&nbsp;&nbsp;&nbsp;8317 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;4704 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;1996 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;6364 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;5815 | &nbsp;&nbsp;&nbsp;&nbsp;5163 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3083 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;8510 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6416 |
|  | Brookfield Capital Finance LLC | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;5414 | &nbsp;&nbsp;&nbsp;&nbsp;5743 |
|  | Brookfield Finance I UK plc | &nbsp;&nbsp;2.340% | &nbsp;&nbsp;1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;4271 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5804 | &nbsp;&nbsp;&nbsp;&nbsp;5245 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;6019 | &nbsp;&nbsp;&nbsp;&nbsp;6459 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;3656 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6694 | &nbsp;&nbsp;&nbsp;&nbsp;5891 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;5242 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;5067 | &nbsp;&nbsp;&nbsp;&nbsp;5202 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8671 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/7/32 | &nbsp;&nbsp;10442 | &nbsp;&nbsp;&nbsp;&nbsp;9720 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;6.092% | &nbsp;&nbsp;10/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;9965 | &nbsp;&nbsp;10678 |
| <sup>3</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;8489 | &nbsp;&nbsp;&nbsp;&nbsp;9591 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;2.359% | &nbsp;&nbsp;7/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;9899 | &nbsp;&nbsp;&nbsp;&nbsp;8392 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;7740 | &nbsp;&nbsp;&nbsp;&nbsp;8445 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.268% | &nbsp;&nbsp;5/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;9398 | &nbsp;&nbsp;&nbsp;&nbsp;9482 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.817% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;20242 | &nbsp;&nbsp;20875 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;6/8/34 | &nbsp;&nbsp;21636 | &nbsp;&nbsp;23018 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;7.964% | &nbsp;&nbsp;11/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;6399 | &nbsp;&nbsp;&nbsp;&nbsp;7438 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5243 | &nbsp;&nbsp;&nbsp;&nbsp;5471 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/36 | &nbsp;&nbsp;14930 | &nbsp;&nbsp;15175 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;5830 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;18279 | &nbsp;&nbsp;16262 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/3/32 | &nbsp;&nbsp;12900 | &nbsp;&nbsp;11601 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.853% | &nbsp;&nbsp;5/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;8942 | &nbsp;&nbsp;&nbsp;&nbsp;9485 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/34 | &nbsp;&nbsp;12179 | &nbsp;&nbsp;13171 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;15269 | &nbsp;&nbsp;13281 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;11795 | &nbsp;&nbsp;12013 |
|  | CI Financial Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;2823 | &nbsp;&nbsp;&nbsp;&nbsp;2492 |
| <sup>3</sup> | Citibank NA | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/30/34 | &nbsp;&nbsp;18020 | &nbsp;&nbsp;18752 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.561% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4631 | &nbsp;&nbsp;&nbsp;&nbsp;4103 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;7883 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;1/25/33 | &nbsp;&nbsp;20783 | &nbsp;&nbsp;18581 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.785% | &nbsp;&nbsp;3/17/33 | &nbsp;&nbsp;46509 | &nbsp;&nbsp;43395 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;5/24/33 | &nbsp;&nbsp;14020 | &nbsp;&nbsp;13987 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2335 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.270% | &nbsp;&nbsp;11/17/33 | &nbsp;&nbsp;21864 | &nbsp;&nbsp;23549 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/34 | &nbsp;&nbsp;38596 | &nbsp;&nbsp;40298 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/35 | &nbsp;&nbsp;22289 | &nbsp;&nbsp;22721 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.449% | &nbsp;&nbsp;6/11/35 | &nbsp;&nbsp;13465 | &nbsp;&nbsp;13763 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;18680 | &nbsp;&nbsp;19180 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;5.333% | &nbsp;&nbsp;3/27/36 | &nbsp;&nbsp;24228 | &nbsp;&nbsp;24415 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.411% | &nbsp;&nbsp;9/19/39 | &nbsp;&nbsp;11520 | &nbsp;&nbsp;11197 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.718% | &nbsp;&nbsp;7/23/32 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;12892 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.638% | &nbsp;&nbsp;9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;2922 | &nbsp;&nbsp;&nbsp;&nbsp;2459 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;6.645% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;8618 | &nbsp;&nbsp;&nbsp;&nbsp;9293 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.641% | &nbsp;&nbsp;5/21/37 | &nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;3554 |
|  | CME Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6161 | &nbsp;&nbsp;&nbsp;&nbsp;5518 |
|  | CNA Financial Corp. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;4477 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3263 | &nbsp;&nbsp;&nbsp;&nbsp;3347 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8558 | &nbsp;&nbsp;&nbsp;&nbsp;8569 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;7186 |
|  | Comerica Bank | &nbsp;&nbsp;5.332% | &nbsp;&nbsp;8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3888 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/32 | &nbsp;&nbsp;16640 | &nbsp;&nbsp;15619 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;3352 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;10390 | &nbsp;&nbsp;10796 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6901 | &nbsp;&nbsp;&nbsp;&nbsp;6885 |
|  | Credit Suisse USA LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9005 | &nbsp;&nbsp;10248 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;3613 | &nbsp;&nbsp;&nbsp;&nbsp;3704 |
| <sup>3</sup> | Deutsche Bank AG | &nbsp;&nbsp;3.547% | &nbsp;&nbsp;9/18/31 | &nbsp;&nbsp;19216 | &nbsp;&nbsp;17959 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;1/14/32 | &nbsp;&nbsp;10079 | &nbsp;&nbsp;&nbsp;&nbsp;9225 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;5/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;2046 | &nbsp;&nbsp;&nbsp;&nbsp;1835 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.742% | &nbsp;&nbsp;1/7/33 | &nbsp;&nbsp;13257 | &nbsp;&nbsp;11917 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/34 | &nbsp;&nbsp;12085 | &nbsp;&nbsp;12884 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;9280 | &nbsp;&nbsp;&nbsp;&nbsp;9228 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | Enstar Group Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2853 | &nbsp;&nbsp;&nbsp;&nbsp;2536 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;4487 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;3/28/55 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;4026 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;4207 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;6635 | &nbsp;&nbsp;&nbsp;&nbsp;6160 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;5335 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;6612 |
| <sup>4</sup> | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3041 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;5.631% | &nbsp;&nbsp;1/29/32 | &nbsp;&nbsp;10447 | &nbsp;&nbsp;10872 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;6806 | &nbsp;&nbsp;&nbsp;&nbsp;6501 |
|  | First American Financial Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5422 | &nbsp;&nbsp;&nbsp;&nbsp;4645 |
|  | First American Financial Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4648 |
|  | First Citizens BancShares Inc. | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;3/12/40 | &nbsp;&nbsp;&nbsp;&nbsp;4804 | &nbsp;&nbsp;&nbsp;&nbsp;4794 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;9333 | &nbsp;&nbsp;&nbsp;&nbsp;8037 |
|  | GATX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
|  | GATX Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;3092 |
|  | GATX Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;6512 |
|  | GATX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2502 |
|  | GATX Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;2149 |
|  | GATX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4249 |
|  | Globe Life Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3658 | &nbsp;&nbsp;&nbsp;&nbsp;3233 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/27/32 | &nbsp;&nbsp;27165 | &nbsp;&nbsp;23517 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.615% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;37469 | &nbsp;&nbsp;33328 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;38990 | &nbsp;&nbsp;34052 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/21/32 | &nbsp;&nbsp;36390 | &nbsp;&nbsp;32100 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4762 | &nbsp;&nbsp;&nbsp;&nbsp;5206 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;2/24/33 | &nbsp;&nbsp;31735 | &nbsp;&nbsp;28570 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;10/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;3639 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.851% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;5754 | &nbsp;&nbsp;&nbsp;&nbsp;6035 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;7/23/35 | &nbsp;&nbsp;52501 | &nbsp;&nbsp;53125 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;10/23/35 | &nbsp;&nbsp;28290 | &nbsp;&nbsp;27948 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;1/28/36 | &nbsp;&nbsp;15030 | &nbsp;&nbsp;15415 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;5033 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8505 | &nbsp;&nbsp;&nbsp;&nbsp;8513 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5906 |
|  | Hanover Insurance Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3908 | &nbsp;&nbsp;&nbsp;&nbsp;3479 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5620 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.848% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;1643 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.357% | &nbsp;&nbsp;8/18/31 | &nbsp;&nbsp;19256 | &nbsp;&nbsp;17096 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/32 | &nbsp;&nbsp;20850 | &nbsp;&nbsp;18515 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;11/22/32 | &nbsp;&nbsp;25936 | &nbsp;&nbsp;22931 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;3/29/33 | &nbsp;&nbsp;15318 | &nbsp;&nbsp;14973 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.402% | &nbsp;&nbsp;8/11/33 | &nbsp;&nbsp;26952 | &nbsp;&nbsp;27651 |
|  | HSBC Holdings plc | &nbsp;&nbsp;8.113% | &nbsp;&nbsp;11/3/33 | &nbsp;&nbsp;17105 | &nbsp;&nbsp;19758 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;3/9/34 | &nbsp;&nbsp;16214 | &nbsp;&nbsp;17336 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.547% | &nbsp;&nbsp;6/20/34 | &nbsp;&nbsp;18188 | &nbsp;&nbsp;19297 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.399% | &nbsp;&nbsp;11/13/34 | &nbsp;&nbsp;17297 | &nbsp;&nbsp;19351 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.719% | &nbsp;&nbsp;3/4/35 | &nbsp;&nbsp;12215 | &nbsp;&nbsp;12669 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;11/18/35 | &nbsp;&nbsp;14424 | &nbsp;&nbsp;14586 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/3/36 | &nbsp;&nbsp;11532 | &nbsp;&nbsp;11594 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;5/13/36 | &nbsp;&nbsp;16649 | &nbsp;&nbsp;17134 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.023% | &nbsp;&nbsp;5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;4507 | &nbsp;&nbsp;&nbsp;&nbsp;4453 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;5221 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;9749 | &nbsp;&nbsp;&nbsp;&nbsp;8189 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.141% | &nbsp;&nbsp;11/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;6011 |
|  | ING Groep NV | &nbsp;&nbsp;2.727% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2707 | &nbsp;&nbsp;&nbsp;&nbsp;2430 |
|  | ING Groep NV | &nbsp;&nbsp;4.252% | &nbsp;&nbsp;3/28/33 | &nbsp;&nbsp;10837 | &nbsp;&nbsp;10419 |
|  | ING Groep NV | &nbsp;&nbsp;6.114% | &nbsp;&nbsp;9/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;9304 | &nbsp;&nbsp;&nbsp;&nbsp;9886 |
|  | ING Groep NV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/19/35 | &nbsp;&nbsp;10945 | &nbsp;&nbsp;11211 |
|  | ING Groep NV | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;3/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6819 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;14527 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;11021 | &nbsp;&nbsp;10967 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;4538 | &nbsp;&nbsp;&nbsp;&nbsp;4024 |
|  | Janus Henderson US Holdings Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2854 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;11154 | &nbsp;&nbsp;&nbsp;&nbsp;9705 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;1755 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/14/34 | &nbsp;&nbsp;12705 | &nbsp;&nbsp;13270 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1862 | &nbsp;&nbsp;&nbsp;&nbsp;2200 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.764% | &nbsp;&nbsp;11/19/31 | &nbsp;&nbsp;11860 | &nbsp;&nbsp;10277 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;36847 | &nbsp;&nbsp;31966 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;19559 | &nbsp;&nbsp;17468 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.545% | &nbsp;&nbsp;11/8/32 | &nbsp;&nbsp;26278 | &nbsp;&nbsp;23132 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;1/25/33 | &nbsp;&nbsp;32741 | &nbsp;&nbsp;29418 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.586% | &nbsp;&nbsp;4/26/33 | &nbsp;&nbsp;18120 | &nbsp;&nbsp;17937 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;40002 | &nbsp;&nbsp;40232 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/14/33 | &nbsp;&nbsp;30209 | &nbsp;&nbsp;31476 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;35147 | &nbsp;&nbsp;36197 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;10/23/34 | &nbsp;&nbsp;25906 | &nbsp;&nbsp;28173 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.336% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;27705 | &nbsp;&nbsp;28339 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;4/22/35 | &nbsp;&nbsp;21860 | &nbsp;&nbsp;22957 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;7/22/35 | &nbsp;&nbsp;27841 | &nbsp;&nbsp;28344 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.946% | &nbsp;&nbsp;10/22/35 | &nbsp;&nbsp;29335 | &nbsp;&nbsp;29032 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;33449 | &nbsp;&nbsp;34466 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.572% | &nbsp;&nbsp;4/22/36 | &nbsp;&nbsp;22538 | &nbsp;&nbsp;23380 |
|  | Kemper Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;3815 |
|  | Kemper Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;3063 |
| <sup>3</sup> | KeyBank NA | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;7491 | &nbsp;&nbsp;&nbsp;&nbsp;7227 |
|  | KeyBank NA | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;9920 | &nbsp;&nbsp;&nbsp;&nbsp;9781 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;4.789% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9433 | &nbsp;&nbsp;&nbsp;&nbsp;9194 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;3952 | &nbsp;&nbsp;&nbsp;&nbsp;4216 |
|  | Lazard Group LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4360 | &nbsp;&nbsp;&nbsp;&nbsp;4578 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3442 | &nbsp;&nbsp;&nbsp;&nbsp;3214 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;8/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;9856 | &nbsp;&nbsp;&nbsp;&nbsp;9785 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;7.953% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;9662 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.679% | &nbsp;&nbsp;1/5/35 | &nbsp;&nbsp;11936 | &nbsp;&nbsp;12250 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;11/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;6836 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;6/13/36 | &nbsp;&nbsp;10150 | &nbsp;&nbsp;10428 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;3716 | &nbsp;&nbsp;&nbsp;&nbsp;3849 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp;&nbsp;&nbsp;3382 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4045 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;2008 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;7152 | &nbsp;&nbsp;&nbsp;&nbsp;7549 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/34 | &nbsp;&nbsp;11371 | &nbsp;&nbsp;11211 |
| <sup>3</sup> | M&T Bank Corp. | &nbsp;&nbsp;5.385% | &nbsp;&nbsp;1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;8345 | &nbsp;&nbsp;&nbsp;&nbsp;8306 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;3.703% | &nbsp;&nbsp;3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;6285 | &nbsp;&nbsp;&nbsp;&nbsp;5957 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;4390 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;11235 | &nbsp;&nbsp;11404 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5363 | &nbsp;&nbsp;&nbsp;&nbsp;4692 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5595 | &nbsp;&nbsp;&nbsp;&nbsp;5960 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;6244 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4492 | &nbsp;&nbsp;&nbsp;&nbsp;4585 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;16461 | &nbsp;&nbsp;16449 |
|  | Mastercard Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;3508 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Mastercard Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;9118 | &nbsp;&nbsp;&nbsp;&nbsp;7947 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;10699 | &nbsp;&nbsp;10654 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6276 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp;4044 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;6145 | &nbsp;&nbsp;&nbsp;&nbsp;6220 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;12645 | &nbsp;&nbsp;12428 |
|  | MetLife Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5681 | &nbsp;&nbsp;&nbsp;&nbsp;6372 |
|  | MetLife Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;9806 |
|  | MetLife Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;13138 | &nbsp;&nbsp;13492 |
|  | MetLife Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8999 |
| <sup>3</sup> | MetLife Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;8691 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.048% | &nbsp;&nbsp;7/17/30 | &nbsp;&nbsp;11415 | &nbsp;&nbsp;10133 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;7/20/32 | &nbsp;&nbsp;35413 | &nbsp;&nbsp;30842 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;9965 | &nbsp;&nbsp;&nbsp;&nbsp;8811 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.133% | &nbsp;&nbsp;7/20/33 | &nbsp;&nbsp;18945 | &nbsp;&nbsp;19177 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.441% | &nbsp;&nbsp;2/22/34 | &nbsp;&nbsp;11469 | &nbsp;&nbsp;11794 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.406% | &nbsp;&nbsp;4/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;9287 | &nbsp;&nbsp;&nbsp;&nbsp;9524 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.426% | &nbsp;&nbsp;4/17/35 | &nbsp;&nbsp;17270 | &nbsp;&nbsp;17623 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;4908 | &nbsp;&nbsp;&nbsp;&nbsp;5044 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.615% | &nbsp;&nbsp;4/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;9410 | &nbsp;&nbsp;&nbsp;&nbsp;9686 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.201% | &nbsp;&nbsp;7/10/31 | &nbsp;&nbsp;17693 | &nbsp;&nbsp;15742 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;1.979% | &nbsp;&nbsp;9/8/31 | &nbsp;&nbsp;12302 | &nbsp;&nbsp;10768 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.564% | &nbsp;&nbsp;9/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;6823 | &nbsp;&nbsp;&nbsp;&nbsp;5953 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.260% | &nbsp;&nbsp;7/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;1438 | &nbsp;&nbsp;&nbsp;&nbsp;1245 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.669% | &nbsp;&nbsp;9/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;7051 | &nbsp;&nbsp;&nbsp;&nbsp;7310 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;5/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;9180 | &nbsp;&nbsp;&nbsp;&nbsp;9537 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.748% | &nbsp;&nbsp;7/6/34 | &nbsp;&nbsp;13520 | &nbsp;&nbsp;14061 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.579% | &nbsp;&nbsp;5/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;3493 | &nbsp;&nbsp;&nbsp;&nbsp;3584 |
| <sup>5</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.323% | &nbsp;&nbsp;7/8/36 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13030 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;1.794% | &nbsp;&nbsp;2/13/32 | &nbsp;&nbsp;23233 | &nbsp;&nbsp;19872 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;1.928% | &nbsp;&nbsp;4/28/32 | &nbsp;&nbsp;16130 | &nbsp;&nbsp;13792 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;25073 | &nbsp;&nbsp;21715 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;16567 | &nbsp;&nbsp;14515 |
|  | Morgan Stanley | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;8726 | &nbsp;&nbsp;&nbsp;&nbsp;7787 |
|  | Morgan Stanley | &nbsp;&nbsp;4.889% | &nbsp;&nbsp;7/20/33 | &nbsp;&nbsp;19787 | &nbsp;&nbsp;19810 |
|  | Morgan Stanley | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;10/18/33 | &nbsp;&nbsp;34025 | &nbsp;&nbsp;36945 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/21/34 | &nbsp;&nbsp;18218 | &nbsp;&nbsp;18536 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/21/34 | &nbsp;&nbsp;36145 | &nbsp;&nbsp;37040 |
|  | Morgan Stanley | &nbsp;&nbsp;6.627% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;15071 | &nbsp;&nbsp;16615 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/35 | &nbsp;&nbsp;21160 | &nbsp;&nbsp;21641 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/35 | &nbsp;&nbsp;19115 | &nbsp;&nbsp;20038 |
|  | Morgan Stanley | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;7/19/35 | &nbsp;&nbsp;26640 | &nbsp;&nbsp;26962 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/36 | &nbsp;&nbsp;43340 | &nbsp;&nbsp;44563 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/36 | &nbsp;&nbsp;18794 | &nbsp;&nbsp;19482 |
|  | Morgan Stanley | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;9/16/36 | &nbsp;&nbsp;25476 | &nbsp;&nbsp;21644 |
|  | Morgan Stanley | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;4/20/37 | &nbsp;&nbsp;20155 | &nbsp;&nbsp;20057 |
|  | Morgan Stanley | &nbsp;&nbsp;5.948% | &nbsp;&nbsp;1/19/38 | &nbsp;&nbsp;20902 | &nbsp;&nbsp;21498 |
|  | Morgan Stanley | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;2/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;7935 | &nbsp;&nbsp;&nbsp;&nbsp;8146 |
|  | Nasdaq Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp;&nbsp;&nbsp;4518 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9193 | &nbsp;&nbsp;&nbsp;&nbsp;9576 |
|  | NatWest Group plc | &nbsp;&nbsp;6.016% | &nbsp;&nbsp;3/2/34 | &nbsp;&nbsp;15819 | &nbsp;&nbsp;16732 |
|  | NatWest Group plc | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7089 | &nbsp;&nbsp;&nbsp;&nbsp;7359 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;3.032% | &nbsp;&nbsp;11/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp;&nbsp;5055 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.679% | &nbsp;&nbsp;7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;4670 | &nbsp;&nbsp;&nbsp;&nbsp;4234 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.608% | &nbsp;&nbsp;7/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;6763 | &nbsp;&nbsp;&nbsp;&nbsp;5962 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.999% | &nbsp;&nbsp;1/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;3864 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;6.181% | &nbsp;&nbsp;1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4981 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.783% | &nbsp;&nbsp;7/3/34 | &nbsp;&nbsp;18920 | &nbsp;&nbsp;19556 |
| <sup>5</sup> | Nomura Holdings Inc. | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;6/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6339 |
|  | Northern Trust Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;8266 | &nbsp;&nbsp;&nbsp;&nbsp;8925 |
|  | Old Republic International Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;2786 |
|  | ORIX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4118 |
|  | ORIX Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;4728 | &nbsp;&nbsp;&nbsp;&nbsp;4482 |
|  | ORIX Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;4124 | &nbsp;&nbsp;&nbsp;&nbsp;4189 |
|  | ORIX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;5985 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;3763 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4010 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.626% | &nbsp;&nbsp;6/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.037% | &nbsp;&nbsp;10/28/33 | &nbsp;&nbsp;20692 | &nbsp;&nbsp;21998 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.068% | &nbsp;&nbsp;1/24/34 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15562 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.939% | &nbsp;&nbsp;8/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;8689 | &nbsp;&nbsp;&nbsp;&nbsp;9199 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/34 | &nbsp;&nbsp;16979 | &nbsp;&nbsp;18974 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.676% | &nbsp;&nbsp;1/22/35 | &nbsp;&nbsp;11130 | &nbsp;&nbsp;11559 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/23/35 | &nbsp;&nbsp;17135 | &nbsp;&nbsp;17445 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;1/29/36 | &nbsp;&nbsp;23025 | &nbsp;&nbsp;23737 |
|  | Primerica Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;5390 | &nbsp;&nbsp;&nbsp;&nbsp;4768 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;3656 |
|  | Progressive Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;1957 |
|  | Progressive Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5335 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5693 | &nbsp;&nbsp;&nbsp;&nbsp;6080 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;4236 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;10009 | &nbsp;&nbsp;&nbsp;&nbsp;9139 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;6151 | &nbsp;&nbsp;&nbsp;&nbsp;5937 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;8996 | &nbsp;&nbsp;&nbsp;&nbsp;9068 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2941 | &nbsp;&nbsp;&nbsp;&nbsp;3081 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;9074 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;2860 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;8320 | &nbsp;&nbsp;&nbsp;&nbsp;8337 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3654 | &nbsp;&nbsp;&nbsp;&nbsp;3828 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp;4048 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;8146 | &nbsp;&nbsp;&nbsp;&nbsp;8377 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6776 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/3/31 | &nbsp;&nbsp;22759 | &nbsp;&nbsp;19967 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;4295 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;21230 | &nbsp;&nbsp;21561 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;11257 | &nbsp;&nbsp;11527 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;7.660% | &nbsp;&nbsp;11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;7438 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;5/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;3602 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;2.896% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5147 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
| <sup>4</sup> | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7384 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1504 |
|  | State Street Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/3/31 | &nbsp;&nbsp;10780 | &nbsp;&nbsp;&nbsp;&nbsp;9553 |
|  | State Street Corp. | &nbsp;&nbsp;2.623% | &nbsp;&nbsp;2/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;1449 |
|  | State Street Corp. | &nbsp;&nbsp;4.164% | &nbsp;&nbsp;8/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;6391 | &nbsp;&nbsp;&nbsp;&nbsp;6142 |
|  | State Street Corp. | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;7724 |
|  | State Street Corp. | &nbsp;&nbsp;5.159% | &nbsp;&nbsp;5/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;5115 | &nbsp;&nbsp;&nbsp;&nbsp;5222 |
|  | State Street Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;7099 | &nbsp;&nbsp;&nbsp;&nbsp;7571 |
|  | State Street Corp. | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;2/28/36 | &nbsp;&nbsp;10455 | &nbsp;&nbsp;10561 |
|  | Stewart Information Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;3690 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;14167 | &nbsp;&nbsp;12638 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.142% | &nbsp;&nbsp;9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;4024 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;1011 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.222% | &nbsp;&nbsp;9/17/31 | &nbsp;&nbsp;14488 | &nbsp;&nbsp;12609 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.454% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;6819 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;1/13/33 | &nbsp;&nbsp;14749 | &nbsp;&nbsp;15484 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.776% | &nbsp;&nbsp;7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;9816 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.558% | &nbsp;&nbsp;7/9/34 | &nbsp;&nbsp;14054 | &nbsp;&nbsp;14512 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.632% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7774 | &nbsp;&nbsp;&nbsp;&nbsp;8046 |
|  | Synchrony Financial | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;5704 | &nbsp;&nbsp;&nbsp;&nbsp;4951 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;5269 | &nbsp;&nbsp;&nbsp;&nbsp;4601 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;5255 | &nbsp;&nbsp;&nbsp;&nbsp;4584 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.298% | &nbsp;&nbsp;1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;&nbsp;&nbsp;4745 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/10/32 | &nbsp;&nbsp;15074 | &nbsp;&nbsp;13714 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;6/8/32 | &nbsp;&nbsp;14862 | &nbsp;&nbsp;14583 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2624 |
|  | Travelers Property Casualty Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2869 | &nbsp;&nbsp;&nbsp;&nbsp;3214 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;7/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;8280 | &nbsp;&nbsp;&nbsp;&nbsp;8073 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;8310 |

---

------

Intermediate-Term Bond Index 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> | Truist Financial Corp. | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9386 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;6/8/34 | &nbsp;&nbsp;15055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15720 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.711% | &nbsp;&nbsp;1/24/35 | &nbsp;&nbsp;14810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15346 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;10980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;2.677% | &nbsp;&nbsp;1/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5002 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;7419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7327 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/33 | &nbsp;&nbsp;17380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18284 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;22987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22714 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8386 |
|  | US Bancorp | &nbsp;&nbsp;5.678% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;19892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20658 |
|  | US Bancorp | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;2/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4848 |
|  | US Bancorp | &nbsp;&nbsp;2.491% | &nbsp;&nbsp;11/3/36 | &nbsp;&nbsp;14432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12237 |
|  | Visa Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6197 |
|  | Voya Financial Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;4655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;33518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30623 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;16554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16552 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;44713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45785 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.557% | &nbsp;&nbsp;7/25/34 | &nbsp;&nbsp;35925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37099 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.491% | &nbsp;&nbsp;10/23/34 | &nbsp;&nbsp;19715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21551 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.499% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;20763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21299 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.211% | &nbsp;&nbsp;12/3/35 | &nbsp;&nbsp;41810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41982 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;4/23/36 | &nbsp;&nbsp;20566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21229 |
|  | Western Union Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5277 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;6/3/31 | &nbsp;&nbsp;12198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10827 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.668% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;17840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15743 |
| <sup>3</sup> | Westpac Banking Corp. | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;11/20/35 | &nbsp;&nbsp;12740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12791 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;11/18/36 | &nbsp;&nbsp;12985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11385 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6798 |
|  | Zions Bancorp NA | &nbsp;&nbsp;6.816% | &nbsp;&nbsp;11/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2749 |
|  |  |  |  |  | **5366024** |
| **Health Care (3.3%)** | **Health Care (3.3%)** | **Health Care (3.3%)** | **Health Care (3.3%)** | **Health Care (3.3%)** | **Health Care (3.3%)** |
|  | AbbVie Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;17569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18030 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;27740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28247 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;14463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14044 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/35 | &nbsp;&nbsp;25609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24741 |
|  | Adventist Health System | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 |
|  | Adventist Health System | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7140 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5154 |
|  | Amgen Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;15257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13561 |
|  | Amgen Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;10165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8676 |
|  | Amgen Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;7059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6535 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4779 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;35600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36461 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/26/31 | &nbsp;&nbsp;16495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16945 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;5005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5091 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/26/34 | &nbsp;&nbsp;12125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12362 |
|  | AstraZeneca plc | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/6/30 | &nbsp;&nbsp;10978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9528 |
|  | Banner Health | &nbsp;&nbsp;1.897% | &nbsp;&nbsp;1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704 |
|  | Baxter International Inc. | &nbsp;&nbsp;1.730% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7717 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.539% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;15173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13236 |
| <sup>3</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;1.777% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;1.957% | &nbsp;&nbsp;2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;1992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.298% | &nbsp;&nbsp;8/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;8089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7831 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 |
|  | Biogen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271 |
|  | Bio-Rad Laboratories Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6085 |
| <sup>3</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595 |
| <sup>3</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;3.464% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4456 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;11/13/30 | &nbsp;&nbsp;13717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11870 |

---

------

Intermediate-Term Bond Index 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;5.750% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9310 | &nbsp;&nbsp;&nbsp;&nbsp;9918 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/22/31 | &nbsp;&nbsp;10063 | &nbsp;&nbsp;10415 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;13344 | &nbsp;&nbsp;12099 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6882 | &nbsp;&nbsp;&nbsp;&nbsp;7394 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/22/34 | &nbsp;&nbsp;22945 | &nbsp;&nbsp;23493 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4435 | &nbsp;&nbsp;&nbsp;&nbsp;4561 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp;&nbsp;&nbsp;8805 |
| <sup>3</sup> | Cedars-Sinai Health System | &nbsp;&nbsp;2.288% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;2310 |
|  | Cencora Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;12256 | &nbsp;&nbsp;11070 |
|  | Cencora Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;3140 |
|  | Cencora Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;6905 |
|  | Centene Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;21989 | &nbsp;&nbsp;19650 |
|  | Centene Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;16238 | &nbsp;&nbsp;13992 |
|  | Centene Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;10406 | &nbsp;&nbsp;&nbsp;&nbsp;8922 |
|  | Cigna Group | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;16202 | &nbsp;&nbsp;14403 |
|  | Cigna Group | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;2371 |
|  | Cigna Group | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9090 | &nbsp;&nbsp;&nbsp;&nbsp;9392 |
|  | Cigna Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;9728 |
|  | CommonSpirit Health | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4278 | &nbsp;&nbsp;&nbsp;&nbsp;3921 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.205% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp;&nbsp;&nbsp;9727 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;6154 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/21/30 | &nbsp;&nbsp;14320 | &nbsp;&nbsp;12373 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;8045 | &nbsp;&nbsp;&nbsp;&nbsp;8223 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/31 | &nbsp;&nbsp;19158 | &nbsp;&nbsp;16407 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
|  | CVS Health Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7620 | &nbsp;&nbsp;&nbsp;&nbsp;6517 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/21/33 | &nbsp;&nbsp;12473 | &nbsp;&nbsp;12556 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;13063 | &nbsp;&nbsp;13159 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6254 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;10004 | &nbsp;&nbsp;&nbsp;&nbsp;8983 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9840 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7020 | &nbsp;&nbsp;&nbsp;&nbsp;7321 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8653 | &nbsp;&nbsp;&nbsp;&nbsp;8594 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8115 | &nbsp;&nbsp;&nbsp;&nbsp;8294 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;10263 | &nbsp;&nbsp;10365 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;8745 | &nbsp;&nbsp;&nbsp;&nbsp;8981 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;3728 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/9/34 | &nbsp;&nbsp;13765 | &nbsp;&nbsp;13756 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;7824 | &nbsp;&nbsp;&nbsp;&nbsp;7754 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/12/35 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;13050 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2142 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.905% | &nbsp;&nbsp;11/22/32 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;17016 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4346 | &nbsp;&nbsp;&nbsp;&nbsp;4450 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;10481 | &nbsp;&nbsp;10833 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;8956 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;2776 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8442 | &nbsp;&nbsp;&nbsp;&nbsp;8433 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;25300 | &nbsp;&nbsp;23922 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;14645 | &nbsp;&nbsp;15098 |
|  | HCA Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8437 | &nbsp;&nbsp;&nbsp;&nbsp;7349 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6685 | &nbsp;&nbsp;&nbsp;&nbsp;6899 |
|  | HCA Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;18260 | &nbsp;&nbsp;16829 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7214 | &nbsp;&nbsp;&nbsp;&nbsp;7390 |
|  | HCA Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;11836 | &nbsp;&nbsp;12122 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;12801 | &nbsp;&nbsp;12898 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17684 |
|  | Humana Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;11518 | &nbsp;&nbsp;11777 |
|  | Humana Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/3/32 | &nbsp;&nbsp;12643 | &nbsp;&nbsp;10599 |
|  | Humana Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;6087 |
|  | Humana Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7918 |
|  | Humana Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;6156 |
|  | Icon Investments Six DAC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp;&nbsp;&nbsp;3962 |
|  | Illumina Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;5624 |
|  | Johnson & Johnson | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;17545 | &nbsp;&nbsp;15275 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Johnson & Johnson | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12935 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;11782 | &nbsp;&nbsp;12110 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1222 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;16251 | &nbsp;&nbsp;16671 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;2146 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5073 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;7330 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5927 |
|  | McKesson Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3972 | &nbsp;&nbsp;&nbsp;&nbsp;4066 |
|  | McKesson Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6355 |
|  | Medtronic Global Holdings SCA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;9424 | &nbsp;&nbsp;&nbsp;&nbsp;9316 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;13260 | &nbsp;&nbsp;12827 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/10/31 | &nbsp;&nbsp;27380 | &nbsp;&nbsp;23899 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/17/33 | &nbsp;&nbsp;11540 | &nbsp;&nbsp;11499 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/14/30 | &nbsp;&nbsp;12784 | &nbsp;&nbsp;11642 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;8710 | &nbsp;&nbsp;&nbsp;&nbsp;8580 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/18/34 | &nbsp;&nbsp;10090 | &nbsp;&nbsp;&nbsp;&nbsp;9722 |
| <sup>3</sup> | Ochsner LSU Health System of North Louisiana | &nbsp;&nbsp;2.510% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;2592 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.297% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;2471 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2561 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;9240 | &nbsp;&nbsp;&nbsp;&nbsp;8182 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/18/31 | &nbsp;&nbsp;10624 | &nbsp;&nbsp;&nbsp;&nbsp;9199 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/19/33 | &nbsp;&nbsp;41956 | &nbsp;&nbsp;41882 |
| <sup>3</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.044% | &nbsp;&nbsp;1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;1455 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3356 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4953 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;3498 | &nbsp;&nbsp;&nbsp;&nbsp;3174 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;11/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;4988 | &nbsp;&nbsp;&nbsp;&nbsp;5468 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7228 | &nbsp;&nbsp;&nbsp;&nbsp;7194 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;10359 | &nbsp;&nbsp;&nbsp;&nbsp;8998 |
|  | Revvity Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4132 | &nbsp;&nbsp;&nbsp;&nbsp;3631 |
|  | Revvity Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5626 | &nbsp;&nbsp;&nbsp;&nbsp;4816 |
|  | Royalty Pharma plc | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;8521 | &nbsp;&nbsp;&nbsp;&nbsp;7549 |
|  | Royalty Pharma plc | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;5807 | &nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1292 |
|  | Smith & Nephew plc | &nbsp;&nbsp;2.032% | &nbsp;&nbsp;10/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;4042 | &nbsp;&nbsp;&nbsp;&nbsp;3542 |
|  | Smith & Nephew plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;6197 |
|  | Solventum Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;7415 | &nbsp;&nbsp;&nbsp;&nbsp;7697 |
|  | Solventum Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/23/34 | &nbsp;&nbsp;12360 | &nbsp;&nbsp;12718 |
| <sup>3</sup> | Stanford Health Care | &nbsp;&nbsp;3.310% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2787 | &nbsp;&nbsp;&nbsp;&nbsp;2659 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5819 | &nbsp;&nbsp;&nbsp;&nbsp;5227 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;4996 | &nbsp;&nbsp;&nbsp;&nbsp;4915 |
|  | Stryker Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;9335 | &nbsp;&nbsp;&nbsp;&nbsp;9505 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;5532 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;5.537% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;5714 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;9190 | &nbsp;&nbsp;&nbsp;&nbsp;9336 |
| <sup>5</sup> | Takeda US Financing Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9401 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;11265 | &nbsp;&nbsp;&nbsp;&nbsp;9823 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;6529 | &nbsp;&nbsp;&nbsp;&nbsp;6672 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;8/10/33 | &nbsp;&nbsp;12295 | &nbsp;&nbsp;12568 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;6307 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;10595 | &nbsp;&nbsp;10764 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;17538 | &nbsp;&nbsp;15482 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;11075 | &nbsp;&nbsp;11213 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;11124 | &nbsp;&nbsp;10764 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;13693 | &nbsp;&nbsp;14094 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;15125 | &nbsp;&nbsp;14738 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8363 | &nbsp;&nbsp;&nbsp;&nbsp;8354 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/15/34 | &nbsp;&nbsp;17120 | &nbsp;&nbsp;17280 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8384 | &nbsp;&nbsp;&nbsp;&nbsp;8544 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8510 | &nbsp;&nbsp;&nbsp;&nbsp;7584 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4084 |
|  | UPMC | &nbsp;&nbsp;5.035% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4313 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/24/31 | &nbsp;&nbsp;11587 | &nbsp;&nbsp;10245 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7406 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2854 |
|  | Zoetis Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;7121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7520 |
|  |  |  |  |  | **1472563** |
| **Industrials (2.1%)** | **Industrials (2.1%)** | **Industrials (2.1%)** | **Industrials (2.1%)** | **Industrials (2.1%)** | **Industrials (2.1%)** |
|  | 3M Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 |
|  | Acuity Brands Lighting Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4859 |
|  | AGCO Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6110 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.411% | &nbsp;&nbsp;7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class A Series 2021-1 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;5806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5157 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2774 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6155 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5299 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9826 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;15861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14943 |
|  | Boeing Co. | &nbsp;&nbsp;6.388% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9508 |
|  | Boeing Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 |
|  | Boeing Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6704 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;22547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24519 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5767 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/2/31 | &nbsp;&nbsp;16620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14582 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;6658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6748 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4539 |
|  | Carrier Global Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7404 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;18532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17961 |
|  | CSX Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7538 |
|  | Cummins Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | Cummins Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9303 |
|  | Cummins Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5949 |
|  | Cummins Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9393 |
|  | Deere & Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;8931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9301 |
|  | Eaton Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5895 |
|  | Eaton Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;10703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10396 |
|  | Embraer Netherlands Finance BV | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;2/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5363 |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4977 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 |
|  | Emerson Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7060 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7725 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496 |
|  | Flowserve Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4216 |
|  | Flowserve Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849 |
|  | GE Capital Funding LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5711 |
|  | General Dynamics Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227 |
| <sup>3</sup> | General Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792 |
|  | HEICO Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5153 |
|  | Hexcel Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5902 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5916 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7578 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;13160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13369 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5059 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;13180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13259 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3649 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9747 |
|  | IDEX Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;9115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9543 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6689 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2814 |
| <sup>3</sup> | JetBlue Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478 |

---

------

Intermediate-Term Bond Index 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> | JetBlue Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3381 | &nbsp;&nbsp;&nbsp;&nbsp;2959 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5311 | &nbsp;&nbsp;&nbsp;&nbsp;4583 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/7/31 | &nbsp;&nbsp;10510 | &nbsp;&nbsp;10768 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;9920 | &nbsp;&nbsp;&nbsp;&nbsp;9901 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;9254 | &nbsp;&nbsp;&nbsp;&nbsp;8908 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5386 | &nbsp;&nbsp;&nbsp;&nbsp;5324 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/8/33 | &nbsp;&nbsp;13904 | &nbsp;&nbsp;14373 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;8301 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;7774 | &nbsp;&nbsp;&nbsp;&nbsp;7905 |
|  | Johnson Controls International plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;4553 |
|  | Johnson Controls International plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;4079 | &nbsp;&nbsp;&nbsp;&nbsp;3499 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6459 |
|  | Kennametal Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1571 | &nbsp;&nbsp;&nbsp;&nbsp;1409 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;3879 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9619 | &nbsp;&nbsp;&nbsp;&nbsp;8323 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9910 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/31/33 | &nbsp;&nbsp;13941 | &nbsp;&nbsp;14334 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;4174 |
|  | LKQ Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;3308 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3392 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7514 | &nbsp;&nbsp;&nbsp;&nbsp;7233 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6201 | &nbsp;&nbsp;&nbsp;&nbsp;6437 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;8331 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;5408 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;10662 | &nbsp;&nbsp;11008 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4579 | &nbsp;&nbsp;&nbsp;&nbsp;4065 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;15151 | &nbsp;&nbsp;13731 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6423 | &nbsp;&nbsp;&nbsp;&nbsp;6284 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;16199 | &nbsp;&nbsp;16937 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2135 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2472 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;8606 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;7250 |
|  | nVent Finance Sarl | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;1775 |
|  | nVent Finance Sarl | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp;&nbsp;&nbsp;5768 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;4995 | &nbsp;&nbsp;&nbsp;&nbsp;5144 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;3270 | &nbsp;&nbsp;&nbsp;&nbsp;3325 |
| <sup>3</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;4132 |
|  | Pentair Finance Sarl | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;3458 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp;10015 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5945 | &nbsp;&nbsp;&nbsp;&nbsp;5072 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1410 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3742 | &nbsp;&nbsp;&nbsp;&nbsp;3197 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;3009 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7065 | &nbsp;&nbsp;&nbsp;&nbsp;7169 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;17299 | &nbsp;&nbsp;17628 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;2509 |
|  | RTX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;6026 |
|  | RTX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;11442 | &nbsp;&nbsp;12291 |
|  | RTX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;15617 | &nbsp;&nbsp;13592 |
|  | RTX Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;9532 | &nbsp;&nbsp;&nbsp;&nbsp;9739 |
|  | RTX Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;14340 | &nbsp;&nbsp;15497 |
|  | RTX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;1109 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2473 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5776 | &nbsp;&nbsp;&nbsp;&nbsp;6350 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8555 | &nbsp;&nbsp;&nbsp;&nbsp;7763 |
|  | Textron Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4823 |
|  | Textron Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;3841 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp;3201 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;4332 |
|  | Trimble Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6696 | &nbsp;&nbsp;&nbsp;&nbsp;7112 |
|  | Triton Container International Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5155 | &nbsp;&nbsp;&nbsp;&nbsp;4473 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;5222 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;4165 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;8591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;4999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4968 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;7007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7147 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2019-2 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;9007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9154 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 |
|  | Veralto Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7373 |
|  | Vontier Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4839 |
|  | Waste Connections Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6916 |
|  | Waste Connections Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 |
|  | Waste Connections Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7396 |
|  | Waste Connections Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231 |
|  | Waste Management Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8547 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5324 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6102 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8138 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4277 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;10290 | &nbsp;&nbsp;&nbsp;&nbsp;10435 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;12825 | &nbsp;&nbsp;&nbsp;&nbsp;12880 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;5.611% | &nbsp;&nbsp;3/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7915 |
|  | WW Grainger Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4281 |
|  | Xylem Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;4872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 |
|  |  |  |  |  | &nbsp;&nbsp;**964656** |
| **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/34 | &nbsp;&nbsp;12934 | &nbsp;&nbsp;&nbsp;&nbsp;12965 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4646 |
|  | Amcor Finance USA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;5379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.690% | &nbsp;&nbsp;5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;7104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6361 |
| <sup>4</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;9138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9274 |
| <sup>4</sup> | Amrize Finance US LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;2787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 |
|  | AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328 |
|  | AptarGroup Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;10466 | &nbsp;&nbsp;&nbsp;&nbsp;11504 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;3545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3718 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9948 | &nbsp;&nbsp;&nbsp;&nbsp;10461 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8205 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;7560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7840 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;3077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5914 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/33 | &nbsp;&nbsp;12544 | &nbsp;&nbsp;&nbsp;&nbsp;12842 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;5072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5177 |
|  | Cabot Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3523 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3922 |
|  | CF Industries Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6798 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5926 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/9/35 | &nbsp;&nbsp;10990 | &nbsp;&nbsp;&nbsp;&nbsp;11268 |
|  | Dow Chemical Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3976 |
|  | Dow Chemical Co. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 |
|  | Dow Chemical Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089 |
|  | Eagle Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6553 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;9417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9803 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;10694 | &nbsp;&nbsp;&nbsp;&nbsp;10896 |
|  | Ecolab Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3208 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5258 |
|  | EIDP Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4578 |
|  | EIDP Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579 |
|  | EIDP Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4997 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3743 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5091 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6483 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Gerdau Trade Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5428 |
|  | Huntsman International LLC | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354 |
|  | Huntsman International LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120 |
|  | Kinross Gold Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 |
|  | Linde Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7353 |
|  | Lubrizol Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4234 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7231 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6664 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6378 |
|  | Mosaic Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4356 |
|  | NewMarket Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145 |
|  | Newmont Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;12843 | &nbsp;&nbsp;&nbsp;&nbsp;11595 |
|  | Newmont Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8127 |
|  | Newmont Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;23450 | &nbsp;&nbsp;&nbsp;&nbsp;24069 |
| <sup>3</sup> | Newmont Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 |
|  | Nucor Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994 |
|  | Nucor Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6078 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;8707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8869 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;5084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5161 |
|  | Packaging Corp. of America | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3813 |
|  | Reliance Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4799 |
|  | Rio Tinto Alcan Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/33 | &nbsp;&nbsp;11036 | &nbsp;&nbsp;&nbsp;&nbsp;11965 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;4512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/35 | &nbsp;&nbsp;15687 | &nbsp;&nbsp;&nbsp;&nbsp;15956 |
|  | RPM International Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3054 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/34 | &nbsp;&nbsp;10762 | &nbsp;&nbsp;&nbsp;&nbsp;10956 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7908 |
|  | Sonoco Products Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781 |
|  | Sonoco Products Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5708 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6264 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6029 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;10339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9672 |
| <sup>3</sup> | Suzano Austria GmbH | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7411 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;12863 | &nbsp;&nbsp;&nbsp;&nbsp;12144 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/12/33 | &nbsp;&nbsp;12215 | &nbsp;&nbsp;&nbsp;&nbsp;12801 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;2772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3321 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6390 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 |
|  | WRKCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6335 |
|  | Yamana Gold Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3282 |
|  |  |  |  |  | &nbsp;&nbsp;**518393** |
| **Real Estate (2.2%)** | **Real Estate (2.2%)** | **Real Estate (2.2%)** | **Real Estate (2.2%)** | **Real Estate (2.2%)** | **Real Estate (2.2%)** |
|  | Agree LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929 |
|  | Agree LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 |
|  | Agree LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3006 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;10533 | &nbsp;&nbsp;&nbsp;&nbsp;10619 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/18/32 | &nbsp;&nbsp;11249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9337 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5021 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055 |
|  | American Assets Trust LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5710 |
|  | American Assets Trust LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3916 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5189 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | American Tower Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7251 | &nbsp;&nbsp;&nbsp;&nbsp;6306 |
|  | American Tower Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8583 | &nbsp;&nbsp;&nbsp;&nbsp;7698 |
|  | American Tower Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9823 | &nbsp;&nbsp;&nbsp;&nbsp;8526 |
|  | American Tower Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;6623 |
|  | American Tower Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7958 | &nbsp;&nbsp;&nbsp;&nbsp;8285 |
|  | American Tower Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7919 | &nbsp;&nbsp;&nbsp;&nbsp;8170 |
|  | American Tower Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/31/35 | &nbsp;&nbsp;12915 | &nbsp;&nbsp;13189 |
|  | American Tower Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2574 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;2783 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.409% | &nbsp;&nbsp;9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;5005 | &nbsp;&nbsp;&nbsp;&nbsp;4901 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7541 | &nbsp;&nbsp;&nbsp;&nbsp;6497 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5912 | &nbsp;&nbsp;&nbsp;&nbsp;5995 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;3578 | &nbsp;&nbsp;&nbsp;&nbsp;3684 |
| <sup>5</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3531 |
|  | Boston Properties LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;10615 | &nbsp;&nbsp;&nbsp;&nbsp;9727 |
|  | Boston Properties LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5082 | &nbsp;&nbsp;&nbsp;&nbsp;4287 |
|  | Boston Properties LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;10856 | &nbsp;&nbsp;&nbsp;&nbsp;8680 |
|  | Boston Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;2199 |
|  | Boston Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;7575 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7204 | &nbsp;&nbsp;&nbsp;&nbsp;6993 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;6672 | &nbsp;&nbsp;&nbsp;&nbsp;5816 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;2299 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3341 | &nbsp;&nbsp;&nbsp;&nbsp;3431 |
|  | Broadstone Net Lease LLC | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3208 | &nbsp;&nbsp;&nbsp;&nbsp;2729 |
|  | CBRE Services Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4182 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8426 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5171 | &nbsp;&nbsp;&nbsp;&nbsp;4575 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4216 | &nbsp;&nbsp;&nbsp;&nbsp;3479 |
|  | Cousins Properties LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5355 |
|  | Cousins Properties LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;3586 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7869 | &nbsp;&nbsp;&nbsp;&nbsp;7364 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;12996 | &nbsp;&nbsp;11306 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8116 | &nbsp;&nbsp;&nbsp;&nbsp;6964 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;6051 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1526 | &nbsp;&nbsp;&nbsp;&nbsp;1520 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9180 | &nbsp;&nbsp;&nbsp;&nbsp;9510 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4132 | &nbsp;&nbsp;&nbsp;&nbsp;4092 |
|  | CubeSmart LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;1695 |
|  | CubeSmart LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5923 | &nbsp;&nbsp;&nbsp;&nbsp;5094 |
|  | DOC DR LLC | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3581 | &nbsp;&nbsp;&nbsp;&nbsp;3152 |
|  | Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6840 | &nbsp;&nbsp;&nbsp;&nbsp;7006 |
|  | Equinix Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6627 | &nbsp;&nbsp;&nbsp;&nbsp;5896 |
|  | Equinix Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;10939 | &nbsp;&nbsp;&nbsp;&nbsp;9694 |
|  | Equinix Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;7255 |
|  | ERP Operating LP | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;5804 |
|  | ERP Operating LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6260 | &nbsp;&nbsp;&nbsp;&nbsp;6327 |
|  | ERP Operating LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;5890 |
|  | Essential Properties LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4339 |
|  | Essex Portfolio LP | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1306 |
|  | Essex Portfolio LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7780 | &nbsp;&nbsp;&nbsp;&nbsp;6796 |
|  | Essex Portfolio LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;4717 |
|  | Essex Portfolio LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6490 | &nbsp;&nbsp;&nbsp;&nbsp;6587 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;3869 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6659 | &nbsp;&nbsp;&nbsp;&nbsp;7038 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5062 | &nbsp;&nbsp;&nbsp;&nbsp;4472 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5171 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp;6907 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5635 | &nbsp;&nbsp;&nbsp;&nbsp;5718 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;3429 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4122 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;5384 |
|  | GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6278 | &nbsp;&nbsp;&nbsp;&nbsp;5921 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | GLP Capital LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;5976 |
|  | GLP Capital LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3721 |
|  | GLP Capital LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;&nbsp;7101 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7157 | &nbsp;&nbsp;&nbsp;&nbsp;6132 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;3990 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;6120 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;3430 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4227 | &nbsp;&nbsp;&nbsp;&nbsp;3652 |
|  | Highwoods Realty LP | &nbsp;&nbsp;7.650% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3911 | &nbsp;&nbsp;&nbsp;&nbsp;4422 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8604 | &nbsp;&nbsp;&nbsp;&nbsp;7998 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2724 | &nbsp;&nbsp;&nbsp;&nbsp;2388 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;5992 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp;&nbsp;3375 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp;&nbsp;2664 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;&nbsp;&nbsp;8213 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3844 | &nbsp;&nbsp;&nbsp;&nbsp;3644 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3011 | &nbsp;&nbsp;&nbsp;&nbsp;3062 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2498 | &nbsp;&nbsp;&nbsp;&nbsp;2064 |
|  | Kilroy Realty LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;3881 |
|  | Kilroy Realty LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5134 | &nbsp;&nbsp;&nbsp;&nbsp;4714 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;1460 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9129 | &nbsp;&nbsp;&nbsp;&nbsp;8318 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5552 | &nbsp;&nbsp;&nbsp;&nbsp;5469 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3993 | &nbsp;&nbsp;&nbsp;&nbsp;4344 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;4248 |
|  | Kite Realty Group LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;4178 |
|  | Kite Realty Group LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;1941 |
|  | Kite Realty Group LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
|  | Kite Realty Group Trust | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;3009 |
| <sup>5</sup> | Ladder Capital Finance Holdings LLLP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;1938 |
|  | LXP Industrial Trust | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;3077 |
|  | LXP Industrial Trust | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3763 | &nbsp;&nbsp;&nbsp;&nbsp;3185 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;3999 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;3157 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;1916 |
|  | National Health Investors Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7326 | &nbsp;&nbsp;&nbsp;&nbsp;6504 |
| <sup>5</sup> | NNN REIT Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3830 |
|  | NNN REIT Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6155 | &nbsp;&nbsp;&nbsp;&nbsp;6361 |
|  | NNN REIT Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4303 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4225 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3096 | &nbsp;&nbsp;&nbsp;&nbsp;2831 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7592 | &nbsp;&nbsp;&nbsp;&nbsp;6548 |
|  | Phillips Edison Grocery Center Operating Partnership I LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4036 |
|  | Phillips Edison Grocery Center Operating Partnership I LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2769 | &nbsp;&nbsp;&nbsp;&nbsp;2682 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2398 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2566 | &nbsp;&nbsp;&nbsp;&nbsp;2139 |
|  | Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3117 | &nbsp;&nbsp;&nbsp;&nbsp;2739 |
|  | Prologis LP | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6921 | &nbsp;&nbsp;&nbsp;&nbsp;5917 |
|  | Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2649 | &nbsp;&nbsp;&nbsp;&nbsp;2296 |
|  | Prologis LP | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;7231 |
|  | Prologis LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;7429 |
|  | Prologis LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8452 | &nbsp;&nbsp;&nbsp;&nbsp;8559 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7606 | &nbsp;&nbsp;&nbsp;&nbsp;7623 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;3336 | &nbsp;&nbsp;&nbsp;&nbsp;3333 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;10480 | &nbsp;&nbsp;10617 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4188 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/9/31 | &nbsp;&nbsp;12351 | &nbsp;&nbsp;10786 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6347 | &nbsp;&nbsp;&nbsp;&nbsp;6513 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4184 |
|  | Rayonier LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;3711 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;11863 | &nbsp;&nbsp;11109 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8704 | &nbsp;&nbsp;&nbsp;&nbsp;8086 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Realty Income Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp;&nbsp;10209 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5778 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6387 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7318 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5653 |
|  | Regency Centers LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4899 |
|  | Regency Centers LP | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7704 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5258 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4226 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5711 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7077 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5303 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6827 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;2438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5845 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8241 |
|  | Store Capital LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 |
|  | Store Capital LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6689 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5158 |
|  | Tanger Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3773 |
|  | UDR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 |
|  | UDR Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3916 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725 |
|  | Ventas Realty LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495 |
|  | VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7387 |
|  | VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;15580 | &nbsp;&nbsp;&nbsp;&nbsp;15526 |
|  | VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516 |
|  | Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;11190 | &nbsp;&nbsp;&nbsp;&nbsp;10227 |
|  | Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571 |
|  | Welltower OP LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3133 |
|  | Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4816 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/9/33 | &nbsp;&nbsp;10336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9246 |
|  | WP Carey Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5783 |
|  | WP Carey Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170 |
|  | WP Carey Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035 |
|  |  |  |  |  | &nbsp;&nbsp;**974967** |
| **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** |
|  | Accenture Capital Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/4/31 | &nbsp;&nbsp;11305 | &nbsp;&nbsp;&nbsp;&nbsp;11188 |
|  | Accenture Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/4/34 | &nbsp;&nbsp;15345 | &nbsp;&nbsp;&nbsp;&nbsp;14928 |
|  | Adobe Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986 |
|  | Advanced Micro Devices Inc. | &nbsp;&nbsp;3.924% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4243 |
|  | Analog Devices Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;11184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9773 |
|  | Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/11/30 | &nbsp;&nbsp;19667 | &nbsp;&nbsp;&nbsp;&nbsp;17516 |
|  | Apple Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;9326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8092 |
|  | Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/8/31 | &nbsp;&nbsp;30411 | &nbsp;&nbsp;&nbsp;&nbsp;26555 |
|  | Apple Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;6046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5256 |
|  | Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4759 |
|  | Apple Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/8/32 | &nbsp;&nbsp;12015 | &nbsp;&nbsp;&nbsp;&nbsp;11334 |
|  | Apple Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8517 |
|  | Applied Materials Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5551 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4015 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;10615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9313 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;7128 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;5405 | &nbsp;&nbsp;&nbsp;&nbsp;5293 |
|  | Avnet Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4026 | &nbsp;&nbsp;&nbsp;&nbsp;4058 |
|  | Block Financial LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8145 | &nbsp;&nbsp;&nbsp;&nbsp;7744 |
|  | Booz Allen Hamilton Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5716 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;21687 | &nbsp;&nbsp;21338 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;44543 | &nbsp;&nbsp;39829 |
| <sup>3</sup> | Broadcom Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4825 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;3433 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;12078 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7910 | &nbsp;&nbsp;&nbsp;&nbsp;7667 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;16330 | &nbsp;&nbsp;13971 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;29084 | &nbsp;&nbsp;26343 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;38978 | &nbsp;&nbsp;34768 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;10270 | &nbsp;&nbsp;10142 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9566 | &nbsp;&nbsp;&nbsp;&nbsp;8526 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;9068 | &nbsp;&nbsp;&nbsp;&nbsp;8957 |
|  | CDW LLC | &nbsp;&nbsp;3.569% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8654 | &nbsp;&nbsp;&nbsp;&nbsp;7975 |
|  | CDW LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;3427 | &nbsp;&nbsp;&nbsp;&nbsp;3442 |
|  | CGI Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;4154 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;6996 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/26/31 | &nbsp;&nbsp;29777 | &nbsp;&nbsp;30626 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;8884 | &nbsp;&nbsp;&nbsp;&nbsp;9103 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/26/34 | &nbsp;&nbsp;20210 | &nbsp;&nbsp;20686 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/24/35 | &nbsp;&nbsp;17065 | &nbsp;&nbsp;17466 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;8/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;2488 |
|  | Dell International LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5008 |
|  | Dell International LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7061 | &nbsp;&nbsp;&nbsp;&nbsp;7551 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9987 | &nbsp;&nbsp;10198 |
|  | Dell International LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;5337 |
|  | Dell International LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;2332 |
|  | Dell International LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10130 |
|  | Dell International LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;8457 | &nbsp;&nbsp;&nbsp;&nbsp;8542 |
|  | Equifax Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;12648 | &nbsp;&nbsp;11028 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9381 | &nbsp;&nbsp;&nbsp;&nbsp;8238 |
|  | Fiserv Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8585 | &nbsp;&nbsp;&nbsp;&nbsp;7868 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;7536 | &nbsp;&nbsp;&nbsp;&nbsp;7813 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/21/33 | &nbsp;&nbsp;11360 | &nbsp;&nbsp;11797 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6313 | &nbsp;&nbsp;&nbsp;&nbsp;6456 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;9230 | &nbsp;&nbsp;&nbsp;&nbsp;9252 |
|  | Flex Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4860 | &nbsp;&nbsp;&nbsp;&nbsp;4913 |
|  | Fortinet Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6915 | &nbsp;&nbsp;&nbsp;&nbsp;6090 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4459 | &nbsp;&nbsp;&nbsp;&nbsp;4102 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7451 | &nbsp;&nbsp;&nbsp;&nbsp;6590 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6808 | &nbsp;&nbsp;&nbsp;&nbsp;6946 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13443 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;17690 | &nbsp;&nbsp;17164 |
|  | HP Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/17/31 | &nbsp;&nbsp;11685 | &nbsp;&nbsp;10322 |
|  | HP Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;5093 |
|  | HP Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;9166 | &nbsp;&nbsp;&nbsp;&nbsp;9487 |
|  | Hubbell Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
|  | IBM International Capital Pte. Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4711 |
|  | IBM International Capital Pte. Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;5501 |
|  | Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;2545 |
|  | Intel Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;3702 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/31 | &nbsp;&nbsp;11433 | &nbsp;&nbsp;&nbsp;&nbsp;9823 |
|  | Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/32 | &nbsp;&nbsp;12470 | &nbsp;&nbsp;11825 |
|  | Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;1630 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/33 | &nbsp;&nbsp;26780 | &nbsp;&nbsp;27006 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;5334 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.720% | &nbsp;&nbsp;2/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/10/32 | &nbsp;&nbsp;10659 | &nbsp;&nbsp;10875 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;5601 | &nbsp;&nbsp;&nbsp;&nbsp;5521 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;5839 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;6361 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;5559 |
|  | Intuit Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4306 |
|  | Intuit Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;10505 | &nbsp;&nbsp;10872 |
|  | Jabil Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6783 | &nbsp;&nbsp;&nbsp;&nbsp;6186 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;3622 | &nbsp;&nbsp;&nbsp;&nbsp;3150 |
|  | KLA Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8310 | &nbsp;&nbsp;&nbsp;&nbsp;8358 |
|  | KLA Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5077 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6861 | &nbsp;&nbsp;&nbsp;&nbsp;6194 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;4958 | &nbsp;&nbsp;&nbsp;&nbsp;5297 |
|  | Lam Research Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7775 | &nbsp;&nbsp;&nbsp;&nbsp;6939 |
|  | Leidos Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3959 | &nbsp;&nbsp;&nbsp;&nbsp;3904 |
|  | Leidos Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;10260 | &nbsp;&nbsp;&nbsp;&nbsp;8982 |
|  | Leidos Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;2543 |
|  | Leidos Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6502 | &nbsp;&nbsp;&nbsp;&nbsp;6783 |
|  | Leidos Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;4827 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2511 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3638 | &nbsp;&nbsp;&nbsp;&nbsp;3310 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3810 | &nbsp;&nbsp;&nbsp;&nbsp;4022 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;2996 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3564 | &nbsp;&nbsp;&nbsp;&nbsp;3648 |
|  | Micron Technology Inc. | &nbsp;&nbsp;2.703% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7390 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;9743 | &nbsp;&nbsp;10158 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7535 | &nbsp;&nbsp;&nbsp;&nbsp;7876 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;12070 | &nbsp;&nbsp;12469 |
|  | Microsoft Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4504 | &nbsp;&nbsp;&nbsp;&nbsp;3943 |
|  | Moody's Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;4981 |
|  | Moody's Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;2128 |
|  | Moody's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4316 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8588 | &nbsp;&nbsp;&nbsp;&nbsp;7633 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;4557 | &nbsp;&nbsp;&nbsp;&nbsp;4094 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;5634 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4576 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6496 | &nbsp;&nbsp;&nbsp;&nbsp;6624 |
|  | NetApp Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;4707 | &nbsp;&nbsp;&nbsp;&nbsp;4855 |
|  | NetApp Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;5294 | &nbsp;&nbsp;&nbsp;&nbsp;5438 |
|  | Nordson Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4244 | &nbsp;&nbsp;&nbsp;&nbsp;4489 |
|  | NVIDIA Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;13186 | &nbsp;&nbsp;12505 |
|  | NVIDIA Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3867 | &nbsp;&nbsp;&nbsp;&nbsp;3431 |
|  | NXP BV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/11/31 | &nbsp;&nbsp;10780 | &nbsp;&nbsp;&nbsp;&nbsp;9515 |
|  | NXP BV | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8419 | &nbsp;&nbsp;&nbsp;&nbsp;7321 |
|  | NXP BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;4441 |
|  | Oracle Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;3292 | &nbsp;&nbsp;&nbsp;&nbsp;3323 |
|  | Oracle Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;44545 | &nbsp;&nbsp;40612 |
|  | Oracle Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;8082 | &nbsp;&nbsp;&nbsp;&nbsp;8292 |
|  | Oracle Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/9/32 | &nbsp;&nbsp;16793 | &nbsp;&nbsp;18163 |
|  | Oracle Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;8199 |
|  | Oracle Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;8947 | &nbsp;&nbsp;&nbsp;&nbsp;8488 |
|  | Oracle Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/27/34 | &nbsp;&nbsp;17622 | &nbsp;&nbsp;17112 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/3/35 | &nbsp;&nbsp;10392 | &nbsp;&nbsp;10623 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;8243 |
|  | Paychex Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;10283 | &nbsp;&nbsp;10628 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp;&nbsp;&nbsp;8586 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6555 | &nbsp;&nbsp;&nbsp;&nbsp;6650 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5761 | &nbsp;&nbsp;&nbsp;&nbsp;5780 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;4579 | &nbsp;&nbsp;&nbsp;&nbsp;4165 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;10512 | &nbsp;&nbsp;&nbsp;&nbsp;8740 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;2935 | &nbsp;&nbsp;&nbsp;&nbsp;2901 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;1954 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;7280 |
|  | Quanta Services Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8998 | &nbsp;&nbsp;&nbsp;&nbsp;8301 |
|  | Quanta Services Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4146 | &nbsp;&nbsp;&nbsp;&nbsp;3573 |
|  | Quanta Services Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;6455 | &nbsp;&nbsp;&nbsp;&nbsp;6533 |
|  | RELX Capital Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;6785 | &nbsp;&nbsp;&nbsp;&nbsp;6394 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;4799 | &nbsp;&nbsp;&nbsp;&nbsp;4830 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | RELX Capital Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;1797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4058 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8853 |
|  | S&P Global Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6456 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;13555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12315 |
|  | S&P Global Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5037 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;13833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12126 |
|  | ServiceNow Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;16332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14149 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5689 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;12603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12764 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;20396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20561 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 |
|  | Teledyne FLIR LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5628 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6069 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/34 | &nbsp;&nbsp;10693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10848 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;12565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11276 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7554 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5016 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;2584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2636 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837 |
|  | VMware LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6316 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;13466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11685 |
|  | Western Digital Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4907 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;10537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9905 |
|  |  |  |  |  | **1435899** |
| **Utilities (3.6%)** | **Utilities (3.6%)** | **Utilities (3.6%)** | **Utilities (3.6%)** | **Utilities (3.6%)** | **Utilities (3.6%)** |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5104 |
|  | AEP Texas Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5231 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4620 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3011 |
|  | AES Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;10513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9190 |
|  | AES Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8727 |
| <sup>3</sup> | Alabama Power Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7523 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.940% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4342 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
|  | Ameren Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;11864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11209 |
|  | Ameren Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;13219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13303 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7258 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2937 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7844 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2749 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4869 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3644 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5294 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4129 |
|  | Appalachian Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4614 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5159 |
|  | Atlantic City Electric Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3761 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7927 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5116 |
| <sup>3</sup> | Atmos Energy Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2936 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6595 |

---

------

Intermediate-Term Bond Index 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> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;2282 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3715 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9010 | &nbsp;&nbsp;&nbsp;&nbsp;8744 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;7264 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;3418 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp;5662 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;3934 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4573 | &nbsp;&nbsp;&nbsp;&nbsp;4061 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;2437 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;10197 | &nbsp;&nbsp;10244 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5201 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4998 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;2479 |
| <sup>3</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;2076 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6218 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;10057 | &nbsp;&nbsp;&nbsp;&nbsp;8760 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4243 |
| <sup>3</sup> | CMS Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7764 | &nbsp;&nbsp;&nbsp;&nbsp;7507 |
|  | CMS Energy Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;3424 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;4382 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;2252 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;4185 |
| <sup>3</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6510 | &nbsp;&nbsp;&nbsp;&nbsp;5682 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2702 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;3218 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3526 | &nbsp;&nbsp;&nbsp;&nbsp;3163 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4657 | &nbsp;&nbsp;&nbsp;&nbsp;4799 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp;3882 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;1943 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5565 | &nbsp;&nbsp;&nbsp;&nbsp;5636 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4408 | &nbsp;&nbsp;&nbsp;&nbsp;4663 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;6197 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1906 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9093 | &nbsp;&nbsp;&nbsp;&nbsp;8450 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;1668 |
|  | Consumers Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6938 | &nbsp;&nbsp;&nbsp;&nbsp;6988 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8164 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;3004 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7697 | &nbsp;&nbsp;&nbsp;&nbsp;7391 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6712 | &nbsp;&nbsp;&nbsp;&nbsp;6888 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;5211 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5266 | &nbsp;&nbsp;&nbsp;&nbsp;5313 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;8493 | &nbsp;&nbsp;&nbsp;&nbsp;9092 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;10433 | &nbsp;&nbsp;10619 |
| <sup>3</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4783 | &nbsp;&nbsp;&nbsp;&nbsp;4190 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2607 | &nbsp;&nbsp;&nbsp;&nbsp;2885 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;3193 |
| <sup>3</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4955 | &nbsp;&nbsp;&nbsp;&nbsp;5065 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5083 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5432 | &nbsp;&nbsp;&nbsp;&nbsp;4931 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3356 | &nbsp;&nbsp;&nbsp;&nbsp;3450 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;4879 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2750 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;10357 | &nbsp;&nbsp;10831 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9016 | &nbsp;&nbsp;&nbsp;&nbsp;8155 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5644 | &nbsp;&nbsp;&nbsp;&nbsp;5069 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;10680 | &nbsp;&nbsp;10860 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp;&nbsp;&nbsp;2279 |
| <sup>3</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;5029 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3868 | &nbsp;&nbsp;&nbsp;&nbsp;3511 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9474 | &nbsp;&nbsp;&nbsp;&nbsp;8443 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;11117 | &nbsp;&nbsp;10879 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6410 | &nbsp;&nbsp;&nbsp;&nbsp;6742 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;5.450% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;2246 |
|  | Duke Energy Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp;&nbsp;&nbsp;9066 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2578 | &nbsp;&nbsp;&nbsp;&nbsp;2276 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4592 | &nbsp;&nbsp;&nbsp;&nbsp;4062 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;1568 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3678 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;5440 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1270 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5107 | &nbsp;&nbsp;&nbsp;&nbsp;4437 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3801 | &nbsp;&nbsp;&nbsp;&nbsp;3923 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;4663 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9426 | &nbsp;&nbsp;&nbsp;&nbsp;9472 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7060 | &nbsp;&nbsp;&nbsp;&nbsp;6692 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp;&nbsp;&nbsp;4348 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;2297 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;4098 |
|  | Entergy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3997 | &nbsp;&nbsp;&nbsp;&nbsp;3691 |
|  | Entergy Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9044 | &nbsp;&nbsp;&nbsp;&nbsp;7999 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5055 | &nbsp;&nbsp;&nbsp;&nbsp;4665 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;2653 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4451 | &nbsp;&nbsp;&nbsp;&nbsp;4567 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;4571 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;2870 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3719 | &nbsp;&nbsp;&nbsp;&nbsp;3208 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;5086 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;5288 |
|  | Evergy Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3957 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;3073 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3006 | &nbsp;&nbsp;&nbsp;&nbsp;3003 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;5865 |
| <sup>4</sup> | Evergy Missouri West Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1534 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6183 | &nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | Eversource Energy | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4177 |
|  | Eversource Energy | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;12690 | &nbsp;&nbsp;13358 |
|  | Eversource Energy | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5793 | &nbsp;&nbsp;&nbsp;&nbsp;5278 |
|  | Eversource Energy | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;10360 | &nbsp;&nbsp;10360 |
|  | Eversource Energy | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1896 |
|  | Exelon Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
|  | Exelon Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6663 |
|  | Exelon Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;7690 |
|  | Exelon Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2283 | &nbsp;&nbsp;&nbsp;&nbsp;2349 |
|  | Exelon Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp;&nbsp;&nbsp;8334 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7012 | &nbsp;&nbsp;&nbsp;&nbsp;6224 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3383 | &nbsp;&nbsp;&nbsp;&nbsp;3430 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/3/32 | &nbsp;&nbsp;13934 | &nbsp;&nbsp;12307 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7069 | &nbsp;&nbsp;&nbsp;&nbsp;7231 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7065 | &nbsp;&nbsp;&nbsp;&nbsp;7090 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp;1917 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6274 | &nbsp;&nbsp;&nbsp;&nbsp;6469 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;&nbsp;4292 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;3516 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/17/33 | &nbsp;&nbsp;10268 | &nbsp;&nbsp;10355 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp;1897 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;10192 | &nbsp;&nbsp;10336 |
|  | Idaho Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;1904 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;2972 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;2073 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5139 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;1383 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;3229 |
|  | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5789 |
| <sup>3</sup> | Kentucky Utilities Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;3475 |

---

------

Intermediate-Term Bond Index 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> | Louisville Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;3517 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;5472 | &nbsp;&nbsp;&nbsp;&nbsp;6167 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3167 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;4034 |
|  | National Grid plc | &nbsp;&nbsp;5.809% | &nbsp;&nbsp;6/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;7333 | &nbsp;&nbsp;&nbsp;&nbsp;7712 |
|  | National Grid plc | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;4546 | &nbsp;&nbsp;&nbsp;&nbsp;4670 |
|  | National Grid USA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;8027 | &nbsp;&nbsp;&nbsp;&nbsp;8229 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4574 | &nbsp;&nbsp;&nbsp;&nbsp;3850 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2484 | &nbsp;&nbsp;&nbsp;&nbsp;2112 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;3976 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2304 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;11299 | &nbsp;&nbsp;12006 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;2739 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.440% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4397 | &nbsp;&nbsp;&nbsp;&nbsp;3813 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;30495 | &nbsp;&nbsp;31413 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6084 | &nbsp;&nbsp;&nbsp;&nbsp;6156 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/28/33 | &nbsp;&nbsp;10813 | &nbsp;&nbsp;10910 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5200 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;18790 | &nbsp;&nbsp;19168 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;3735 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6342 |
|  | NiSource Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7378 | &nbsp;&nbsp;&nbsp;&nbsp;6318 |
|  | NiSource Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;3884 | &nbsp;&nbsp;&nbsp;&nbsp;3978 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5902 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8972 |
|  | NiSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/31/55 | &nbsp;&nbsp;&nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;&nbsp;3882 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3277 | &nbsp;&nbsp;&nbsp;&nbsp;2952 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;10715 | &nbsp;&nbsp;10825 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4312 | &nbsp;&nbsp;&nbsp;&nbsp;4423 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4764 | &nbsp;&nbsp;&nbsp;&nbsp;4806 |
| <sup>3</sup> | Ohio Power Co. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9898 | &nbsp;&nbsp;&nbsp;&nbsp;8401 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;3472 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;4764 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3901 | &nbsp;&nbsp;&nbsp;&nbsp;4034 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4643 | &nbsp;&nbsp;&nbsp;&nbsp;4482 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7027 | &nbsp;&nbsp;&nbsp;&nbsp;6941 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;10715 | &nbsp;&nbsp;11260 |
| <sup>4</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5985 | &nbsp;&nbsp;&nbsp;&nbsp;6103 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;32597 | &nbsp;&nbsp;31814 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;19606 | &nbsp;&nbsp;17019 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7797 | &nbsp;&nbsp;&nbsp;&nbsp;7006 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4833 | &nbsp;&nbsp;&nbsp;&nbsp;4532 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;10062 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;6694 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6529 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;12620 | &nbsp;&nbsp;13568 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;5427 |
|  | PacifiCorp | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3746 | &nbsp;&nbsp;&nbsp;&nbsp;3421 |
|  | PacifiCorp | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4614 | &nbsp;&nbsp;&nbsp;&nbsp;4755 |
|  | PacifiCorp | &nbsp;&nbsp;7.700% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | PacifiCorp | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9045 | &nbsp;&nbsp;&nbsp;&nbsp;9174 |
|  | PacifiCorp | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;8102 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1279 | &nbsp;&nbsp;&nbsp;&nbsp;1299 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;3.594% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6443 | &nbsp;&nbsp;&nbsp;&nbsp;5735 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;3224 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;2349 |
|  | PPL Capital Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6151 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5128 | &nbsp;&nbsp;&nbsp;&nbsp;5207 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | Progress Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;5295 | &nbsp;&nbsp;&nbsp;&nbsp;5981 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp;4354 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4659 | &nbsp;&nbsp;&nbsp;&nbsp;4459 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4744 |
| <sup>3</sup> | Public Service Co. of New Hampshire | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;4985 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;6070 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;1882 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9778 | &nbsp;&nbsp;&nbsp;&nbsp;8950 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4095 | &nbsp;&nbsp;&nbsp;&nbsp;4166 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7715 | &nbsp;&nbsp;&nbsp;&nbsp;7670 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;3362 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3847 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5490 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1897 | &nbsp;&nbsp;&nbsp;&nbsp;1919 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;11895 | &nbsp;&nbsp;10287 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2057 | &nbsp;&nbsp;&nbsp;&nbsp;2105 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5380 | &nbsp;&nbsp;&nbsp;&nbsp;5445 |
| <sup>4</sup> | Puget Energy Inc. | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6284 | &nbsp;&nbsp;&nbsp;&nbsp;6332 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;6138 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6342 | &nbsp;&nbsp;&nbsp;&nbsp;5524 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3780 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7062 | &nbsp;&nbsp;&nbsp;&nbsp;7212 |
|  | Sempra | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7464 | &nbsp;&nbsp;&nbsp;&nbsp;7621 |
|  | Sempra | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;10214 |
|  | Sempra | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2479 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4151 | &nbsp;&nbsp;&nbsp;&nbsp;3601 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7345 | &nbsp;&nbsp;&nbsp;&nbsp;7481 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;3669 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7160 | &nbsp;&nbsp;&nbsp;&nbsp;7353 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5254 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;7245 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7115 | &nbsp;&nbsp;&nbsp;&nbsp;6988 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;3156 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4818 | &nbsp;&nbsp;&nbsp;&nbsp;4850 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2194 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5258 | &nbsp;&nbsp;&nbsp;&nbsp;5528 |
|  | Southern Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9855 | &nbsp;&nbsp;10039 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp;&nbsp;&nbsp;2572 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9730 | &nbsp;&nbsp;&nbsp;&nbsp;9521 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;15095 | &nbsp;&nbsp;15550 |
| <sup>3</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;3318 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4655 | &nbsp;&nbsp;&nbsp;&nbsp;4730 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4094 | &nbsp;&nbsp;&nbsp;&nbsp;4294 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5460 | &nbsp;&nbsp;&nbsp;&nbsp;5404 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;4898 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5018 | &nbsp;&nbsp;&nbsp;&nbsp;4759 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4096 | &nbsp;&nbsp;&nbsp;&nbsp;4127 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;5872 |
|  | Spire Missouri Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;2852 |
| <sup>3</sup> | Spire Missouri Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2617 | &nbsp;&nbsp;&nbsp;&nbsp;2659 |
|  | System Energy Resources Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;4730 |
|  | Tampa Electric Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4259 | &nbsp;&nbsp;&nbsp;&nbsp;3817 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4363 | &nbsp;&nbsp;&nbsp;&nbsp;4385 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3648 | &nbsp;&nbsp;&nbsp;&nbsp;3147 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;2795 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;3500 |
|  | Union Electric Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5471 | &nbsp;&nbsp;&nbsp;&nbsp;4712 |
|  | Union Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4526 |
|  | Union Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp;1850 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4832 | &nbsp;&nbsp;&nbsp;&nbsp;4225 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;4955 | &nbsp;&nbsp;&nbsp;&nbsp;4306 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;4793 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5777 | &nbsp;&nbsp;&nbsp;&nbsp;5899 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp;&nbsp;&nbsp;5503 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4268 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;1799 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;4664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4711 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5670 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;2234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2284 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3548 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7083 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8677 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4086 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1630696** |
| **Total Corporate Bonds (Cost $16,605,094)** | **Total Corporate Bonds (Cost $16,605,094)** | **Total Corporate Bonds (Cost $16,605,094)** | **Total Corporate Bonds (Cost $16,605,094)** | **Total Corporate Bonds (Cost $16,605,094)** | **16564556** |
| **Sovereign Bonds (4.7%)** | **Sovereign Bonds (4.7%)** | **Sovereign Bonds (4.7%)** | **Sovereign Bonds (4.7%)** | **Sovereign Bonds (4.7%)** | **Sovereign Bonds (4.7%)** |
|  | African Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;5637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5720 |
| <sup>3</sup> | African Development Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5166 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/4/31 | &nbsp;&nbsp;10373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9101 |
|  | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/28/32 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10868 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/33 | &nbsp;&nbsp;19215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19098 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/33 | &nbsp;&nbsp;19985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19651 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/34 | &nbsp;&nbsp;25675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25503 |
|  | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/35 | &nbsp;&nbsp;16236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16378 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/34 | &nbsp;&nbsp;11250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11270 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;3694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3766 |
| <sup>3</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/34 | &nbsp;&nbsp;11770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11761 |
|  | European Investment Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;40480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40068 |
|  | European Investment Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/23/30 | &nbsp;&nbsp;11665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9968 |
|  | European Investment Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/14/31 | &nbsp;&nbsp;41324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35861 |
|  | European Investment Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;14751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12999 |
|  | European Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/10/31 | &nbsp;&nbsp;15295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15630 |
|  | European Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/16/32 | &nbsp;&nbsp;34280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34723 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/14/33 | &nbsp;&nbsp;43077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42198 |
|  | European Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/34 | &nbsp;&nbsp;40410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40190 |
|  | European Investment Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/12/35 | &nbsp;&nbsp;22423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23078 |
| <sup>6</sup> | Export Development Canada | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8505 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3487 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8057 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8313 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5882 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441 |
| <sup>3</sup> | Hong Kong Government International Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6966 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;38907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33546 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/17/31 | &nbsp;&nbsp;13390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13111 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/12/33 | &nbsp;&nbsp;23624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22646 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/13/33 | &nbsp;&nbsp;25925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26458 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/17/34 | &nbsp;&nbsp;20730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20937 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;35990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36224 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/26/30 | &nbsp;&nbsp;25053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21429 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/10/31 | &nbsp;&nbsp;30110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30234 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/10/31 | &nbsp;&nbsp;40067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34710 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/10/31 | &nbsp;&nbsp;38125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39236 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/3/31 | &nbsp;&nbsp;49760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43162 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;55725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57630 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/29/32 | &nbsp;&nbsp;30901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28111 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/6/32 | &nbsp;&nbsp;21596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21535 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/14/33 | &nbsp;&nbsp;21130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21947 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/28/34 | &nbsp;&nbsp;28333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27544 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | International Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7210 |

---

------

Intermediate-Term Bond Index 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> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;1/21/31 | &nbsp;&nbsp;13176 | &nbsp;&nbsp;11323 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;10880 | &nbsp;&nbsp;11026 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;22299 | &nbsp;&nbsp;19749 |
| <sup>7</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;6036 | &nbsp;&nbsp;&nbsp;&nbsp;6125 |
| <sup>7</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;4362 |
| <sup>7</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;4728 | &nbsp;&nbsp;&nbsp;&nbsp;4131 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;22704 | &nbsp;&nbsp;19395 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/29/30 | &nbsp;&nbsp;19471 | &nbsp;&nbsp;20286 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;37820 | &nbsp;&nbsp;37704 |
| <sup>8</sup> | KFW | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/28/34 | &nbsp;&nbsp;15330 | &nbsp;&nbsp;15502 |
|  | Korea Development Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;3344 |
|  | Korea Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;2821 | &nbsp;&nbsp;&nbsp;&nbsp;2479 |
|  | Korea Development Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;4322 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;8416 |
|  | Korea Development Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;1660 |
| <sup>8</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/3/30 | &nbsp;&nbsp;12845 | &nbsp;&nbsp;11052 |
| <sup>3,8</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;9082 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/23/31 | &nbsp;&nbsp;18090 | &nbsp;&nbsp;18045 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/28/34 | &nbsp;&nbsp;17160 | &nbsp;&nbsp;18112 |
|  | Province of Alberta | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;17469 | &nbsp;&nbsp;15307 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/34 | &nbsp;&nbsp;11262 | &nbsp;&nbsp;11249 |
|  | Province of British Columbia | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;1/29/31 | &nbsp;&nbsp;17080 | &nbsp;&nbsp;14705 |
|  | Province of British Columbia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/6/33 | &nbsp;&nbsp;18035 | &nbsp;&nbsp;17708 |
|  | Province of British Columbia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;20312 | &nbsp;&nbsp;20619 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/11/35 | &nbsp;&nbsp;12207 | &nbsp;&nbsp;12370 |
|  | Province of Manitoba | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;9555 | &nbsp;&nbsp;&nbsp;&nbsp;9413 |
|  | Province of Manitoba | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/31/34 | &nbsp;&nbsp;10017 | &nbsp;&nbsp;10254 |
|  | Province of Ontario | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/7/30 | &nbsp;&nbsp;13503 | &nbsp;&nbsp;11648 |
|  | Province of Ontario | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;12082 | &nbsp;&nbsp;10575 |
|  | Province of Ontario | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;7329 |
| <sup>3</sup> | Province of Ontario | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/21/32 | &nbsp;&nbsp;13008 | &nbsp;&nbsp;11428 |
|  | Province of Ontario | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14525 |
|  | Province of Ontario | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5804 |
|  | Province of Quebec | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;&nbsp;&nbsp;6887 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/8/33 | &nbsp;&nbsp;12520 | &nbsp;&nbsp;12539 |
|  | Province of Quebec | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/5/34 | &nbsp;&nbsp;20940 | &nbsp;&nbsp;20460 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/31/31 | &nbsp;&nbsp;12402 | &nbsp;&nbsp;11073 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/27/32 | &nbsp;&nbsp;12623 | &nbsp;&nbsp;11072 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;7/27/33 | &nbsp;&nbsp;17743 | &nbsp;&nbsp;14961 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/34 | &nbsp;&nbsp;13415 | &nbsp;&nbsp;12026 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;14170 | &nbsp;&nbsp;13800 |
|  | Republic of Indonesia | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/31 | &nbsp;&nbsp;10455 | &nbsp;&nbsp;&nbsp;&nbsp;9046 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/28/31 | &nbsp;&nbsp;11680 | &nbsp;&nbsp;10178 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;5759 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/20/32 | &nbsp;&nbsp;12074 | &nbsp;&nbsp;11979 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/11/33 | &nbsp;&nbsp;10375 | &nbsp;&nbsp;10400 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp;&nbsp;5510 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;8905 | &nbsp;&nbsp;&nbsp;&nbsp;8739 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;9680 |
|  | Republic of Korea | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;3946 |
|  | Republic of Korea | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;4499 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;10925 | &nbsp;&nbsp;11642 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/32 | &nbsp;&nbsp;19942 | &nbsp;&nbsp;15219 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;8466 | &nbsp;&nbsp;&nbsp;&nbsp;6899 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;2/14/35 | &nbsp;&nbsp;18885 | &nbsp;&nbsp;18388 |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;3956 | &nbsp;&nbsp;&nbsp;&nbsp;3620 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/31 | &nbsp;&nbsp;30115 | &nbsp;&nbsp;27011 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;1.862% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7663 | &nbsp;&nbsp;&nbsp;&nbsp;6126 |
|  | Republic of Peru | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;11/21/33 | &nbsp;&nbsp;17282 | &nbsp;&nbsp;21116 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;19665 | &nbsp;&nbsp;16538 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/8/35 | &nbsp;&nbsp;&nbsp;&nbsp;9929 | &nbsp;&nbsp;&nbsp;&nbsp;9914 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/16/32 | &nbsp;&nbsp;12580 | &nbsp;&nbsp;13279 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/33 | &nbsp;&nbsp;20935 | &nbsp;&nbsp;20817 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/34 | &nbsp;&nbsp;23645 | &nbsp;&nbsp;23730 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/12/35 | &nbsp;&nbsp;23275 | &nbsp;&nbsp;23730 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Republic of the Philippines | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/14/31 | &nbsp;&nbsp;17659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20489 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.648% | &nbsp;&nbsp;6/10/31 | &nbsp;&nbsp;10344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8781 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;6710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5694 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9499 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.556% | &nbsp;&nbsp;9/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;5905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.609% | &nbsp;&nbsp;4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7754 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/17/33 | &nbsp;&nbsp;10580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10692 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/34 | &nbsp;&nbsp;10365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10571 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/23/34 | &nbsp;&nbsp;13945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15341 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/35 | &nbsp;&nbsp;10245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10651 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/5/35 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5667 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/3/30 | &nbsp;&nbsp;16245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14678 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/17/33 | &nbsp;&nbsp;15948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15164 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/12/34 | &nbsp;&nbsp;25885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26182 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/19/35 | &nbsp;&nbsp;20120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20482 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/30 | &nbsp;&nbsp;11526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11997 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/31 | &nbsp;&nbsp;26096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22586 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;8.300% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6478 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/32 | &nbsp;&nbsp;20803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19814 |
| <sup>3,5</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/32 | &nbsp;&nbsp;32948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33403 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6741 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/33 | &nbsp;&nbsp;17935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16948 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/34 | &nbsp;&nbsp;24030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20274 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/27/34 | &nbsp;&nbsp;15450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16408 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/9/35 | &nbsp;&nbsp;22780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23305 |
| **Total Sovereign Bonds (Cost $2,148,538)** | **Total Sovereign Bonds (Cost $2,148,538)** | **Total Sovereign Bonds (Cost $2,148,538)** | **Total Sovereign Bonds (Cost $2,148,538)** | **Total Sovereign Bonds (Cost $2,148,538)** | **2105799** |
| **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%)** |
|  | Alabama Economic Settlement Authority BP Settlement Revenue | &nbsp;&nbsp;3.163% | &nbsp;&nbsp;9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | California GO Prere. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
|  | California GO | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680 |
|  | California GO | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4418 |
|  | California GO | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286 |
|  | California GO | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369 |
|  | California GO | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524 |
|  | California GO | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11945 |
|  | California GO | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642 |
|  | Connecticut GO | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9746 |
|  | Cook County IL GO | &nbsp;&nbsp;6.229% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10737 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;5.526% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8516 |
|  | Illinois GO | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;55123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55288 |
|  | Illinois State Toll Highway Authority Revenue | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3427 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;4.433% | &nbsp;&nbsp;1/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.145% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5738 |
|  | Massachusetts GO | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5138 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;1.753% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356 |
|  | Massachusetts SO Revenue | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 |
|  | National Finance Authority NH Revenue | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876 |
|  | New York City NY GO | &nbsp;&nbsp;5.206% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3106 |
|  | San Jose California Redevelopment Agency Successor Agency Tax Allocation | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.102% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7899 |
|  | Texas Transportation Commission State Highway Revenue | &nbsp;&nbsp;5.178% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7418 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.132% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2942 |
| **Total Taxable Municipal Bonds (Cost $163,589)** | **Total Taxable Municipal Bonds (Cost $163,589)** | **Total Taxable Municipal Bonds (Cost $163,589)** | **Total Taxable Municipal Bonds (Cost $163,589)** | **Total Taxable Municipal Bonds (Cost $163,589)** | &nbsp;&nbsp;&nbsp;**161063** |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (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>9</sup> | Vanguard Market Liquidity Fund **(Cost $188,652)** | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;1886712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**188653** |
| **Total Investments (99.5%) (Cost $45,397,486)** | **Total Investments (99.5%) (Cost $45,397,486)** | **Total Investments (99.5%) (Cost $45,397,486)** |  | &nbsp;&nbsp;**44856314** |
| **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**227407** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**45083721** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $176 have been segregated as initial margin for recently closed futures contracts. |
| 2 | 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. |
| 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 | 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 June 30, 2025, the aggregate value was $239,063, representing 0.5% of net assets. |
| 5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2025. |
| 6 | Guaranteed by the Government of Canada. |
| 7 | Guaranteed by the Government of Japan. |
| 8 | Guaranteed by the Federal Republic of Germany. |
| 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. |

---

---

| |
|:---|
| DAC—Designated Activity Company. |
| GO—General Obligation Bond. |
| Prere.—Prerefunded. |
| REIT—Real Estate Investment Trust. |
| SO—Special Obligation. |

---

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

------

Intermediate-Term Bond Index Fund

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($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 $45,208,834) | 44667661 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $188,652) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188653 |
| Total Investments in Securities | 44856314 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963894 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441315 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48871 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| **Total Assets** | **46311796** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;1173897 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43857 |
| Payables for Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9540 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;**1228075** |
| **Net Assets** | **45083721** |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 49048089 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(3964368) |
| **Net Assets** | **45083721** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 4,076,521 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**42611** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.45** |
| **ETF Shares—Net Assets** |  |
| **Applicable to 302,454,060 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **23387237** |
| **Net Asset Value Per Share—ETF Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$77.32** |
| **Admiral<sup>™</sup> Shares—Net Assets** |  |
| **Applicable to 1,708,783,256 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **17862165** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.45** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 266,081,622 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**2781335** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.45** |
| **Institutional Plus Shares—Net Assets** |  |
| **Applicable to 96,658,311 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**1010373** |
| **Net Asset Value Per Share—Institutional Plus Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.45** |

---

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

------

Intermediate-Term Bond Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893311 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893311 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Shareholders' Reports and Proxy Fees—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Shareholders' Reports and Proxy Fees—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
| Shareholders' Reports and Proxy Fees—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| Shareholders' Reports and Proxy Fees—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| Shareholders' Reports and Proxy Fees—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9651 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**883660** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(383586) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(382944)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1770296** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2271012** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $3,188, ($26), and ($10), respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Includes $15,304 of net gain (loss) resulting from in-kind redemptions. |

---

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

------

Intermediate-Term Bond Index Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883660 | &nbsp;&nbsp;&nbsp;&nbsp;1497882 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(382944) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(708238) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;1770296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(217921) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;2271012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571723 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(824) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1707) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;(371492) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(699751) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(353644) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(644889) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55686) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109355) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24151) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42767) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(805797) | &nbsp;&nbsp;&nbsp;&nbsp;(1498469) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3464) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7264) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;1874553 | &nbsp;&nbsp;&nbsp;&nbsp;4420197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39013) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63581) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106166) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;(405684) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450248 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;1362811 | &nbsp;&nbsp;&nbsp;&nbsp;5434682 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;2828026 | &nbsp;&nbsp;&nbsp;&nbsp;4507936 |
| **Net Assets** |  |  |
| **Beginning of Period** | **42255695** | &nbsp;&nbsp;&nbsp;**37747759** |
| **End of Period** | **45083721** | &nbsp;&nbsp;&nbsp;**42255695** |

---

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

------

Intermediate-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.13** | &nbsp;&nbsp;&nbsp;**$10.36** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.271 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.230) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.281 | &nbsp;&nbsp;&nbsp;&nbsp;(1.806) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.868 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.592 | &nbsp;&nbsp;&nbsp;&nbsp;(1.578) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.308) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.139 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.376) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.312) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.229) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.271) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.088) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.376) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.312) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.392) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.359) |
| **Net Asset Value, End of Period** | **$10.45** | &nbsp;&nbsp;&nbsp;**$10.13** | &nbsp;&nbsp;&nbsp;**$10.36** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** |
| **Total Return<sup>2</sup>** | **5.19%** | &nbsp;&nbsp;&nbsp;**1.43%** | &nbsp;&nbsp;&nbsp;**5.99%** | &nbsp;&nbsp;&nbsp;**-13.34%** | &nbsp;&nbsp;&nbsp;**-2.44%** | &nbsp;&nbsp;&nbsp;**9.71%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $43 | &nbsp;&nbsp;&nbsp;$45 | &nbsp;&nbsp;&nbsp;$53 | &nbsp;&nbsp;&nbsp;$63 | &nbsp;&nbsp;&nbsp;$103 | &nbsp;&nbsp;&nbsp;$170 |
| Ratio of Total Expenses to Average Net Assets | 0.15% | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.15%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% |
| Ratio of Net Investment Income to Average Net Assets | 3.97% | &nbsp;&nbsp;&nbsp;3.67% | &nbsp;&nbsp;&nbsp;3.07% | &nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;1.81% | &nbsp;&nbsp;&nbsp;2.18% |
| Portfolio Turnover Rate<sup>4</sup> | 33% | &nbsp;&nbsp;&nbsp;55% | &nbsp;&nbsp;&nbsp;63% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;55% |
| 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 0.15%. |
| 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.

------

Intermediate-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **ETF Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$74.66** | &nbsp;&nbsp;&nbsp;**$76.37** | &nbsp;&nbsp;&nbsp;**$74.25** | &nbsp;&nbsp;&nbsp;**$87.63** | &nbsp;&nbsp;&nbsp;**$92.73** | &nbsp;&nbsp;&nbsp;**$87.08** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1.533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;2.392 | &nbsp;&nbsp;&nbsp;&nbsp;(1.739) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.087 | &nbsp;&nbsp;&nbsp;&nbsp;(13.370) | &nbsp;&nbsp;&nbsp;&nbsp;(3.817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.313 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;3.925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.481 | &nbsp;&nbsp;&nbsp;&nbsp;(11.587) | &nbsp;&nbsp;&nbsp;&nbsp;(2.102) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.393 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(1.265) | &nbsp;&nbsp;&nbsp;&nbsp;(2.832) | &nbsp;&nbsp;&nbsp;&nbsp;(2.361) | &nbsp;&nbsp;&nbsp;&nbsp;(1.772) | &nbsp;&nbsp;&nbsp;&nbsp;(1.719) | &nbsp;&nbsp;&nbsp;&nbsp;(2.094) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.021) | &nbsp;&nbsp;&nbsp;&nbsp;(1.279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.649) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(1.265) | &nbsp;&nbsp;&nbsp;&nbsp;(2.832) | &nbsp;&nbsp;&nbsp;&nbsp;(2.361) | &nbsp;&nbsp;&nbsp;&nbsp;(1.793) | &nbsp;&nbsp;&nbsp;&nbsp;(2.998) | &nbsp;&nbsp;&nbsp;&nbsp;(2.743) |
| **Net Asset Value, End of Period** | **$77.32** | &nbsp;&nbsp;&nbsp;**$74.66** | &nbsp;&nbsp;&nbsp;**$76.37** | &nbsp;&nbsp;&nbsp;**$74.25** | &nbsp;&nbsp;&nbsp;**$87.63** | &nbsp;&nbsp;&nbsp;**$92.73** |
| **Total Return** | **5.30%** | &nbsp;&nbsp;&nbsp;**1.49%** | &nbsp;&nbsp;&nbsp;**6.16%** | &nbsp;&nbsp;&nbsp;**-13.30%** | &nbsp;&nbsp;&nbsp;**-2.27%** | &nbsp;&nbsp;&nbsp;**9.71%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $23387 | &nbsp;&nbsp;&nbsp;$20731 | &nbsp;&nbsp;&nbsp;$16751 | &nbsp;&nbsp;&nbsp;$12916 | &nbsp;&nbsp;&nbsp;$14359 | &nbsp;&nbsp;&nbsp;$15482 |
| Ratio of Total Expenses to Average Net Assets | 0.03% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | 4.08% | &nbsp;&nbsp;&nbsp;3.78% | &nbsp;&nbsp;&nbsp;3.21% | &nbsp;&nbsp;&nbsp;2.27% | &nbsp;&nbsp;&nbsp;1.91% | &nbsp;&nbsp;&nbsp;2.27% |
| Portfolio Turnover Rate<sup>3</sup> | 33% | &nbsp;&nbsp;&nbsp;55% | &nbsp;&nbsp;&nbsp;63% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;55% |
| 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 0.04%. |
| 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, including ETF Creation Units. |

---

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

------

Intermediate-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Admiral Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.13** | &nbsp;&nbsp;&nbsp;**$10.36** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.280 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.230) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.279 | &nbsp;&nbsp;&nbsp;&nbsp;(1.807) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.869 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.600 | &nbsp;&nbsp;&nbsp;&nbsp;(1.569) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.298) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.149 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.206) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.384) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.320) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.229) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.281) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.088) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.206) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.384) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.320) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.402) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.369) |
| **Net Asset Value, End of Period** | **$10.45** | &nbsp;&nbsp;&nbsp;**$10.13** | &nbsp;&nbsp;&nbsp;**$10.36** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** |
| **Total Return<sup>2</sup>** | **5.23%** | &nbsp;&nbsp;&nbsp;**1.51%** | &nbsp;&nbsp;&nbsp;**6.07%** | &nbsp;&nbsp;&nbsp;**-13.27%** | &nbsp;&nbsp;&nbsp;**-2.36%** | &nbsp;&nbsp;&nbsp;**9.80%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $17862 | &nbsp;&nbsp;&nbsp;$17346 | &nbsp;&nbsp;&nbsp;$17061 | &nbsp;&nbsp;&nbsp;$15779 | &nbsp;&nbsp;&nbsp;$18773 | &nbsp;&nbsp;&nbsp;$20241 |
| Ratio of Total Expenses to Average Net Assets | 0.06% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | 4.06% | &nbsp;&nbsp;&nbsp;3.75% | &nbsp;&nbsp;&nbsp;3.17% | &nbsp;&nbsp;&nbsp;2.24% | &nbsp;&nbsp;&nbsp;1.88% | &nbsp;&nbsp;&nbsp;2.25% |
| Portfolio Turnover Rate<sup>4</sup> | 33% | &nbsp;&nbsp;&nbsp;55% | &nbsp;&nbsp;&nbsp;63% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;55% |
| 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 0.07%. |
| 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.

------

Intermediate-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.13** | &nbsp;&nbsp;&nbsp;**$10.36** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.283 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.230) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.280 | &nbsp;&nbsp;&nbsp;&nbsp;(1.807) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.868 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.602 | &nbsp;&nbsp;&nbsp;&nbsp;(1.567) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.295) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.151 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.207) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.386) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.322) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.283) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.088) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.207) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.386) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.322) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.405) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.371) |
| **Net Asset Value, End of Period** | **$10.45** | &nbsp;&nbsp;&nbsp;**$10.13** | &nbsp;&nbsp;&nbsp;**$10.36** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** |
| **Total Return** | **5.24%** | &nbsp;&nbsp;&nbsp;**1.53%** | &nbsp;&nbsp;&nbsp;**6.09%** | &nbsp;&nbsp;&nbsp;**-13.25%** | &nbsp;&nbsp;&nbsp;**-2.34%** | &nbsp;&nbsp;&nbsp;**9.82%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $2781 | &nbsp;&nbsp;&nbsp;$2759 | &nbsp;&nbsp;&nbsp;$2931 | &nbsp;&nbsp;&nbsp;$2706 | &nbsp;&nbsp;&nbsp;$3271 | &nbsp;&nbsp;&nbsp;$3527 |
| Ratio of Total Expenses to Average Net Assets | 0.04% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.05%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | 4.07% | &nbsp;&nbsp;&nbsp;3.77% | &nbsp;&nbsp;&nbsp;3.18% | &nbsp;&nbsp;&nbsp;2.26% | &nbsp;&nbsp;&nbsp;1.90% | &nbsp;&nbsp;&nbsp;2.28% |
| Portfolio Turnover Rate<sup>3</sup> | 33% | &nbsp;&nbsp;&nbsp;55% | &nbsp;&nbsp;&nbsp;63% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;55% |
| 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 0.05%. |
| 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, including ETF Creation Units. |

---

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

------

Intermediate-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Plus Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.13** | &nbsp;&nbsp;&nbsp;**$10.36** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.285 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.281 | &nbsp;&nbsp;&nbsp;&nbsp;(1.808) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.868 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.603 | &nbsp;&nbsp;&nbsp;&nbsp;(1.566) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.294) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.208) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.387) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.233) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.285) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.088) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.208) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.387) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.406) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.373) |
| **Net Asset Value, End of Period** | **$10.45** | &nbsp;&nbsp;&nbsp;**$10.13** | &nbsp;&nbsp;&nbsp;**$10.36** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** |
| **Total Return** | **5.25%** | &nbsp;&nbsp;&nbsp;**1.54%** | &nbsp;&nbsp;&nbsp;**6.10%** | &nbsp;&nbsp;&nbsp;**-13.24%** | &nbsp;&nbsp;&nbsp;**-2.33%** | &nbsp;&nbsp;&nbsp;**9.83%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $1010 | &nbsp;&nbsp;&nbsp;$1376 | &nbsp;&nbsp;&nbsp;$951 | &nbsp;&nbsp;&nbsp;$1655 | &nbsp;&nbsp;&nbsp;$1786 | &nbsp;&nbsp;&nbsp;$1777 |
| Ratio of Total Expenses to Average Net Assets | 0.03% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% |
| Ratio of Net Investment Income to Average Net Assets | 4.09% | &nbsp;&nbsp;&nbsp;3.79% | &nbsp;&nbsp;&nbsp;3.18% | &nbsp;&nbsp;&nbsp;2.28% | &nbsp;&nbsp;&nbsp;1.91% | &nbsp;&nbsp;&nbsp;2.29% |
| Portfolio Turnover Rate<sup>3</sup> | 33% | &nbsp;&nbsp;&nbsp;55% | &nbsp;&nbsp;&nbsp;63% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;55% |
| 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 0.04%. |
| 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, including ETF Creation Units. |

---

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

------

Intermediate-Term Bond Index Fund

Notes to Financial Statements

Vanguard Intermediate-Term Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers five classes of shares: Investor Shares, ETF Shares, Admiral Shares, Institutional Shares, and Institutional Plus Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. 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. 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 June 30, 2025, the fund's average investments in long and short futures contracts represented less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period. The fund had no open futures contracts at June 30, 2025.

3. 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.

4. Distributions: Distributions from net investment income are declared daily by all share classes except ETF Shares, and paid on the first business day of the following month. Monthly income dividends from ETF Shares, and annual distributions from realized capital gains, if any, 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.

5. 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 June 30, 2025, the fund did not utilize the credit facilities or the Interfund Lending Program.

6. 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.

------

Intermediate-Term Bond Index Fund

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), shareholder reporting, and proxy fees. 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. 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 June 30, 2025, the fund had contributed to Vanguard capital in the amount of $1,161,000, representing less than 0.01% of the fund's net assets and 0.46% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. 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.**

The following table summarizes the market value of the fund's investments as of June 30, 2025, 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;25836243 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25836243 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16564556 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16564556 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2105799 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2105799 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161063 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161063 |
| Temporary Cash Investments | 188653 | &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;188653 |
| Total | 188653 | &nbsp;&nbsp;&nbsp;44667661 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;44856314 |

---

D. As of June 30, 2025, 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;45440962 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606160 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(1190808) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(584648) |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2024, the fund had available capital losses totaling $3,050,739,000 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 December 31, 2025; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

E. During the six months ended June 30, 2025, the fund purchased $3,673,646,000 of investment securities and sold $4,513,731,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $10,639,430,000 and $10,031,046,000, respectively. In addition, the fund purchased and sold investment securities of $2,592,269,000 and $918,786,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

------

Intermediate-Term Bond Index Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | 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;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9018) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1727) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3464) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(343) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7264) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(701) |
| **ETF Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;2808709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37100 | &nbsp;&nbsp;&nbsp;&nbsp;4557017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60100 |
| 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;&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;— |
| Redeemed | &nbsp;&nbsp;&nbsp;(934156) | &nbsp;&nbsp;&nbsp;&nbsp;(12300) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(136820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1800) |
| Net Increase (Decrease)—ETF Shares | &nbsp;&nbsp;1874553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;4420197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58300 |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;1990392 | &nbsp;&nbsp;&nbsp;&nbsp;194202 | &nbsp;&nbsp;&nbsp;&nbsp;4353047 | &nbsp;&nbsp;&nbsp;&nbsp;424446 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;298811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53263 |
| Redeemed | (2328216) | &nbsp;&nbsp;&nbsp;(226878) | &nbsp;&nbsp;&nbsp;(4220726) | &nbsp;&nbsp;&nbsp;(411625) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(39013) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3776) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66084 |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;419472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59131 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9899 |
| Redeemed | &nbsp;&nbsp;&nbsp;(534707) | &nbsp;&nbsp;&nbsp;&nbsp;(52216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(812046) | &nbsp;&nbsp;&nbsp;&nbsp;(79561) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(63581) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106166) | &nbsp;&nbsp;&nbsp;&nbsp;(10531) |
| **Institutional Plus Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52635 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174 |
| Redeemed | &nbsp;&nbsp;&nbsp;(506112) | &nbsp;&nbsp;&nbsp;&nbsp;(48963) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129962) | &nbsp;&nbsp;&nbsp;&nbsp;(12726) |
| Net Increase (Decrease)—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;(405684) | &nbsp;&nbsp;&nbsp;&nbsp;(39173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44083 |

---

G. 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.

H. 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.

I. 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.

------

Long-Term Bond Index Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of June 30, 2025

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 (50.9%)** | **U.S. Government and Agency Obligations (50.9%)** | **U.S. Government and Agency Obligations (50.9%)** | **U.S. Government and Agency Obligations (50.9%)** | **U.S. Government and Agency Obligations (50.9%)** |
| **U.S. Government Securities (50.6%)** | **U.S. Government Securities (50.6%)** | **U.S. Government Securities (50.6%)** | **U.S. Government Securities (50.6%)** | **U.S. Government Securities (50.6%)** |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713 | &nbsp;&nbsp;&nbsp;&nbsp;6879 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;4620 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6965 | &nbsp;&nbsp;&nbsp;&nbsp;7398 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7801 | &nbsp;&nbsp;&nbsp;&nbsp;7786 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;11414 | &nbsp;&nbsp;11539 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;11857 | &nbsp;&nbsp;10693 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;20242 | &nbsp;&nbsp;19694 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;19858 | &nbsp;&nbsp;19771 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;23936 | &nbsp;&nbsp;23450 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;23010 | &nbsp;&nbsp;23128 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;70290 | &nbsp;&nbsp;43646 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;20785 | &nbsp;&nbsp;20297 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;79241 | &nbsp;&nbsp;48683 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;22355 | &nbsp;&nbsp;20553 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;86095 | &nbsp;&nbsp;54805 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;21110 | &nbsp;&nbsp;20227 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;103886 | &nbsp;&nbsp;71393 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;23282 | &nbsp;&nbsp;23568 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;81055 | &nbsp;&nbsp;58841 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;20840 | &nbsp;&nbsp;20182 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;115617 | &nbsp;&nbsp;76704 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;20920 | &nbsp;&nbsp;18734 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;98131 | &nbsp;&nbsp;67438 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;22557 | &nbsp;&nbsp;18483 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;80861 | &nbsp;&nbsp;58779 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;21900 | &nbsp;&nbsp;17869 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;19265 | &nbsp;&nbsp;15374 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;65891 | &nbsp;&nbsp;54484 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;11378 | &nbsp;&nbsp;&nbsp;&nbsp;8701 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;50423 | &nbsp;&nbsp;42310 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;14248 | &nbsp;&nbsp;10846 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;82855 | &nbsp;&nbsp;75566 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;10012 | &nbsp;&nbsp;&nbsp;&nbsp;8044 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;98351 | &nbsp;&nbsp;88009 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;17460 | &nbsp;&nbsp;13446 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;43178 | &nbsp;&nbsp;38564 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;37284 | &nbsp;&nbsp;32051 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;72760 | &nbsp;&nbsp;69364 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;35955 | &nbsp;&nbsp;31403 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;67365 | &nbsp;&nbsp;67281 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;38309 | &nbsp;&nbsp;32777 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;66854 | &nbsp;&nbsp;64600 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;37815 | &nbsp;&nbsp;31084 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;67552 | &nbsp;&nbsp;66241 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;48434 | &nbsp;&nbsp;38163 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;70369 | &nbsp;&nbsp;64473 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;40233 | &nbsp;&nbsp;30967 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;68035 | &nbsp;&nbsp;66608 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;57386 | &nbsp;&nbsp;40383 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;67550 | &nbsp;&nbsp;67204 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;24653 | &nbsp;&nbsp;18880 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;30050 | &nbsp;&nbsp;30867 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;34107 | &nbsp;&nbsp;25493 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;22735 | &nbsp;&nbsp;17314 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;40635 | &nbsp;&nbsp;28152 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;41586 | &nbsp;&nbsp;28709 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;52781 | &nbsp;&nbsp;34570 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;24454 | &nbsp;&nbsp;18004 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;45224 | &nbsp;&nbsp;33952 |

---

------

Long-Term Bond Index 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;3.000% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;36187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27094 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;49851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35536 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;49291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35043 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;59945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44528 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;64441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48875 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;69998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51754 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;68006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53786 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;76586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56437 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;74470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53441 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;69611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43656 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;65131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41888 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;83060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48775 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;100735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48388 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;104600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51560 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;107372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56555 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;119199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66956 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;117228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74334 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;121994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70337 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;101950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56710 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;97978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59863 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;94699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66659 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;91126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65785 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;91275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79834 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;90849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74159 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;93166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75992 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;106261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94917 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;105067 | &nbsp;&nbsp;&nbsp;&nbsp;104107 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;109892 | &nbsp;&nbsp;&nbsp;&nbsp;100264 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;117987 | &nbsp;&nbsp;&nbsp;&nbsp;114613 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;106133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96946 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;109483 | &nbsp;&nbsp;&nbsp;&nbsp;104368 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;107082 | &nbsp;&nbsp;&nbsp;&nbsp;104280 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;86800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86302 |
|  |  |  |  |  | &nbsp;&nbsp;**4262786** |
| **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3052 |
| <sup>2,3</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>3</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720 |
| <sup>3</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.210% | &nbsp;&nbsp;8/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**26278** |
| **Total U.S. Government and Agency Obligations (Cost $5,157,201)** | **Total U.S. Government and Agency Obligations (Cost $5,157,201)** | **Total U.S. Government and Agency Obligations (Cost $5,157,201)** | **Total U.S. Government and Agency Obligations (Cost $5,157,201)** | **Total U.S. Government and Agency Obligations (Cost $5,157,201)** | **4289064** |
| **Corporate Bonds (42.7%)** | **Corporate Bonds (42.7%)** | **Corporate Bonds (42.7%)** | **Corporate Bonds (42.7%)** | **Corporate Bonds (42.7%)** | **Corporate Bonds (42.7%)** |
| **Communications (4.7%)** | **Communications (4.7%)** | **Communications (4.7%)** | **Communications (4.7%)** | **Communications (4.7%)** | **Communications (4.7%)** |
|  | Alphabet Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3948 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | AT&T Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 |
|  | AT&T Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4212 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;1626 |
|  | AT&T Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | AT&T Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;3443 |
| <sup>2</sup> | AT&T Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;1423 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3161 |
|  | AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | AT&T Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5456 | &nbsp;&nbsp;&nbsp;&nbsp;3869 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;13156 | &nbsp;&nbsp;&nbsp;&nbsp;8907 |
|  | AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;15950 | &nbsp;&nbsp;10759 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1124 |
|  | AT&T Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/57 | &nbsp;&nbsp;10504 | &nbsp;&nbsp;&nbsp;&nbsp;7349 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/59 | &nbsp;&nbsp;14118 | &nbsp;&nbsp;&nbsp;&nbsp;9467 |
|  | AT&T Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;1903 | &nbsp;&nbsp;&nbsp;&nbsp;1331 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;4.464% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;3921 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;2332 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;3346 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;1880 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3339 | &nbsp;&nbsp;&nbsp;&nbsp;2382 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;7536 | &nbsp;&nbsp;&nbsp;&nbsp;7466 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp;&nbsp;2956 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4309 | &nbsp;&nbsp;&nbsp;&nbsp;3921 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5701 | &nbsp;&nbsp;&nbsp;&nbsp;4566 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3956 | &nbsp;&nbsp;&nbsp;&nbsp;2637 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4649 | &nbsp;&nbsp;&nbsp;&nbsp;3186 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1444 | &nbsp;&nbsp;&nbsp;&nbsp;1231 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;1755 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;3570 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/30/62 | &nbsp;&nbsp;&nbsp;&nbsp;2473 | &nbsp;&nbsp;&nbsp;&nbsp;1592 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;1112 |
|  | Comcast Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;&nbsp;&nbsp;2044 |
|  | Comcast Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2067 |
|  | Comcast Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;1728 |
|  | Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2567 | &nbsp;&nbsp;&nbsp;&nbsp;2376 |
|  | Comcast Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;4279 |
|  | Comcast Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5083 | &nbsp;&nbsp;&nbsp;&nbsp;4212 |
|  | Comcast Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2514 | &nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | Comcast Corp. | &nbsp;&nbsp;3.969% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;2029 |
|  | Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2034 | &nbsp;&nbsp;&nbsp;&nbsp;1570 |
|  | Comcast Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1584 |
|  | Comcast Corp. | &nbsp;&nbsp;3.999% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;2501 |
|  | Comcast Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3812 | &nbsp;&nbsp;&nbsp;&nbsp;2621 |
|  | Comcast Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3912 | &nbsp;&nbsp;&nbsp;&nbsp;2342 |
|  | Comcast Corp. | &nbsp;&nbsp;2.887% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;12693 | &nbsp;&nbsp;&nbsp;&nbsp;7716 |
|  | Comcast Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;1041 |
|  | Comcast Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2721 | &nbsp;&nbsp;&nbsp;&nbsp;2520 |
|  | Comcast Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;1755 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/56 | &nbsp;&nbsp;11629 | &nbsp;&nbsp;&nbsp;&nbsp;6827 |
|  | Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;1181 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;1116 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;6110 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
|  | Comcast Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2886 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;2419 |
|  | Fox Corp. | &nbsp;&nbsp;5.476% | &nbsp;&nbsp;1/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;2527 | &nbsp;&nbsp;&nbsp;&nbsp;2469 |
|  | Fox Corp. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;1/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;1273 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4549 | &nbsp;&nbsp;&nbsp;&nbsp;3834 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5442 | &nbsp;&nbsp;&nbsp;&nbsp;5440 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;4923 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/62 | &nbsp;&nbsp;1903 | &nbsp;&nbsp;1604 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/63 | &nbsp;&nbsp;1527 | &nbsp;&nbsp;1541 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/64 | &nbsp;&nbsp;3947 | &nbsp;&nbsp;3858 |
|  | NBCUniversal Media LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;2575 | &nbsp;&nbsp;2216 |
|  | Orange SA | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;609 |
|  | Orange SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/6/44 | &nbsp;&nbsp;1071 | &nbsp;&nbsp;1054 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/36 | &nbsp;&nbsp;2266 | &nbsp;&nbsp;2321 |
|  | Paramount Global | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;1683 | &nbsp;&nbsp;1328 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;3395 | &nbsp;&nbsp;2500 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;1012 |
|  | Paramount Global | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;698 |
|  | Paramount Global | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | Paramount Global | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;2535 | &nbsp;&nbsp;1878 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/19/50 | &nbsp;&nbsp;1707 | &nbsp;&nbsp;1305 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1365 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;1117 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;4014 | &nbsp;&nbsp;3573 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;1141 | &nbsp;&nbsp;&nbsp;&nbsp;917 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;3220 | &nbsp;&nbsp;2619 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;7.045% | &nbsp;&nbsp;6/20/36 | &nbsp;&nbsp;2279 | &nbsp;&nbsp;2532 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.665% | &nbsp;&nbsp;3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;495 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;3/8/47 | &nbsp;&nbsp;2818 | &nbsp;&nbsp;2492 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;3/6/48 | &nbsp;&nbsp;3301 | &nbsp;&nbsp;2777 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;2534 | &nbsp;&nbsp;2312 |
|  | TELUS Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/16/48 | &nbsp;&nbsp;1210 | &nbsp;&nbsp;1010 |
|  | TELUS Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;1861 | &nbsp;&nbsp;1930 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;1317 | &nbsp;&nbsp;1264 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;1195 | &nbsp;&nbsp;1086 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;2320 | &nbsp;&nbsp;1847 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;2910 | &nbsp;&nbsp;2574 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;4181 | &nbsp;&nbsp;3057 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;4158 | &nbsp;&nbsp;3435 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;4540 | &nbsp;&nbsp;3008 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;5662 | &nbsp;&nbsp;3778 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;229 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;3272 | &nbsp;&nbsp;3204 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;2375 | &nbsp;&nbsp;2416 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1459 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;1976 | &nbsp;&nbsp;1981 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/60 | &nbsp;&nbsp;3439 | &nbsp;&nbsp;2289 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/62 | &nbsp;&nbsp;2105 | &nbsp;&nbsp;2063 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;842 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;1197 | &nbsp;&nbsp;&nbsp;&nbsp;955 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;2008 | &nbsp;&nbsp;1672 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/46 | &nbsp;&nbsp;2240 | &nbsp;&nbsp;1516 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;2145 | &nbsp;&nbsp;2004 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;1678 | &nbsp;&nbsp;1551 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/37 | &nbsp;&nbsp;3087 | &nbsp;&nbsp;3074 |
| <sup>4</sup> | Verizon Communications Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/2/37 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1408 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;2070 | &nbsp;&nbsp;1942 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/20/40 | &nbsp;&nbsp;3325 | &nbsp;&nbsp;2345 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/22/41 | &nbsp;&nbsp;9236 | &nbsp;&nbsp;7121 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/3/41 | &nbsp;&nbsp;2066 | &nbsp;&nbsp;1461 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;3319 | &nbsp;&nbsp;2987 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;890 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;3172 | &nbsp;&nbsp;2547 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;8/21/46 | &nbsp;&nbsp;4104 | &nbsp;&nbsp;3664 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/16/47 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;2757 | &nbsp;&nbsp;2331 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;235 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/20/50 | &nbsp;&nbsp;3776 | &nbsp;&nbsp;2351 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/22/51 | &nbsp;&nbsp;6521 | &nbsp;&nbsp;4665 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;1731 | &nbsp;&nbsp;1285 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.672% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;2225 | &nbsp;&nbsp;1875 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/56 | &nbsp;&nbsp;7118 | &nbsp;&nbsp;4285 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/20/60 | &nbsp;&nbsp;3778 | &nbsp;&nbsp;2222 |

---

------

Long-Term Bond Index 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;3.700% | &nbsp;&nbsp;3/22/61 | &nbsp;&nbsp;5704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 |
|  | Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/37 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/48 | &nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/19/49 | &nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4188 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/17/50 | &nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/28/54 | &nbsp;&nbsp;1112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/10/63 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/28/64 | &nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/35 | &nbsp;&nbsp;1656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/40 | &nbsp;&nbsp;4944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 |
|  | Walt Disney Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;2387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;1782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;4334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/13/51 | &nbsp;&nbsp;5373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3966 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/13/60 | &nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131 |
| <sup>2</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>2</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
|  |  |  |  |  | &nbsp;&nbsp;**392889** |
| **Consumer Discretionary (2.4%)** | **Consumer Discretionary (2.4%)** | **Consumer Discretionary (2.4%)** | **Consumer Discretionary (2.4%)** | **Consumer Discretionary (2.4%)** | **Consumer Discretionary (2.4%)** |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/37 | &nbsp;&nbsp;2801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/9/41 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/6/47 | &nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/9/51 | &nbsp;&nbsp;2266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 |
| <sup>4</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/26/54 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/6/57 | &nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/9/61 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/22/37 | &nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/12/41 | &nbsp;&nbsp;1039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/5/44 | &nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/47 | &nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4173 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/3/50 | &nbsp;&nbsp;4857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2919 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/12/51 | &nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/22/57 | &nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/3/60 | &nbsp;&nbsp;3557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/12/61 | &nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/13/62 | &nbsp;&nbsp;2194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714 |
| <sup>2</sup> | American University | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/13/54 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
| <sup>2</sup> | Brown University | &nbsp;&nbsp;2.924% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
| <sup>2</sup> | California Endowment | &nbsp;&nbsp;2.498% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |
|  | California Institute of Technology | &nbsp;&nbsp;4.321% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989 |
|  | California Institute of Technology | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | California Institute of Technology | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 |
| <sup>2</sup> | Case Western Reserve University | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;6/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Dick's Sporting Goods Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | DR Horton Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 |
| <sup>2</sup> | Duke University | &nbsp;&nbsp;2.682% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;1194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
| <sup>2</sup> | Duke University | &nbsp;&nbsp;2.757% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 |
| <sup>2</sup> | Duke University | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;10/1/55 | &nbsp;&nbsp;1597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
|  | eBay Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/42 | &nbsp;&nbsp;1501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218 |
|  | eBay Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
| <sup>2</sup> | Emory University | &nbsp;&nbsp;2.969% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
| <sup>2</sup> | Ford Foundation | &nbsp;&nbsp;2.415% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>2</sup> | Ford Foundation | &nbsp;&nbsp;2.815% | &nbsp;&nbsp;6/1/70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Ford Motor Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;3853 | &nbsp;&nbsp;2964 |
|  | Ford Motor Co. | &nbsp;&nbsp;5.291% | &nbsp;&nbsp;12/8/46 | &nbsp;&nbsp;1736 | &nbsp;&nbsp;1398 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/25/52 | &nbsp;&nbsp;1440 | &nbsp;&nbsp;1151 |
|  | General Motors Co. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;1636 | &nbsp;&nbsp;1730 |
|  | General Motors Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;1949 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/2/43 | &nbsp;&nbsp;2472 | &nbsp;&nbsp;2424 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;2472 | &nbsp;&nbsp;2119 |
|  | General Motors Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;537 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;806 |
|  | General Motors Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;1295 | &nbsp;&nbsp;1208 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1787 |
| <sup>2</sup> | George Washington University | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;830 |
|  | George Washington University | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;585 |
| <sup>2</sup> | George Washington University | &nbsp;&nbsp;4.126% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>2</sup> | Georgetown University | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
| <sup>2</sup> | Georgetown University | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>2</sup> | Georgetown University | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;10/1/18 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;484 |
|  | Harley-Davidson Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/28/45 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;677 |
|  | Hasbro Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;660 |
|  | Hasbro Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;288 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/16/36 | &nbsp;&nbsp;3770 | &nbsp;&nbsp;4043 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;2275 | &nbsp;&nbsp;1816 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;1734 | &nbsp;&nbsp;1759 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;1035 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;1471 | &nbsp;&nbsp;1255 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;2081 | &nbsp;&nbsp;1921 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;1832 | &nbsp;&nbsp;1577 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;3497 | &nbsp;&nbsp;2928 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;2001 | &nbsp;&nbsp;1575 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;2916 | &nbsp;&nbsp;1962 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;2696 | &nbsp;&nbsp;1891 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;2062 | &nbsp;&nbsp;1163 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;2313 | &nbsp;&nbsp;1683 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;1440 | &nbsp;&nbsp;1308 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/25/54 | &nbsp;&nbsp;3400 | &nbsp;&nbsp;3263 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;645 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/25/64 | &nbsp;&nbsp;1402 | &nbsp;&nbsp;1339 |
| <sup>5</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;5.337% | &nbsp;&nbsp;7/8/35 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;1905 |
| <sup>2</sup> | Howard University | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;633 |
|  | JD.com Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>2</sup> | Johns Hopkins University | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;367 |
| <sup>2</sup> | Johns Hopkins University | &nbsp;&nbsp;2.813% | &nbsp;&nbsp;1/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp;&nbsp;344 |
|  | Lear Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | Lear Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;3.647% | &nbsp;&nbsp;5/1/48 | &nbsp;&nbsp;1956 | &nbsp;&nbsp;1503 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;2.413% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;317 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;1251 | &nbsp;&nbsp;&nbsp;&nbsp;874 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;1621 | &nbsp;&nbsp;1206 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/3/47 | &nbsp;&nbsp;2480 | &nbsp;&nbsp;1930 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/5/49 | &nbsp;&nbsp;2011 | &nbsp;&nbsp;1654 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;3650 | &nbsp;&nbsp;2281 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;2185 | &nbsp;&nbsp;1497 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/53 | &nbsp;&nbsp;1155 | &nbsp;&nbsp;1130 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/62 | &nbsp;&nbsp;2755 | &nbsp;&nbsp;2138 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/62 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1548 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/63 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;1252 |
|  | Magna International Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/37 | &nbsp;&nbsp;2516 | &nbsp;&nbsp;2516 |
|  | Masco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;608 |
|  | Masco Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>2</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.989% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;488 |
| <sup>2</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;417 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;631 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;771 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;741 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;4.678% | &nbsp;&nbsp;7/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.885% | &nbsp;&nbsp;7/1/16 | &nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/9/35 | &nbsp;&nbsp;1703 | &nbsp;&nbsp;1662 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;1019 | &nbsp;&nbsp;1115 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;2006 | &nbsp;&nbsp;2192 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;1013 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/40 | &nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;947 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;692 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;416 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/26/45 | &nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;819 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/9/45 | &nbsp;&nbsp;1951 | &nbsp;&nbsp;1759 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;1668 | &nbsp;&nbsp;1410 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;861 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;1234 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;2235 | &nbsp;&nbsp;1776 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/9/52 | &nbsp;&nbsp;1412 | &nbsp;&nbsp;1294 |
|  | McDonald's Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/14/53 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | MDC Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;1978 | &nbsp;&nbsp;1783 |
|  | NIKE Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/40 | &nbsp;&nbsp;1850 | &nbsp;&nbsp;1473 |
|  | NIKE Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | NIKE Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/1/45 | &nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;832 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
| <sup>2</sup> | Northeastern University | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;485 |
|  | Northwestern University | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;12/1/35 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;1159 |
| <sup>2</sup> | Northwestern University | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;912 |
| <sup>2</sup> | Northwestern University | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>2</sup> | Northwestern University | &nbsp;&nbsp;3.662% | &nbsp;&nbsp;12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;696 |
|  | Owens Corning | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1353 |
|  | Owens Corning | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | Owens Corning | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | Owens Corning | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;980 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;1445 | &nbsp;&nbsp;1035 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;2.517% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;481 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.745% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;577 |
| <sup>2</sup> | Rockefeller Foundation | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | Snap-on Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;547 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;680 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;809 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;735 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;1192 | &nbsp;&nbsp;&nbsp;&nbsp;880 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;972 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;1355 | &nbsp;&nbsp;1113 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;926 |
|  | Thomas Jefferson University | &nbsp;&nbsp;3.847% | &nbsp;&nbsp;11/1/57 | &nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp;775 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;835 |
| <sup>2</sup> | Trustees of Boston College | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;284 |
| <sup>2</sup> | Trustees of Columbia University in the City of New York | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;598 |
|  | Trustees of Princeton University | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>2</sup> | Trustees of Princeton University | &nbsp;&nbsp;2.516% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | Trustees of Princeton University | &nbsp;&nbsp;4.201% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;620 |
| <sup>2</sup> | Trustees of the University of Pennsylvania | &nbsp;&nbsp;2.396% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;532 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;9/1/12 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>2</sup> | University of Chicago | &nbsp;&nbsp;2.761% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>2</sup> | University of Chicago | &nbsp;&nbsp;2.547% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;1408 | &nbsp;&nbsp;&nbsp;&nbsp;901 |
| <sup>2</sup> | University of Chicago | &nbsp;&nbsp;4.003% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>2</sup> | University of Miami | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;583 |
| <sup>2</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.438% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;893 |
| <sup>2</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.394% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;608 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;3.028% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;1296 | &nbsp;&nbsp;1040 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;3.841% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | University of Southern California | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp;583 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;2.945% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;588 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | University of Southern California | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | University of Southern California | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;3.226% | &nbsp;&nbsp;10/1/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>2</sup> | Washington University | &nbsp;&nbsp;3.524% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | Washington University | &nbsp;&nbsp;4.349% | &nbsp;&nbsp;4/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>2</sup> | William Marsh Rice University | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 |
| <sup>2</sup> | William Marsh Rice University | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
| <sup>2</sup> | Yale University | &nbsp;&nbsp;2.402% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
|  |  |  |  |  | &nbsp;&nbsp;**203728** |
| **Consumer Staples (3.2%)** | **Consumer Staples (3.2%)** | **Consumer Staples (3.2%)** | **Consumer Staples (3.2%)** | **Consumer Staples (3.2%)** | **Consumer Staples (3.2%)** |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/39 | &nbsp;&nbsp;&nbsp;&nbsp;3702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;1249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/9/42 | &nbsp;&nbsp;&nbsp;&nbsp;1312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/16/46 | &nbsp;&nbsp;&nbsp;&nbsp;3523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2601 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;2176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;3632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2513 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/14/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/4/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| <sup>2</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;9317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9091 |
| <sup>2</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/46 | &nbsp;&nbsp;17454 | &nbsp;&nbsp;&nbsp;&nbsp;15988 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;4022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;5661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5755 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.439% | &nbsp;&nbsp;10/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;3126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;6719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6677 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3181 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3659 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.758% | &nbsp;&nbsp;9/6/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;4/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/53 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
|  | Brown-Forman Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297 |
|  | Campbell's Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389 |
|  | Campbell's Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | Campbell's Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/13/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/5/41 | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317 |
|  | Coca-Cola Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002 |
|  | Coca-Cola Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/13/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/14/55 | &nbsp;&nbsp;&nbsp;&nbsp;3071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/13/64 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 |
| <sup>2</sup> | Colgate-Palmolive Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
| <sup>2</sup> | Colgate-Palmolive Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;2639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/9/47 | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/30/36 | &nbsp;&nbsp;1105 | &nbsp;&nbsp;1184 |
|  | Diageo Capital plc | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/29/43 | &nbsp;&nbsp;1330 | &nbsp;&nbsp;1069 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;630 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/3/50 | &nbsp;&nbsp;1997 | &nbsp;&nbsp;1503 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;1895 | &nbsp;&nbsp;2039 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;306 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/47 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;843 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | General Mills Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/51 | &nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp;748 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/24/52 | &nbsp;&nbsp;1696 | &nbsp;&nbsp;1310 |
|  | Hershey Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;1608 | &nbsp;&nbsp;1079 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/3/51 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | Ingredion Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;1193 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;1535 | &nbsp;&nbsp;1641 |
| <sup>4,5</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;1548 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/52 | &nbsp;&nbsp;2972 | &nbsp;&nbsp;3081 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;2436 | &nbsp;&nbsp;2746 |
| <sup>4,5</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/1/56 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1756 |
| <sup>4,5</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/66 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;930 |
| <sup>4</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/55 | &nbsp;&nbsp;1595 | &nbsp;&nbsp;1631 |
|  | Kellanova | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;1164 | &nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | Kellanova | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;581 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/22/43 | &nbsp;&nbsp;1247 | &nbsp;&nbsp;1204 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/53 | &nbsp;&nbsp;2390 | &nbsp;&nbsp;2219 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/22/63 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;1225 | &nbsp;&nbsp;1029 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;1695 | &nbsp;&nbsp;1397 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;219 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;1835 | &nbsp;&nbsp;1233 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;1976 | &nbsp;&nbsp;1626 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/1/37 | &nbsp;&nbsp;1312 | &nbsp;&nbsp;1516 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/30/46 | &nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;964 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/7/50 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;485 |
|  | Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/26/39 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1334 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;569 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/42 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;911 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/45 | &nbsp;&nbsp;2061 | &nbsp;&nbsp;1868 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/46 | &nbsp;&nbsp;5931 | &nbsp;&nbsp;4796 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;2630 | &nbsp;&nbsp;2257 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;1156 | &nbsp;&nbsp;1080 |
|  | Kroger Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;471 |
|  | Kroger Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/15/40 | &nbsp;&nbsp;1329 | &nbsp;&nbsp;1302 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | Kroger Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;1299 | &nbsp;&nbsp;1204 |
|  | Kroger Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | Kroger Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/1/47 | &nbsp;&nbsp;2624 | &nbsp;&nbsp;2172 |
|  | Kroger Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;983 |
|  | Kroger Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;1662 | &nbsp;&nbsp;1251 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;2829 | &nbsp;&nbsp;2683 |
|  | Kroger Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/64 | &nbsp;&nbsp;1765 | &nbsp;&nbsp;1672 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | Mead Johnson Nutrition Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;690 |
|  | Mead Johnson Nutrition Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;2419 | &nbsp;&nbsp;2110 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;2107 | &nbsp;&nbsp;1921 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;2801 | &nbsp;&nbsp;2235 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/4/50 | &nbsp;&nbsp;1862 | &nbsp;&nbsp;1103 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/21/41 | &nbsp;&nbsp;2300 | &nbsp;&nbsp;1626 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/5/42 | &nbsp;&nbsp;1448 | &nbsp;&nbsp;1225 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/14/46 | &nbsp;&nbsp;1889 | &nbsp;&nbsp;1668 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/6/46 | &nbsp;&nbsp;2286 | &nbsp;&nbsp;1706 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/2/47 | &nbsp;&nbsp;1343 | &nbsp;&nbsp;1092 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/29/49 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1147 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;1394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/60 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/16/38 | &nbsp;&nbsp;2102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/42 | &nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/4/43 | &nbsp;&nbsp;1166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;1522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/44 | &nbsp;&nbsp;1698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | Reynolds American Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | Reynolds American Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3312 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846 |
|  | Sysco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | Sysco Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062 |
|  | Sysco Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145 |
|  | Sysco Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/14/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | Target Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 |
|  | Target Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 |
|  | Target Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 |
|  | Target Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | Target Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;2172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 |
|  | Target Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | Target Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963 |
|  | Target Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/2/47 | &nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/28/48 | &nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 |
| <sup>2</sup> | Unilever Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/12/51 | &nbsp;&nbsp;1627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | Walmart Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;2845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2986 |
|  | Walmart Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/28/38 | &nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313 |
|  | Walmart Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 |
|  | Walmart Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/40 | &nbsp;&nbsp;1864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882 |
|  | Walmart Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/11/43 | &nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 |
|  | Walmart Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | Walmart Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/29/48 | &nbsp;&nbsp;3233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673 |
|  | Walmart Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 |
|  | Walmart Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/22/51 | &nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/9/52 | &nbsp;&nbsp;1699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256 |
|  |  |  |  |  | &nbsp;&nbsp;**267030** |
| **Energy (4.0%)** | **Energy (4.0%)** | **Energy (4.0%)** | **Energy (4.0%)** | **Energy (4.0%)** | **Energy (4.0%)** |
|  | Apache Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 |
|  | Apache Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 |
|  | Apache Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/41 | &nbsp;&nbsp;3134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/24/50 | &nbsp;&nbsp;3599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;11/10/50 | &nbsp;&nbsp;2961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/51 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;3/17/52 | &nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.379% | &nbsp;&nbsp;2/8/61 | &nbsp;&nbsp;2692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/38 | &nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
| <sup>2</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;801 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;2.742% | &nbsp;&nbsp;12/31/39 | &nbsp;&nbsp;2579 | &nbsp;&nbsp;2108 |
| <sup>4,5</sup> | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/35 | &nbsp;&nbsp;1725 | &nbsp;&nbsp;1739 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/43 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1439 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/30/49 | &nbsp;&nbsp;1850 | &nbsp;&nbsp;1385 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;1729 | &nbsp;&nbsp;2016 |
|  | Columbia Pipeline Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;870 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;1632 | &nbsp;&nbsp;1719 |
|  | ConocoPhillips | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;2382 | &nbsp;&nbsp;2659 |
|  | ConocoPhillips | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;1405 | &nbsp;&nbsp;1124 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;1656 | &nbsp;&nbsp;1378 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;1995 | &nbsp;&nbsp;1448 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;1967 | &nbsp;&nbsp;1816 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;1070 | &nbsp;&nbsp;1022 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;1830 | &nbsp;&nbsp;1735 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;3347 | &nbsp;&nbsp;2410 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/63 | &nbsp;&nbsp;1175 | &nbsp;&nbsp;1126 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/65 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;1089 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/41 | &nbsp;&nbsp;1960 | &nbsp;&nbsp;1811 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;2325 | &nbsp;&nbsp;1936 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;1180 | &nbsp;&nbsp;1063 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/24/51 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/54 | &nbsp;&nbsp;3085 | &nbsp;&nbsp;2864 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/64 | &nbsp;&nbsp;2143 | &nbsp;&nbsp;1988 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;1805 | &nbsp;&nbsp;1728 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;673 |
| <sup>2</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;402 |
| <sup>2</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;736 |
| <sup>2</sup> | Enbridge Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;1133 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/10/44 | &nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp;&nbsp;910 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/1/51 | &nbsp;&nbsp;4080 | &nbsp;&nbsp;2705 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;1087 | &nbsp;&nbsp;1176 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/54 | &nbsp;&nbsp;2365 | &nbsp;&nbsp;2341 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;1040 |
| <sup>2</sup> | Energy Transfer LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | Energy Transfer LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;1109 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;1819 | &nbsp;&nbsp;1817 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;2030 | &nbsp;&nbsp;2108 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;659 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/45 | &nbsp;&nbsp;1461 | &nbsp;&nbsp;1436 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;1795 | &nbsp;&nbsp;1581 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;2198 | &nbsp;&nbsp;1960 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;1601 | &nbsp;&nbsp;1540 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;5066 | &nbsp;&nbsp;5003 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;2169 | &nbsp;&nbsp;1815 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;3215 | &nbsp;&nbsp;3055 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;2212 | &nbsp;&nbsp;2125 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;1132 | &nbsp;&nbsp;1115 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1461 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;1164 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;901 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;872 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;1435 | &nbsp;&nbsp;1312 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;934 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;576 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;2800 | &nbsp;&nbsp;2603 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;2090 | &nbsp;&nbsp;1695 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;1539 | &nbsp;&nbsp;1342 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/31/50 | &nbsp;&nbsp;2305 | &nbsp;&nbsp;1829 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/31/51 | &nbsp;&nbsp;1445 | &nbsp;&nbsp;1046 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;2674 | &nbsp;&nbsp;1746 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;2166 | &nbsp;&nbsp;1434 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;2007 | &nbsp;&nbsp;1755 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/16/55 | &nbsp;&nbsp;2875 | &nbsp;&nbsp;2773 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/31/60 | &nbsp;&nbsp;1925 | &nbsp;&nbsp;1405 |
| <sup>5</sup> | EOG Resources Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;2450 | &nbsp;&nbsp;2484 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;886 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;773 |
| <sup>5</sup> | EOG Resources Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;738 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.995% | &nbsp;&nbsp;8/16/39 | &nbsp;&nbsp;1693 | &nbsp;&nbsp;1321 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;3/19/40 | &nbsp;&nbsp;4022 | &nbsp;&nbsp;3596 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;3/6/45 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;4732 | &nbsp;&nbsp;3886 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.095% | &nbsp;&nbsp;8/16/49 | &nbsp;&nbsp;2255 | &nbsp;&nbsp;1510 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.327% | &nbsp;&nbsp;3/19/50 | &nbsp;&nbsp;4545 | &nbsp;&nbsp;3773 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.452% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;4119 | &nbsp;&nbsp;2919 |
|  | Halliburton Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;3155 | &nbsp;&nbsp;3037 |
|  | Halliburton Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/15/38 | &nbsp;&nbsp;2056 | &nbsp;&nbsp;2256 |
|  | Halliburton Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;1265 | &nbsp;&nbsp;1084 |
|  | Halliburton Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;2121 | &nbsp;&nbsp;1843 |
|  | Halliburton Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;3349 | &nbsp;&nbsp;2964 |
|  | Hess Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | Hess Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;2477 | &nbsp;&nbsp;2460 |
|  | Hess Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;412 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;1034 |
| <sup>2</sup> | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;1097 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;1010 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;961 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;551 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;2085 | &nbsp;&nbsp;1856 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;917 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;881 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;2838 | &nbsp;&nbsp;2682 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/46 | &nbsp;&nbsp;1508 | &nbsp;&nbsp;1333 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;1890 | &nbsp;&nbsp;1701 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;2265 | &nbsp;&nbsp;2228 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;2615 | &nbsp;&nbsp;2729 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;1922 | &nbsp;&nbsp;1601 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;1056 | &nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | MPLX LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;4509 | &nbsp;&nbsp;3992 |
|  | MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;1144 | &nbsp;&nbsp;1000 |
|  | MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1395 |
|  | MPLX LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/48 | &nbsp;&nbsp;1790 | &nbsp;&nbsp;1452 |
|  | MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;2824 | &nbsp;&nbsp;2555 |
|  | MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/14/52 | &nbsp;&nbsp;2057 | &nbsp;&nbsp;1704 |
|  | MPLX LP | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | MPLX LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;676 | &nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | NOV Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;1813 | &nbsp;&nbsp;1361 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/36 | &nbsp;&nbsp;3358 | &nbsp;&nbsp;3438 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;1276 | &nbsp;&nbsp;1244 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;2144 | &nbsp;&nbsp;2115 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;1154 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;728 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;1410 | &nbsp;&nbsp;1286 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;477 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;835 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;835 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;1505 | &nbsp;&nbsp;1310 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | ONEOK Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | ONEOK Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;1809 | &nbsp;&nbsp;1288 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;1650 | &nbsp;&nbsp;1272 |
|  | ONEOK Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;1119 | &nbsp;&nbsp;1205 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/53 | &nbsp;&nbsp;1910 | &nbsp;&nbsp;1986 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/54 | &nbsp;&nbsp;2300 | &nbsp;&nbsp;2122 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/64 | &nbsp;&nbsp;1355 | &nbsp;&nbsp;1258 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;1059 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;947 | &nbsp;&nbsp;&nbsp;&nbsp;947 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;967 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;1313 | &nbsp;&nbsp;1343 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;1070 | &nbsp;&nbsp;1079 |
|  | Ovintiv Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Phillips 66 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;3775 | &nbsp;&nbsp;3754 |
|  | Phillips 66 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;2178 | &nbsp;&nbsp;1892 |
|  | Phillips 66 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;1815 | &nbsp;&nbsp;1168 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;541 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;1404 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;989 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/31/43 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;385 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;1338 | &nbsp;&nbsp;1112 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;1310 | &nbsp;&nbsp;1117 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;1031 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/43 | &nbsp;&nbsp;2089 | &nbsp;&nbsp;1844 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/45 | &nbsp;&nbsp;4680 | &nbsp;&nbsp;3961 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/46 | &nbsp;&nbsp;3907 | &nbsp;&nbsp;3113 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/46 | &nbsp;&nbsp;1744 | &nbsp;&nbsp;1343 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/6/50 | &nbsp;&nbsp;2567 | &nbsp;&nbsp;1758 |
|  | Shell International Finance BV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;12/15/38 | &nbsp;&nbsp;2017 | &nbsp;&nbsp;2240 |
|  | Shell International Finance BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/40 | &nbsp;&nbsp;1920 | &nbsp;&nbsp;1956 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/26/41 | &nbsp;&nbsp;2299 | &nbsp;&nbsp;1657 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/21/42 | &nbsp;&nbsp;1497 | &nbsp;&nbsp;1173 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;552 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/26/51 | &nbsp;&nbsp;2216 | &nbsp;&nbsp;1426 |
| <sup>4</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;6.176% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;836 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;768 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;923 | &nbsp;&nbsp;&nbsp;&nbsp;759 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;815 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;6/1/39 | &nbsp;&nbsp;1077 | &nbsp;&nbsp;1173 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/51 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;1371 | &nbsp;&nbsp;1378 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;638 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;1499 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;2106 | &nbsp;&nbsp;2062 |
|  | Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;2.986% | &nbsp;&nbsp;6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.461% | &nbsp;&nbsp;7/12/49 | &nbsp;&nbsp;1825 | &nbsp;&nbsp;1295 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;5/29/50 | &nbsp;&nbsp;4285 | &nbsp;&nbsp;2829 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/29/60 | &nbsp;&nbsp;2055 | &nbsp;&nbsp;1350 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;4/5/54 | &nbsp;&nbsp;1505 | &nbsp;&nbsp;1448 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;9/10/54 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;1157 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.638% | &nbsp;&nbsp;4/5/64 | &nbsp;&nbsp;2640 | &nbsp;&nbsp;2559 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;9/10/64 | &nbsp;&nbsp;2505 | &nbsp;&nbsp;2343 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;2023 | &nbsp;&nbsp;2121 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;2839 | &nbsp;&nbsp;3222 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;277 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;1070 | &nbsp;&nbsp;1111 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;725 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;660 |
|  | Valero Energy Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;2425 | &nbsp;&nbsp;2613 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;351 |
|  | Valero Energy Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;1611 | &nbsp;&nbsp;1084 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;4.000% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1919 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/12/54 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106 |
|  |  |  |  |  | &nbsp;&nbsp;**339190** |
| **Financials (6.0%)** | **Financials (6.0%)** | **Financials (6.0%)** | **Financials (6.0%)** | **Financials (6.0%)** | **Financials (6.0%)** |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;2338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873 |
|  | Aflac Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108 |
|  | Alleghany Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | Alleghany Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
|  | Allstate Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 |
|  | Allstate Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | Allstate Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
| <sup>2</sup> | Allstate Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
|  | American Express Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;1446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 |
|  | American Financial Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | American International Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | American International Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 |
|  | American International Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741 |
|  | American National Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 |
|  | Aon Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | Aon Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 |
|  | Aon Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/28/52 | &nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/54 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
|  | Arch Capital Group US Inc. | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
|  | Ares Management Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/11/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;1352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/53 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;1/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;4476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.244% | &nbsp;&nbsp;4/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;2817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566 |
|  | Bank of America Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;4296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3731 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/41 | &nbsp;&nbsp;10341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7370 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;8209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6302 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;3716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3511 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.946% | &nbsp;&nbsp;1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4613 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;3/20/51 | &nbsp;&nbsp;10695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8502 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.831% | &nbsp;&nbsp;10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;3/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp;4383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831 |
| <sup>2</sup> | Bank of America NA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Barclays plc | &nbsp;&nbsp;3.811% | &nbsp;&nbsp;3/10/42 | &nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;1425 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/42 | &nbsp;&nbsp;1933 | &nbsp;&nbsp;&nbsp;&nbsp;1433 |
|  | Barclays plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/17/45 | &nbsp;&nbsp;2296 | &nbsp;&nbsp;&nbsp;&nbsp;2203 |
|  | Barclays plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/10/47 | &nbsp;&nbsp;2823 | &nbsp;&nbsp;&nbsp;&nbsp;2564 |
|  | Barclays plc | &nbsp;&nbsp;6.036% | &nbsp;&nbsp;3/12/55 | &nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;2082 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;1327 | &nbsp;&nbsp;&nbsp;&nbsp;1226 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;4954 | &nbsp;&nbsp;&nbsp;&nbsp;4163 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;1653 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;3883 |
|  | Berkshire Hathaway Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/11/43 | &nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp;&nbsp;1374 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/54 | &nbsp;&nbsp;2999 | &nbsp;&nbsp;&nbsp;&nbsp;2880 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/8/55 | &nbsp;&nbsp;1229 | &nbsp;&nbsp;&nbsp;&nbsp;1198 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/7/51 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/22/47 | &nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;1331 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/20/47 | &nbsp;&nbsp;1273 | &nbsp;&nbsp;&nbsp;&nbsp;1085 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.968% | &nbsp;&nbsp;3/4/54 | &nbsp;&nbsp;1397 | &nbsp;&nbsp;&nbsp;&nbsp;1396 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.813% | &nbsp;&nbsp;3/3/55 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | Brookfield Finance LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/23/55 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1650 |
|  | Chubb Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 |
| <sup>2</sup> | Chubb Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/13/43 | &nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;1540 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/3/45 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;1112 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;2642 | &nbsp;&nbsp;&nbsp;&nbsp;1694 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;12/15/61 | &nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;1117 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/25/36 | &nbsp;&nbsp;1056 | &nbsp;&nbsp;&nbsp;&nbsp;1093 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/39 | &nbsp;&nbsp;3722 | &nbsp;&nbsp;&nbsp;&nbsp;3207 |
|  | Citigroup Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/15/39 | &nbsp;&nbsp;1774 | &nbsp;&nbsp;&nbsp;&nbsp;2233 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;3/26/41 | &nbsp;&nbsp;2204 | &nbsp;&nbsp;&nbsp;&nbsp;2152 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/30/42 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;1407 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/43 | &nbsp;&nbsp;1729 | &nbsp;&nbsp;&nbsp;&nbsp;1888 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/6/44 | &nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1525 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/18/46 | &nbsp;&nbsp;4189 | &nbsp;&nbsp;&nbsp;&nbsp;3586 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;4.281% | &nbsp;&nbsp;4/24/48 | &nbsp;&nbsp;1722 | &nbsp;&nbsp;&nbsp;&nbsp;1416 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/48 | &nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;3523 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.612% | &nbsp;&nbsp;3/4/56 | &nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;3065 |
|  | CME Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp;1116 |
|  | CME Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
| <sup>2</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/41 | &nbsp;&nbsp;2234 | &nbsp;&nbsp;&nbsp;&nbsp;2199 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/43 | &nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp;1380 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/4/45 | &nbsp;&nbsp;2959 | &nbsp;&nbsp;&nbsp;&nbsp;2795 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/42 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/52 | &nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;2224 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/48 | &nbsp;&nbsp;1824 | &nbsp;&nbsp;&nbsp;&nbsp;1612 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;1323 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/22/54 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;1449 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>4</sup> | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/12/51 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | GATX Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;1027 |
|  | GATX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/5/54 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;1159 |
|  | GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;4.418% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;2643 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;9528 | &nbsp;&nbsp;10455 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;10/31/38 | &nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;5495 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/39 | &nbsp;&nbsp;2314 | &nbsp;&nbsp;&nbsp;&nbsp;2085 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;3773 | &nbsp;&nbsp;&nbsp;&nbsp;4035 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;3808 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;3.436% | &nbsp;&nbsp;2/24/43 | &nbsp;&nbsp;3302 | &nbsp;&nbsp;2519 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/44 | &nbsp;&nbsp;1867 | &nbsp;&nbsp;1678 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/45 | &nbsp;&nbsp;1395 | &nbsp;&nbsp;1254 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/21/45 | &nbsp;&nbsp;1008 | &nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/45 | &nbsp;&nbsp;7350 | &nbsp;&nbsp;7238 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.734% | &nbsp;&nbsp;1/28/56 | &nbsp;&nbsp;2727 | &nbsp;&nbsp;2730 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;1095 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;967 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;635 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/43 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;867 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/19/49 | &nbsp;&nbsp;1557 | &nbsp;&nbsp;1139 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;575 |
| <sup>2</sup> | HSBC Bank USA NA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;867 |
| <sup>2</sup> | HSBC Bank USA NA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/2/36 | &nbsp;&nbsp;3614 | &nbsp;&nbsp;3832 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;1907 | &nbsp;&nbsp;2040 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;2445 | &nbsp;&nbsp;2591 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;6/1/38 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;1163 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/14/42 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;1755 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/44 | &nbsp;&nbsp;2950 | &nbsp;&nbsp;3171 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/44 | &nbsp;&nbsp;2880 | &nbsp;&nbsp;2729 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;1469 | &nbsp;&nbsp;1063 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/21/48 | &nbsp;&nbsp;1387 | &nbsp;&nbsp;1144 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;2388 | &nbsp;&nbsp;1559 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;2947 | &nbsp;&nbsp;2663 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;2520 | &nbsp;&nbsp;1531 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/62 | &nbsp;&nbsp;1720 | &nbsp;&nbsp;1603 |
|  | Invesco Finance plc | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;705 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1039 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;2285 | &nbsp;&nbsp;2538 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;7/24/38 | &nbsp;&nbsp;5142 | &nbsp;&nbsp;4536 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;3094 | &nbsp;&nbsp;3155 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/41 | &nbsp;&nbsp;4004 | &nbsp;&nbsp;3063 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/41 | &nbsp;&nbsp;1892 | &nbsp;&nbsp;1942 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;11/19/41 | &nbsp;&nbsp;2601 | &nbsp;&nbsp;1824 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/6/42 | &nbsp;&nbsp;3063 | &nbsp;&nbsp;3070 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;1355 | &nbsp;&nbsp;1023 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/43 | &nbsp;&nbsp;1701 | &nbsp;&nbsp;1713 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/44 | &nbsp;&nbsp;1935 | &nbsp;&nbsp;1800 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;1794 | &nbsp;&nbsp;1640 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.534% | &nbsp;&nbsp;11/29/45 | &nbsp;&nbsp;4910 | &nbsp;&nbsp;4925 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;2/22/48 | &nbsp;&nbsp;4770 | &nbsp;&nbsp;4016 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.032% | &nbsp;&nbsp;7/24/48 | &nbsp;&nbsp;4346 | &nbsp;&nbsp;3521 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;3899 | &nbsp;&nbsp;3119 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.897% | &nbsp;&nbsp;1/23/49 | &nbsp;&nbsp;1996 | &nbsp;&nbsp;1575 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/51 | &nbsp;&nbsp;5756 | &nbsp;&nbsp;3872 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;4/22/52 | &nbsp;&nbsp;4717 | &nbsp;&nbsp;3304 |
|  | Legg Mason Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Lincoln National Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;637 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.369% | &nbsp;&nbsp;12/14/46 | &nbsp;&nbsp;2568 | &nbsp;&nbsp;1831 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.344% | &nbsp;&nbsp;1/9/48 | &nbsp;&nbsp;2827 | &nbsp;&nbsp;2248 |
|  | Loews Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;676 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;905 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/5/46 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;630 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/49 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;1041 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;763 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | Markel Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;1955 | &nbsp;&nbsp;1857 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/30/47 | &nbsp;&nbsp;2484 | &nbsp;&nbsp;2099 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;2931 | &nbsp;&nbsp;2409 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;1574 | &nbsp;&nbsp;1420 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;785 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;601 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;842 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;2555 | &nbsp;&nbsp;2463 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/21/46 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;839 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;940 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/26/50 | &nbsp;&nbsp;2855 | &nbsp;&nbsp;2253 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;2740 | &nbsp;&nbsp;1807 |
| <sup>2</sup> | MetLife Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;1445 | &nbsp;&nbsp;1502 |
| <sup>2</sup> | MetLife Inc. | &nbsp;&nbsp;10.750% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;1105 |
|  | MetLife Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/6/41 | &nbsp;&nbsp;1678 | &nbsp;&nbsp;1739 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/43 | &nbsp;&nbsp;1495 | &nbsp;&nbsp;1372 |
|  | MetLife Inc. | &nbsp;&nbsp;4.721% | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;1410 | &nbsp;&nbsp;1255 |
|  | MetLife Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;2033 | &nbsp;&nbsp;1663 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;1845 |
|  | MetLife Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;2230 | &nbsp;&nbsp;2100 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.286% | &nbsp;&nbsp;7/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;918 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;3/7/39 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;1010 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;7/18/39 | &nbsp;&nbsp;2079 | &nbsp;&nbsp;1788 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/38 | &nbsp;&nbsp;1232 | &nbsp;&nbsp;1073 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;4/22/39 | &nbsp;&nbsp;4230 | &nbsp;&nbsp;3915 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;2919 | &nbsp;&nbsp;2218 |
|  | Morgan Stanley | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/24/42 | &nbsp;&nbsp;4315 | &nbsp;&nbsp;4717 |
|  | Morgan Stanley | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/27/45 | &nbsp;&nbsp;5404 | &nbsp;&nbsp;4605 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/22/47 | &nbsp;&nbsp;2626 | &nbsp;&nbsp;2240 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;3/24/51 | &nbsp;&nbsp;4637 | &nbsp;&nbsp;4599 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.802% | &nbsp;&nbsp;1/25/52 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;1258 |
|  | Morgan Stanley | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;11/19/55 | &nbsp;&nbsp;5015 | &nbsp;&nbsp;4903 |
|  | Nasdaq Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/21/40 | &nbsp;&nbsp;1801 | &nbsp;&nbsp;1249 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;308 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;1071 |
|  | Nasdaq Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/28/63 | &nbsp;&nbsp;1317 | &nbsp;&nbsp;1346 |
| <sup>2</sup> | Nationwide Financial Services Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | Old Republic International Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/11/51 | &nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;715 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;1435 | &nbsp;&nbsp;1274 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;759 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;534 |
|  | Progressive Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | Progressive Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;2128 | &nbsp;&nbsp;1749 |
|  | Progressive Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;843 |
|  | Progressive Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;701 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/14/36 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1265 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;852 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/10/40 | &nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;809 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;963 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.905% | &nbsp;&nbsp;12/7/47 | &nbsp;&nbsp;1601 | &nbsp;&nbsp;1251 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/49 | &nbsp;&nbsp;2533 | &nbsp;&nbsp;1938 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/25/50 | &nbsp;&nbsp;1937 | &nbsp;&nbsp;1609 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/51 | &nbsp;&nbsp;1956 | &nbsp;&nbsp;1437 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;1695 | &nbsp;&nbsp;1236 |
| <sup>2</sup> | Regions Bank | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | Regions Financial Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;12/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;651 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1107 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.296% | &nbsp;&nbsp;1/12/41 | &nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp;728 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;9/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;470 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;7/13/43 | &nbsp;&nbsp;2070 | &nbsp;&nbsp;2207 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;7/9/44 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;1523 |
|  | Transatlantic Holdings Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;344 |
| <sup>2</sup> | Travelers Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;269 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1405 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;664 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;424 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/30/47 | &nbsp;&nbsp;1355 | &nbsp;&nbsp;1085 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/49 | &nbsp;&nbsp;1670 | &nbsp;&nbsp;1345 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/8/51 | &nbsp;&nbsp;1630 | &nbsp;&nbsp;1072 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;963 |
|  | UBS AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/48 | &nbsp;&nbsp;1485 | &nbsp;&nbsp;1280 |
|  | UBS Group AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;2668 | &nbsp;&nbsp;2398 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Unum Group | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | Unum Group | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
|  | Unum Group | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
|  | Unum Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
|  | Visa Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 |
|  | Visa Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373 |
|  | Visa Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4418 |
|  | Visa Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | Visa Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755 |
|  | Voya Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501 |
|  | W R Berkley Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/30/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/30/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 |
|  | Wachovia Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.606% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;2768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;3682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;2754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3518 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;7712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7025 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;7952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6773 |
| <sup>2</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;2221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 |
| <sup>2</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;7/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;11/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.133% | &nbsp;&nbsp;11/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | XL Group Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  |  |  |  |  | &nbsp;&nbsp;**506677** |
| **Health Care (7.0%)** | **Health Care (7.0%)** | **Health Care (7.0%)** | **Health Care (7.0%)** | **Health Care (7.0%)** | **Health Care (7.0%)** |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;3197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3179 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;2633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;2543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2406 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;2177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2053 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;8152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7142 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;5578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;5681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5088 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;2628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/21/49 | &nbsp;&nbsp;10410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8578 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4090 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 |
|  | Adventist Health System | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.387% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>2</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.008% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
|  | Aetna Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
|  | Aetna Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 |
|  | Aetna Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
|  | Aetna Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
|  | AHS Hospital Corp. | &nbsp;&nbsp;5.024% | &nbsp;&nbsp;7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
| <sup>2</sup> | AHS Hospital Corp. | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| <sup>2</sup> | Allina Health System | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
|  | Amgen Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 |
|  | Amgen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;2254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Amgen Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;1514 | &nbsp;&nbsp;1427 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | Amgen Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/43 | &nbsp;&nbsp;4777 | &nbsp;&nbsp;4738 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/45 | &nbsp;&nbsp;3992 | &nbsp;&nbsp;3393 |
|  | Amgen Inc. | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;3692 | &nbsp;&nbsp;3139 |
|  | Amgen Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Amgen Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;5953 | &nbsp;&nbsp;5096 |
|  | Amgen Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/22/52 | &nbsp;&nbsp;2898 | &nbsp;&nbsp;2266 |
|  | Amgen Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;2085 | &nbsp;&nbsp;1820 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/53 | &nbsp;&nbsp;7515 | &nbsp;&nbsp;7340 |
|  | Amgen Inc. | &nbsp;&nbsp;2.770% | &nbsp;&nbsp;9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;&nbsp;&nbsp;315 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/22/62 | &nbsp;&nbsp;2142 | &nbsp;&nbsp;1668 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/63 | &nbsp;&nbsp;3546 | &nbsp;&nbsp;3447 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;3.106% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Ascension Health | &nbsp;&nbsp;3.945% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;1891 | &nbsp;&nbsp;1514 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;4.847% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;1482 | &nbsp;&nbsp;1316 |
|  | AstraZeneca plc | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;5271 | &nbsp;&nbsp;5917 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/42 | &nbsp;&nbsp;3001 | &nbsp;&nbsp;2543 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/16/45 | &nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;977 |
|  | AstraZeneca plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/6/50 | &nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp;620 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/28/51 | &nbsp;&nbsp;1269 | &nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | Banner Health | &nbsp;&nbsp;2.907% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | Banner Health | &nbsp;&nbsp;2.913% | &nbsp;&nbsp;1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>2</sup> | Baptist Health South Florida Foundation Inc. | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;11/15/71 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>2</sup> | Baptist Healthcare System Obligated Group | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;685 |
|  | Baxalta Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;801 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;&nbsp;841 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.132% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;1817 | &nbsp;&nbsp;1159 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;4.185% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;283 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;3.967% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;1426 | &nbsp;&nbsp;1138 |
| <sup>2</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;2.839% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;1437 | &nbsp;&nbsp;&nbsp;&nbsp;904 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.669% | &nbsp;&nbsp;6/6/47 | &nbsp;&nbsp;2566 | &nbsp;&nbsp;2201 |
| <sup>2</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;603 |
|  | Biogen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;3195 | &nbsp;&nbsp;2011 |
|  | Biogen Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;2911 | &nbsp;&nbsp;1863 |
|  | Biogen Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;353 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;1004 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;909 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;2821 | &nbsp;&nbsp;2506 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;1258 | &nbsp;&nbsp;&nbsp;&nbsp;993 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;3716 | &nbsp;&nbsp;3293 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/20/48 | &nbsp;&nbsp;3943 | &nbsp;&nbsp;3389 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/26/49 | &nbsp;&nbsp;6771 | &nbsp;&nbsp;5483 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;3727 | &nbsp;&nbsp;2713 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;976 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/22/54 | &nbsp;&nbsp;5075 | &nbsp;&nbsp;4944 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;11/15/63 | &nbsp;&nbsp;2345 | &nbsp;&nbsp;2538 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/22/64 | &nbsp;&nbsp;3165 | &nbsp;&nbsp;3071 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;1278 | &nbsp;&nbsp;1132 |
| <sup>2</sup> | Catholic Health Services of Long Island Obligated Group | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | Cencora Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;1291 | &nbsp;&nbsp;1043 |
|  | Children's Health System of Texas | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>2</sup> | Children's Hospital | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>2</sup> | Children's Hospital Corp. | &nbsp;&nbsp;4.115% | &nbsp;&nbsp;1/1/47 | &nbsp;&nbsp;1379 | &nbsp;&nbsp;1130 |
| <sup>2</sup> | Children's Hospital Corp. | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;615 |
|  | Children's Hospital Medical Center | &nbsp;&nbsp;4.268% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;635 |
| <sup>2</sup> | Children's Hospital of Philadelphia | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;3575 | &nbsp;&nbsp;3356 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Cigna Group | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;1214 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1912 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
|  | Cigna Group | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;4268 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;2275 |
|  | Cigna Group | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1511 |
| <sup>2</sup> | City of Hope | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
| <sup>2</sup> | City of Hope | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | Cleveland Clinic Foundation | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;1/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
| <sup>2</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1957 | &nbsp;&nbsp;&nbsp;&nbsp;1642 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.817% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.187% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp;1017 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.548% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
| <sup>2</sup> | Community Health Network Inc. | &nbsp;&nbsp;3.099% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>2</sup> | Corewell Health Obligated Group | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>2</sup> | Cottage Health Obligated Group | &nbsp;&nbsp;3.304% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;1138 | &nbsp;&nbsp;&nbsp;&nbsp;1091 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;7673 | &nbsp;&nbsp;&nbsp;&nbsp;7040 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;1658 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;6891 | &nbsp;&nbsp;&nbsp;&nbsp;6095 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/25/48 | &nbsp;&nbsp;13030 | &nbsp;&nbsp;11255 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/21/53 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2237 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1359 | &nbsp;&nbsp;&nbsp;&nbsp;1299 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;1234 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | Danaher Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
|  | Danaher Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp;1263 |
|  | Danaher Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;1222 |
| <sup>2</sup> | Dartmouth-Hitchcock Health | &nbsp;&nbsp;4.178% | &nbsp;&nbsp;8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
|  | Dignity Health | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | Dignity Health | &nbsp;&nbsp;5.267% | &nbsp;&nbsp;11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>2</sup> | Duke University Health System Inc. | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;1042 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1216 | &nbsp;&nbsp;&nbsp;&nbsp;1312 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1639 | &nbsp;&nbsp;&nbsp;&nbsp;1436 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1954 | &nbsp;&nbsp;&nbsp;&nbsp;1798 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1626 | &nbsp;&nbsp;&nbsp;&nbsp;1326 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2323 | &nbsp;&nbsp;&nbsp;&nbsp;1933 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1156 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1734 | &nbsp;&nbsp;&nbsp;&nbsp;1547 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;1045 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;2136 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;1860 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;1513 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/27/53 | &nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;2447 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/54 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;3714 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/12/55 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;1762 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/27/63 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2179 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/9/64 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2905 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/14/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
| <sup>2</sup> | Franciscan Missionaries of Our Lady Health System Inc. | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;1392 | &nbsp;&nbsp;&nbsp;&nbsp;1500 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;2213 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/36 | &nbsp;&nbsp;2031 | &nbsp;&nbsp;1852 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;3331 | &nbsp;&nbsp;2389 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;2439 | &nbsp;&nbsp;2227 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;3718 | &nbsp;&nbsp;3241 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;4453 | &nbsp;&nbsp;3986 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;3348 | &nbsp;&nbsp;2102 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;1081 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/15/64 | &nbsp;&nbsp;1255 | &nbsp;&nbsp;1234 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;4711 | &nbsp;&nbsp;5234 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;823 |
| <sup>2</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;717 |
| <sup>2</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;469 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/57 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;1166 |
| <sup>2</sup> | Hartford HealthCare Corp. | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;7/1/54 | &nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;966 |
|  | HCA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;853 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;2790 | &nbsp;&nbsp;2594 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;2846 | &nbsp;&nbsp;2530 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;2682 | &nbsp;&nbsp;1777 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;3900 | &nbsp;&nbsp;3134 |
|  | HCA Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;2074 | &nbsp;&nbsp;2003 |
|  | HCA Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;1819 | &nbsp;&nbsp;1778 |
|  | HCA Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;3060 | &nbsp;&nbsp;2974 |
|  | HCA Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;2095 | &nbsp;&nbsp;2109 |
|  | HCA Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/64 | &nbsp;&nbsp;1340 | &nbsp;&nbsp;1307 |
|  | Hoag Memorial Hospital Presbyterian | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | Humana Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;504 |
|  | Humana Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;1716 | &nbsp;&nbsp;1482 |
|  | Humana Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;737 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;339 |
|  | Humana Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;1675 | &nbsp;&nbsp;1561 |
|  | Humana Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;721 |
| <sup>2</sup> | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;470 |
|  | Inova Health System Foundation | &nbsp;&nbsp;4.068% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;969 |
| <sup>2</sup> | Integris Baptist Medical Center Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>2</sup> | Iowa Health System | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | Johns Hopkins Health System Corp. | &nbsp;&nbsp;3.837% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;646 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/1/36 | &nbsp;&nbsp;1391 | &nbsp;&nbsp;1254 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/3/37 | &nbsp;&nbsp;1973 | &nbsp;&nbsp;1763 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;2305 | &nbsp;&nbsp;1984 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;1058 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;2725 | &nbsp;&nbsp;1874 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;2813 | &nbsp;&nbsp;2688 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;917 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;3007 | &nbsp;&nbsp;2412 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/3/47 | &nbsp;&nbsp;2406 | &nbsp;&nbsp;1928 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;1337 | &nbsp;&nbsp;1021 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;1885 | &nbsp;&nbsp;1103 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;1145 | &nbsp;&nbsp;1138 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/1/60 | &nbsp;&nbsp;1840 | &nbsp;&nbsp;1023 |
| <sup>2</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;2.810% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;2642 | &nbsp;&nbsp;1890 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/47 | &nbsp;&nbsp;2083 | &nbsp;&nbsp;1707 |
| <sup>2</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.266% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;1451 | &nbsp;&nbsp;1004 |
| <sup>2</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;2327 | &nbsp;&nbsp;1508 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/11/38 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;1087 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;876 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;670 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.765% | &nbsp;&nbsp;7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;626 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.192% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;653 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.342% | &nbsp;&nbsp;7/1/60 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;712 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;598 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;667 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;487 |
| <sup>2</sup> | McLaren Health Care Corp. | &nbsp;&nbsp;4.386% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;784 |

---

------

Long-Term Bond Index 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> | MedStar Health Inc. | &nbsp;&nbsp;3.626% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;684 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;2991 | &nbsp;&nbsp;2689 |
|  | Memorial Health Services | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;638 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>2</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;2.955% | &nbsp;&nbsp;1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;565 |
| <sup>2</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/1/55 | &nbsp;&nbsp;1448 | &nbsp;&nbsp;1162 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/7/39 | &nbsp;&nbsp;2767 | &nbsp;&nbsp;2432 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/24/40 | &nbsp;&nbsp;1475 | &nbsp;&nbsp;1036 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;1002 | &nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/18/43 | &nbsp;&nbsp;2874 | &nbsp;&nbsp;2453 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/17/44 | &nbsp;&nbsp;1505 | &nbsp;&nbsp;1408 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/10/45 | &nbsp;&nbsp;4134 | &nbsp;&nbsp;3258 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/7/49 | &nbsp;&nbsp;2652 | &nbsp;&nbsp;2110 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/24/50 | &nbsp;&nbsp;2841 | &nbsp;&nbsp;1664 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/10/51 | &nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/53 | &nbsp;&nbsp;1275 | &nbsp;&nbsp;1172 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/10/61 | &nbsp;&nbsp;4265 | &nbsp;&nbsp;2486 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/63 | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;840 |
| <sup>2</sup> | Methodist Hospital | &nbsp;&nbsp;2.705% | &nbsp;&nbsp;12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;459 |
| <sup>2</sup> | Montefiore Obligated Group | &nbsp;&nbsp;5.246% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;1654 | &nbsp;&nbsp;1344 |
|  | Montefiore Obligated Group | &nbsp;&nbsp;4.287% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;407 |
| <sup>2</sup> | Mount Nittany Medical Center Obligated Group | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;444 |
| <sup>2</sup> | Mount Sinai Hospital | &nbsp;&nbsp;3.981% | &nbsp;&nbsp;7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>2</sup> | Mount Sinai Hospital | &nbsp;&nbsp;3.737% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>2</sup> | Mount Sinai Hospital | &nbsp;&nbsp;3.391% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | Mylan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;732 |
| <sup>2</sup> | MyMichigan Health | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;285 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.024% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.606% | &nbsp;&nbsp;8/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;379 |
| <sup>2</sup> | New York & Presbyterian Hospital | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;8/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | Novant Health Inc. | &nbsp;&nbsp;2.637% | &nbsp;&nbsp;11/1/36 | &nbsp;&nbsp;1640 | &nbsp;&nbsp;1290 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.168% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;549 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.318% | &nbsp;&nbsp;11/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/21/42 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/6/44 | &nbsp;&nbsp;2693 | &nbsp;&nbsp;2401 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/20/45 | &nbsp;&nbsp;3113 | &nbsp;&nbsp;2595 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/14/50 | &nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/18/54 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;662 |
| <sup>2</sup> | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>2</sup> | NYU Langone Hospitals | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | NYU Langone Hospitals | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;&nbsp;617 |
| <sup>2</sup> | NYU Langone Hospitals | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;899 |
| <sup>2</sup> | NYU Langone Hospitals | &nbsp;&nbsp;3.380% | &nbsp;&nbsp;7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.834% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;594 |
| <sup>2</sup> | OhioHealth Corp. | &nbsp;&nbsp;3.042% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;4.089% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;3.327% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;476 |
| <sup>2</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;1367 | &nbsp;&nbsp;1251 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/38 | &nbsp;&nbsp;1686 | &nbsp;&nbsp;1512 |
|  | Pfizer Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;4378 | &nbsp;&nbsp;5197 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/28/40 | &nbsp;&nbsp;1880 | &nbsp;&nbsp;1348 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;1502 | &nbsp;&nbsp;1302 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;1545 | &nbsp;&nbsp;1352 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;1342 | &nbsp;&nbsp;1102 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;2936 | &nbsp;&nbsp;2416 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/28/50 | &nbsp;&nbsp;2055 | &nbsp;&nbsp;1275 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/19/43 | &nbsp;&nbsp;5142 | &nbsp;&nbsp;4905 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/53 | &nbsp;&nbsp;9407 | &nbsp;&nbsp;8880 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/63 | &nbsp;&nbsp;7157 | &nbsp;&nbsp;6641 |
|  | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.864% | &nbsp;&nbsp;1/1/52 | &nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | Presbyterian Healthcare Services | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/1/52 | &nbsp;&nbsp;1755 | &nbsp;&nbsp;1553 |
| <sup>2</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;2360 | &nbsp;&nbsp;1723 |

---

------

Long-Term Bond Index 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> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;552 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>2</sup> | Rady Children's Hospital-San Diego | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;370 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;1467 | &nbsp;&nbsp;&nbsp;&nbsp;876 |
|  | Revvity Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/2/40 | &nbsp;&nbsp;1895 | &nbsp;&nbsp;1426 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/2/50 | &nbsp;&nbsp;3369 | &nbsp;&nbsp;2281 |
| <sup>2</sup> | Stanford Health Care | &nbsp;&nbsp;3.795% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;1018 | &nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | Stanford Health Care | &nbsp;&nbsp;3.027% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;1960 | &nbsp;&nbsp;1273 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;696 |
|  | Stryker Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | Stryker Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;1856 |
|  | Stryker Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;574 |
|  | Summa Health | &nbsp;&nbsp;3.511% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;3.161% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;743 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;4.091% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;630 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;3.361% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;544 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;7/9/40 | &nbsp;&nbsp;2708 | &nbsp;&nbsp;2020 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;911 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/9/50 | &nbsp;&nbsp;3756 | &nbsp;&nbsp;2455 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/9/60 | &nbsp;&nbsp;3161 | &nbsp;&nbsp;2002 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;7/5/64 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;534 |
| <sup>5</sup> | Takeda US Financing Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;7/7/55 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1306 |
|  | Texas Health Resources | &nbsp;&nbsp;2.328% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;510 |
| <sup>2</sup> | Texas Health Resources | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;1838 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/15/41 | &nbsp;&nbsp;1791 | &nbsp;&nbsp;1284 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;852 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;1717 | &nbsp;&nbsp;1410 |
|  | Toledo Hospital | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;699 |
| <sup>2</sup> | Trinity Health Corp. | &nbsp;&nbsp;2.632% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;1665 | &nbsp;&nbsp;1197 |
|  | Trinity Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>2</sup> | Trinity Health Corp. | &nbsp;&nbsp;3.434% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;513 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;1766 | &nbsp;&nbsp;1706 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;2274 | &nbsp;&nbsp;2388 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;2705 | &nbsp;&nbsp;2969 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;1705 | &nbsp;&nbsp;1896 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/15/38 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1420 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/39 | &nbsp;&nbsp;2004 | &nbsp;&nbsp;1617 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;546 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;1202 | &nbsp;&nbsp;1236 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;2194 | &nbsp;&nbsp;1612 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;1427 | &nbsp;&nbsp;1226 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;2937 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/44 | &nbsp;&nbsp;2840 | &nbsp;&nbsp;2767 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/45 | &nbsp;&nbsp;2756 | &nbsp;&nbsp;2438 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;648 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;1591 | &nbsp;&nbsp;1287 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;2765 | &nbsp;&nbsp;2055 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;2195 | &nbsp;&nbsp;1764 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;2187 | &nbsp;&nbsp;1593 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;495 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;4399 | &nbsp;&nbsp;2916 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;2865 | &nbsp;&nbsp;2443 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;2105 | &nbsp;&nbsp;2108 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;3133 | &nbsp;&nbsp;2795 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;2955 | &nbsp;&nbsp;2761 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/54 | &nbsp;&nbsp;4281 | &nbsp;&nbsp;4150 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/59 | &nbsp;&nbsp;2303 | &nbsp;&nbsp;1624 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/62 | &nbsp;&nbsp;1255 | &nbsp;&nbsp;1079 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/63 | &nbsp;&nbsp;1944 | &nbsp;&nbsp;1971 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/63 | &nbsp;&nbsp;2895 | &nbsp;&nbsp;2576 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/64 | &nbsp;&nbsp;1855 | &nbsp;&nbsp;1733 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/64 | &nbsp;&nbsp;3630 | &nbsp;&nbsp;3530 |
|  | Utah Acquisition Sub Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;1415 | &nbsp;&nbsp;1145 |
|  | Viatris Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/22/40 | &nbsp;&nbsp;1613 | &nbsp;&nbsp;1191 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Viatris Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/22/50 | &nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746 |
| <sup>2</sup> | WakeMed | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>2</sup> | West Virginia United Health System Obligated Group | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>2</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;3.065% | &nbsp;&nbsp;3/1/51 | &nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
|  | Wyeth LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>2</sup> | Yale-New Haven Health Services Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/43 | &nbsp;&nbsp;2696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/12/47 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
|  |  |  |  |  | &nbsp;&nbsp;**588258** |
| **Industrials (3.6%)** | **Industrials (3.6%)** | **Industrials (3.6%)** | **Industrials (3.6%)** | **Industrials (3.6%)** | **Industrials (3.6%)** |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/19/46 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/14/48 | &nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
|  | 3M Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/26/49 | &nbsp;&nbsp;1893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 |
|  | 3M Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
|  | Boeing Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | Boeing Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609 |
|  | Boeing Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191 |
|  | Boeing Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;1561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 |
|  | Boeing Co. | &nbsp;&nbsp;5.705% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5213 |
|  | Boeing Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
|  | Boeing Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;1028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | Boeing Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 |
|  | Boeing Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;8117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7787 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/54 | &nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3921 |
|  | Boeing Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/59 | &nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/60 | &nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5040 |
|  | Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/64 | &nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;1297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;1562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;1672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;2232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/1/46 | &nbsp;&nbsp;1841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;1883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;2322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/56 | &nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;1032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;2359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2616 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/3/48 | &nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/2/41 | &nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;1063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;680 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/2/51 | &nbsp;&nbsp;3240 | &nbsp;&nbsp;2129 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/69 | &nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/15 | &nbsp;&nbsp;1293 | &nbsp;&nbsp;1317 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.377% | &nbsp;&nbsp;4/5/40 | &nbsp;&nbsp;3610 | &nbsp;&nbsp;2865 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.577% | &nbsp;&nbsp;4/5/50 | &nbsp;&nbsp;2255 | &nbsp;&nbsp;1656 |
|  | Carrier Global Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;762 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;1515 | &nbsp;&nbsp;1568 |
|  | Caterpillar Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;1077 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/27/41 | &nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;3124 | &nbsp;&nbsp;2579 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/19/49 | &nbsp;&nbsp;1692 | &nbsp;&nbsp;1185 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;664 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;562 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/64 | &nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp;938 |
|  | CSX Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;2211 |
|  | CSX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | CSX Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;1052 |
|  | CSX Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;4/30/40 | &nbsp;&nbsp;1079 | &nbsp;&nbsp;1165 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;554 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;1398 | &nbsp;&nbsp;1088 |
|  | CSX Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;1434 | &nbsp;&nbsp;1192 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;1663 | &nbsp;&nbsp;1473 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;723 |
|  | CSX Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;983 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | CSX Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;420 |
|  | CSX Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;1643 | &nbsp;&nbsp;&nbsp;&nbsp;950 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | CSX Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/1/66 | &nbsp;&nbsp;1385 | &nbsp;&nbsp;1067 |
|  | CSX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/68 | &nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | Cummins Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | Cummins Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | Cummins Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/20/54 | &nbsp;&nbsp;1665 | &nbsp;&nbsp;1613 |
|  | Deere & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/9/42 | &nbsp;&nbsp;2192 | &nbsp;&nbsp;1865 |
|  | Deere & Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | Deere & Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;1776 | &nbsp;&nbsp;1378 |
|  | Deere & Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/19/55 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;1120 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;639 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;1258 | &nbsp;&nbsp;1224 |
|  | Eaton Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/2/42 | &nbsp;&nbsp;1463 | &nbsp;&nbsp;1258 |
|  | Eaton Corp. | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;863 | &nbsp;&nbsp;&nbsp;&nbsp;685 |
|  | Eaton Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/21/51 | &nbsp;&nbsp;2837 | &nbsp;&nbsp;1788 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;1810 | &nbsp;&nbsp;1296 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;1323 | &nbsp;&nbsp;1165 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;769 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;862 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;2253 | &nbsp;&nbsp;1831 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/47 | &nbsp;&nbsp;2339 | &nbsp;&nbsp;1841 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/17/48 | &nbsp;&nbsp;1621 | &nbsp;&nbsp;1371 |
| <sup>4</sup> | FedEx Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;2405 | &nbsp;&nbsp;2126 |
|  | Fortive Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;880 |
|  | General Dynamics Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | General Dynamics Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;2019 | &nbsp;&nbsp;1813 |
|  | General Dynamics Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;869 |
| <sup>2</sup> | General Electric Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/14/38 | &nbsp;&nbsp;1726 | &nbsp;&nbsp;1841 |
|  | General Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;1748 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;470 |
|  | Honeywell International Inc. | &nbsp;&nbsp;3.812% | &nbsp;&nbsp;11/21/47 | &nbsp;&nbsp;1295 | &nbsp;&nbsp;1005 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/54 | &nbsp;&nbsp;2955 | &nbsp;&nbsp;2802 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/1/64 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;974 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;340 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;1288 | &nbsp;&nbsp;1205 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;1933 | &nbsp;&nbsp;1605 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;880 |

---

------

Long-Term Bond Index 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> | Johnson Controls International plc | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>2</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/2/44 | &nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;728 |
| <sup>2</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/2/64 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;712 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.054% | &nbsp;&nbsp;4/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;523 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/31/53 | &nbsp;&nbsp;1395 | &nbsp;&nbsp;1366 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1076 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/36 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1251 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;2419 | &nbsp;&nbsp;2034 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;564 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;2164 | &nbsp;&nbsp;1927 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;3303 | &nbsp;&nbsp;2600 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/53 | &nbsp;&nbsp;2802 | &nbsp;&nbsp;2221 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;2462 | &nbsp;&nbsp;2482 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;926 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;283 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/64 | &nbsp;&nbsp;1775 | &nbsp;&nbsp;1634 |
| <sup>2</sup> | Nature Conservancy | &nbsp;&nbsp;3.957% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;1397 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;1881 | &nbsp;&nbsp;1734 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;896 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/46 | &nbsp;&nbsp;3126 | &nbsp;&nbsp;2737 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.942% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1106 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;2405 | &nbsp;&nbsp;1685 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;1671 | &nbsp;&nbsp;1292 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;2725 | &nbsp;&nbsp;1977 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;718 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;1485 | &nbsp;&nbsp;1420 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.155% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;540 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;1011 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/21 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;720 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;833 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;1217 | &nbsp;&nbsp;1172 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;1477 | &nbsp;&nbsp;1335 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;511 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;3072 | &nbsp;&nbsp;2449 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;1770 | &nbsp;&nbsp;1663 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;2182 | &nbsp;&nbsp;1959 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1122 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.112% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;1976 | &nbsp;&nbsp;1519 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.362% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;712 |
| <sup>2</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;488 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;1443 | &nbsp;&nbsp;1164 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/14/49 | &nbsp;&nbsp;1859 | &nbsp;&nbsp;1464 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | Republic Services Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;735 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;438 |
|  | RTX Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/38 | &nbsp;&nbsp;1153 | &nbsp;&nbsp;1244 |
|  | RTX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/16/38 | &nbsp;&nbsp;2357 | &nbsp;&nbsp;2173 |
|  | RTX Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | RTX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp;981 |
|  | RTX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;6434 | &nbsp;&nbsp;5698 |
|  | RTX Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | RTX Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | RTX Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;1943 | &nbsp;&nbsp;1482 |
|  | RTX Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;2476 | &nbsp;&nbsp;2068 |
|  | RTX Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/4/47 | &nbsp;&nbsp;1430 | &nbsp;&nbsp;1139 |
|  | RTX Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/16/48 | &nbsp;&nbsp;1791 | &nbsp;&nbsp;1542 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;3556 | &nbsp;&nbsp;2354 |
|  | RTX Corp. | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;561 |
|  | RTX Corp. | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;624 |
|  | RTX Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/27/53 | &nbsp;&nbsp;2745 | &nbsp;&nbsp;2625 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;2174 | &nbsp;&nbsp;2380 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;371 |
|  | Trane Technologies Global Holding Co. Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;949 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 |
| <sup>2</sup> | Union Pacific Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/50 | &nbsp;&nbsp;2152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/59 | &nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.839% | &nbsp;&nbsp;3/20/60 | &nbsp;&nbsp;3518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/20/61 | &nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/20/63 | &nbsp;&nbsp;1543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/5/70 | &nbsp;&nbsp;1052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;4/6/71 | &nbsp;&nbsp;1916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2/14/72 | &nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;2116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2158 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2024-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;1796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;1676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/3/53 | &nbsp;&nbsp;1681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1529 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/14/55 | &nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/22/64 | &nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/65 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
|  | Valmont Industries Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | Valmont Industries Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | Waste Connections Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
|  | Waste Connections Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | Waste Connections Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;1791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/15/49 | &nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
|  | Waste Management Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 |
|  | WW Grainger Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184 |
|  | WW Grainger Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
|  | WW Grainger Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 |
|  | Xylem Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
|  |  |  |  |  | &nbsp;&nbsp;**301656** |
| **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;1889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
|  | ArcelorMittal SA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;6/17/54 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | Barrick Mining Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499 |
|  | Barrick PD Australia Finance Pty Ltd. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;1136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/30/43 | &nbsp;&nbsp;5188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4918 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/8/53 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
|  | CF Industries Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
|  | CF Industries Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062 |
|  | Dow Chemical Co. | &nbsp;&nbsp;9.400% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | Dow Chemical Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;1973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;2173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769 |

---

------

Long-Term Bond Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| Dow Chemical Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;674 |
| Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;1315 | &nbsp;&nbsp;1075 |
| Dow Chemical Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;2960 | &nbsp;&nbsp;2005 |
| Dow Chemical Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;1535 | &nbsp;&nbsp;1652 |
| Dow Chemical Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;629 |
| DuPont de Nemours Inc. | &nbsp;&nbsp;5.319% | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;866 |
| DuPont de Nemours Inc. | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;3903 | &nbsp;&nbsp;3934 |
| Eastman Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;1751 | &nbsp;&nbsp;1538 |
| Eastman Chemical Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/44 | &nbsp;&nbsp;3417 | &nbsp;&nbsp;2888 |
| Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;560 |
| Ecolab Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp;926 |
| FMC Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;722 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;2628 | &nbsp;&nbsp;2488 |
| International Flavors & Fragrances Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;511 |
| International Paper Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;738 | &nbsp;&nbsp;&nbsp;&nbsp;726 |
| International Paper Co. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;402 |
| International Paper Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;1027 | &nbsp;&nbsp;1042 |
| International Paper Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;1192 | &nbsp;&nbsp;1038 |
| International Paper Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;366 |
| International Paper Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;1249 |
| International Paper Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;1330 | &nbsp;&nbsp;1064 |
| Linde Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;11/7/42 | &nbsp;&nbsp;1413 | &nbsp;&nbsp;1114 |
| Linde Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;363 |
| LYB International Finance BV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;1305 | &nbsp;&nbsp;1163 |
| LYB International Finance BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;1606 | &nbsp;&nbsp;1358 |
| LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;1568 | &nbsp;&nbsp;1159 |
| LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;1897 | &nbsp;&nbsp;1407 |
| LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;1415 | &nbsp;&nbsp;1046 |
| LYB International Finance III LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/60 | &nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;761 |
| LyondellBasell Industries NV | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/26/55 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;849 |
| Martin Marietta Materials Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;2240 | &nbsp;&nbsp;1481 |
| Martin Marietta Materials Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;925 |
| Mosaic Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;687 |
| Mosaic Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;746 |
| Newmont Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1350 |
| Newmont Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;5116 | &nbsp;&nbsp;4762 |
| Newmont Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/9/44 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;731 |
| Newmont Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;747 |
| Nucor Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;1745 | &nbsp;&nbsp;1924 |
| Nucor Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;1730 | &nbsp;&nbsp;1312 |
| Nucor Corp. | &nbsp;&nbsp;2.979% | &nbsp;&nbsp;12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;319 |
| Nutrien Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;1089 | &nbsp;&nbsp;1129 |
| Nutrien Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;970 |
| Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;514 |
| Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;1105 | &nbsp;&nbsp;1020 |
| Nutrien Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;1746 | &nbsp;&nbsp;1551 |
| Nutrien Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/53 | &nbsp;&nbsp;4216 | &nbsp;&nbsp;4182 |
| Packaging Corp. of America | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;261 |
| Packaging Corp. of America | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;764 |
| Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/2/40 | &nbsp;&nbsp;2569 | &nbsp;&nbsp;2523 |
| Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/2/51 | &nbsp;&nbsp;2120 | &nbsp;&nbsp;1288 |
| Rio Tinto Finance USA plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/42 | &nbsp;&nbsp;1325 | &nbsp;&nbsp;1201 |
| Rio Tinto Finance USA plc | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;696 |
| Rio Tinto Finance USA plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/9/53 | &nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;912 |
| Rio Tinto Finance USA plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/14/55 | &nbsp;&nbsp;2062 | &nbsp;&nbsp;2066 |
| Rio Tinto Finance USA plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/14/65 | &nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;542 |
| RPM International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;631 |
| Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;792 |
| Sherwin-Williams Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;2063 | &nbsp;&nbsp;1728 |
| Sherwin-Williams Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;1376 | &nbsp;&nbsp;1015 |
| Sherwin-Williams Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.777% | &nbsp;&nbsp;4/3/54 | &nbsp;&nbsp;2110 | &nbsp;&nbsp;2085 |
| Sonoco Products Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;989 |
| Southern Copper Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/27/35 | &nbsp;&nbsp;1596 | &nbsp;&nbsp;1834 |
| Southern Copper Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/16/40 | &nbsp;&nbsp;1815 | &nbsp;&nbsp;1982 |
| Southern Copper Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/8/42 | &nbsp;&nbsp;2013 | &nbsp;&nbsp;1873 |
| Southern Copper Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/23/45 | &nbsp;&nbsp;2640 | &nbsp;&nbsp;2608 |
| Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;480 |
| Steel Dynamics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp;584 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/21/36 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/10/39 | &nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/28/54 | &nbsp;&nbsp;2678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2636 |
|  | Vale SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/11/42 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 |
|  | Westlake Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248 |
|  | Westlake Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | Westlake Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 |
|  | Westlake Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
|  |  |  |  |  | &nbsp;&nbsp;**123277** |
| **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;5.500% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/51 | &nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
|  | American Tower Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 |
|  | American Tower Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | American Tower Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 |
|  | Camden Property Trust | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;4/1/41 | &nbsp;&nbsp;2397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;1531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | Equinix Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Equinix Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
|  | Equinix Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
|  | ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | ERP Operating LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | Essex Portfolio LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 |
|  | Federal Realty OP LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | GLP Capital LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
|  | Kilroy Realty LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
|  | NNN REIT Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;1231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 |
|  | Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | Prologis LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
|  | Prologis LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/53 | &nbsp;&nbsp;1613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/47 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
|  | Regency Centers LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/46 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/13/49 | &nbsp;&nbsp;2446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1643 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Simon Property Group LP | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/8/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;1125 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 |
|  | VICI Properties LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
|  | Welltower OP LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
|  |  |  |  |  | &nbsp;&nbsp;**49210** |
| **Technology (3.9%)** | **Technology (3.9%)** | **Technology (3.9%)** | **Technology (3.9%)** | **Technology (3.9%)** | **Technology (3.9%)** |
|  | Advanced Micro Devices Inc. | &nbsp;&nbsp;4.393% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
|  | Analog Devices Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1251 |
|  | Analog Devices Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;1877 |
|  | Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
|  | Apple Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;2094 | &nbsp;&nbsp;&nbsp;&nbsp;1463 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;5153 | &nbsp;&nbsp;&nbsp;&nbsp;4312 |
|  | Apple Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1217 |
|  | Apple Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/9/45 | &nbsp;&nbsp;&nbsp;&nbsp;3928 | &nbsp;&nbsp;&nbsp;&nbsp;3047 |
|  | Apple Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;3257 |
|  | Apple Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp;4671 | &nbsp;&nbsp;&nbsp;&nbsp;4271 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;6308 | &nbsp;&nbsp;&nbsp;&nbsp;5107 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;2729 | &nbsp;&nbsp;&nbsp;&nbsp;2151 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;2271 | &nbsp;&nbsp;&nbsp;&nbsp;1790 |
|  | Apple Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/11/49 | &nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;&nbsp;&nbsp;1535 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | Apple Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;2454 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/8/51 | &nbsp;&nbsp;&nbsp;&nbsp;6111 | &nbsp;&nbsp;&nbsp;&nbsp;3796 |
|  | Apple Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;3211 | &nbsp;&nbsp;&nbsp;&nbsp;2009 |
|  | Apple Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/52 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;2954 |
|  | Apple Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
|  | Apple Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;8/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;4263 | &nbsp;&nbsp;&nbsp;&nbsp;2457 |
|  | Apple Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp;3797 | &nbsp;&nbsp;&nbsp;&nbsp;2247 |
|  | Apple Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/5/61 | &nbsp;&nbsp;&nbsp;&nbsp;3934 | &nbsp;&nbsp;&nbsp;&nbsp;2355 |
|  | Apple Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/8/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;1384 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
|  | Applied Materials Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;3.137% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;11021 | &nbsp;&nbsp;&nbsp;&nbsp;9296 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;4215 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;2512 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;3861 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;1510 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3543 | &nbsp;&nbsp;&nbsp;&nbsp;3814 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2358 | &nbsp;&nbsp;&nbsp;&nbsp;2435 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/26/54 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/24/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/26/64 | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;1418 |
|  | Corning Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
|  | Corning Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
|  | Corning Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;1151 |
|  | Corning Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Corning Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
|  | Corning Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
|  | Corning Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/79 | &nbsp;&nbsp;&nbsp;&nbsp;1964 | &nbsp;&nbsp;&nbsp;&nbsp;1793 |
|  | Dell International LLC | &nbsp;&nbsp;8.100% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | Dell International LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2292 | &nbsp;&nbsp;&nbsp;&nbsp;1712 |
|  | Dell International LLC | &nbsp;&nbsp;8.350% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1131 | &nbsp;&nbsp;&nbsp;&nbsp;1439 |
|  | Dell International LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;1074 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;3922 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp;1181 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp;&nbsp;1370 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2121 | &nbsp;&nbsp;&nbsp;&nbsp;2175 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3912 | &nbsp;&nbsp;&nbsp;&nbsp;3610 |
|  | HP Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1311 | &nbsp;&nbsp;&nbsp;&nbsp;1322 |
|  | IBM International Capital Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;4.600% | &nbsp;&nbsp;3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | Intel Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;1595 |
|  | Intel Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;711 |
|  | Intel Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/29/45 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;2032 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;1932 | &nbsp;&nbsp;1450 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;2527 | &nbsp;&nbsp;1780 |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;3525 |
|  | Intel Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;1842 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;1859 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;2748 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;2832 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/54 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;1008 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;3211 |
|  | Intel Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/12/61 | &nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | Intel Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/5/62 | &nbsp;&nbsp;&nbsp;&nbsp;1449 | &nbsp;&nbsp;1179 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/63 | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;2167 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5093 | &nbsp;&nbsp;4486 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;1155 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;2120 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;1991 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5498 | &nbsp;&nbsp;4429 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;961 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;2/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/6/53 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;1434 |
| <sup>2</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;986 |
|  | International Business Machines Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;351 |
|  | Intuit Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;1781 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | KLA Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
|  | KLA Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;745 |
|  | KLA Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2657 | &nbsp;&nbsp;2418 |
|  | KLA Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;1222 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | Lam Research Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2544 | &nbsp;&nbsp;1641 |
|  | Lam Research Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | Micron Technology Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;1046 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;989 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;5842 | &nbsp;&nbsp;5246 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;2060 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;1549 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp;4466 | &nbsp;&nbsp;3595 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7844 | &nbsp;&nbsp;4849 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5217 | &nbsp;&nbsp;3201 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;3/17/52 | &nbsp;&nbsp;14061 | &nbsp;&nbsp;9328 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/56 | &nbsp;&nbsp;&nbsp;&nbsp;1179 | &nbsp;&nbsp;&nbsp;&nbsp;939 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;7838 | &nbsp;&nbsp;4631 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.041% | &nbsp;&nbsp;3/17/62 | &nbsp;&nbsp;&nbsp;&nbsp;2473 | &nbsp;&nbsp;1587 |
|  | Moody's Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;336 |
|  | Moody's Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;1872 |
|  | Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | Moody's Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | Moody's Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/29/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;1712 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2465 | &nbsp;&nbsp;2076 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2252 | &nbsp;&nbsp;1684 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;1254 |
|  | NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;1230 |
|  | NXP BV | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;818 |
|  | NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;2466 | &nbsp;&nbsp;1592 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;3067 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;1481 |
|  | Oracle Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;4054 |
|  | Oracle Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;2197 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;6.125% | &nbsp;&nbsp;7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;5710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4570 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/40 | &nbsp;&nbsp;5219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5095 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/41 | &nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424 |
|  | Oracle Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;4590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3647 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;8541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5969 |
|  | Oracle Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/25/51 | &nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4501 |
|  | Oracle Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;11/9/52 | &nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3102 |
|  | Oracle Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/6/53 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/27/54 | &nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245 |
|  | Oracle Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/3/55 | &nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/60 | &nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4303 |
|  | Oracle Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/61 | &nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/27/64 | &nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/3/65 | &nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;1221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;1063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/20/45 | &nbsp;&nbsp;2804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/47 | &nbsp;&nbsp;1744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/52 | &nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/53 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;2076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/62 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;7/15/41 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;2465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;7/15/61 | &nbsp;&nbsp;1772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;3203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3183 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;1783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/53 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/8/54 | &nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/18/63 | &nbsp;&nbsp;1628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495 |
| <sup>2</sup> | TR Finance LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
| <sup>2</sup> | TR Finance LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| <sup>2</sup> | TR Finance LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/25/51 | &nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/52 | &nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  |  |  |  |  | &nbsp;&nbsp;**330659** |
| **Utilities (5.9%)** | **Utilities (5.9%)** | **Utilities (5.9%)** | **Utilities (5.9%)** | **Utilities (5.9%)** | **Utilities (5.9%)** |
| <sup>2</sup> | AEP Texas Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| <sup>2</sup> | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>2</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| <sup>2</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>2</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/2/46 | &nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
| <sup>2</sup> | Alabama Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 |
| <sup>2</sup> | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Alabama Power Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;594 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;525 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | American Water Capital Corp. | &nbsp;&nbsp;6.593% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;454 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;896 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;545 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;1003 | &nbsp;&nbsp;&nbsp;&nbsp;807 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;504 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;525 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;1495 | &nbsp;&nbsp;1009 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/54 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1160 |
|  | Appalachian Power Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;1058 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;1042 |
| <sup>2</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp;821 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;1052 | &nbsp;&nbsp;&nbsp;&nbsp;961 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;745 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;856 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;678 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;1192 | &nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>2</sup> | Atmos Energy Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1008 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;515 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;678 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;488 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;259 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;1687 | &nbsp;&nbsp;1173 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;394 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;909 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;1140 | &nbsp;&nbsp;1036 |
|  | Avista Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;697 |
|  | Avista Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;665 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;983 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>2</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;1502 | &nbsp;&nbsp;1136 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;749 |
| <sup>2</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;1735 | &nbsp;&nbsp;1719 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;2694 | &nbsp;&nbsp;2897 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;1217 | &nbsp;&nbsp;1296 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;1578 | &nbsp;&nbsp;1485 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;845 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;1614 | &nbsp;&nbsp;1218 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;591 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;1516 | &nbsp;&nbsp;1212 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;2695 | &nbsp;&nbsp;1653 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;816 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;634 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp;835 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;1740 | &nbsp;&nbsp;1216 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;622 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;816 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;623 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp;&nbsp;439 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | CMS Energy Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;696 |
|  | CMS Energy Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;463 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;1917 | &nbsp;&nbsp;2042 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1077 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;2380 | &nbsp;&nbsp;1807 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;1459 | &nbsp;&nbsp;1106 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;1606 | &nbsp;&nbsp;1270 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;686 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;429 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/53 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;1024 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1295 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;501 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;1713 | &nbsp;&nbsp;1606 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;1020 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/36 | &nbsp;&nbsp;2651 | &nbsp;&nbsp;2851 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;1120 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;867 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/40 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1643 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;714 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;687 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;600 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;760 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;1465 | &nbsp;&nbsp;1154 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;761 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;1826 | &nbsp;&nbsp;1926 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;235 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;1431 | &nbsp;&nbsp;1205 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;1380 | &nbsp;&nbsp;1338 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;649 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/58 | &nbsp;&nbsp;1405 | &nbsp;&nbsp;1141 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/59 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;891 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/1/60 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;749 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;951 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;1356 | &nbsp;&nbsp;1330 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;2030 | &nbsp;&nbsp;2184 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;1970 | &nbsp;&nbsp;1934 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;1333 | &nbsp;&nbsp;&nbsp;&nbsp;976 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp;&nbsp;&nbsp;714 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;1281 | &nbsp;&nbsp;&nbsp;&nbsp;972 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;825 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/51 | &nbsp;&nbsp;2266 | &nbsp;&nbsp;1673 |
|  | Consumers Energy Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;339 |
|  | Dayton Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;1063 | &nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | Delmarva Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/41 | &nbsp;&nbsp;2219 | &nbsp;&nbsp;1638 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/1/41 | &nbsp;&nbsp;1168 | &nbsp;&nbsp;1055 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;1345 | &nbsp;&nbsp;1067 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;1336 | &nbsp;&nbsp;1144 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;697 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;422 |

---

------

Long-Term Bond Index 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> | DTE Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;528 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;480 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;1764 | &nbsp;&nbsp;1366 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;&nbsp;819 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;1518 | &nbsp;&nbsp;1191 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;1564 | &nbsp;&nbsp;1071 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;527 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;944 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;1657 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;1257 | &nbsp;&nbsp;1342 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;997 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;1406 | &nbsp;&nbsp;1204 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/30/42 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;1284 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;616 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;1411 | &nbsp;&nbsp;1102 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;504 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;587 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;592 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;564 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/46 | &nbsp;&nbsp;2112 | &nbsp;&nbsp;1562 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;1262 | &nbsp;&nbsp;&nbsp;&nbsp;948 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;892 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;1475 | &nbsp;&nbsp;1293 |
|  | Duke Energy Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;738 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;1990 | &nbsp;&nbsp;1946 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;1241 | &nbsp;&nbsp;1355 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;1182 | &nbsp;&nbsp;1298 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp;705 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;1127 | &nbsp;&nbsp;&nbsp;&nbsp;806 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;1022 | &nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;674 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;1435 | &nbsp;&nbsp;1528 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;1059 |
| <sup>2</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;911 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;672 |
| <sup>2</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;1378 | &nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;477 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;308 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;817 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;562 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;1034 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;2034 | &nbsp;&nbsp;1662 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;1479 | &nbsp;&nbsp;1219 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;798 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;836 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;1392 | &nbsp;&nbsp;1324 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;1139 |
|  | El Paso Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | Emera US Finance LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;1242 | &nbsp;&nbsp;1032 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;751 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;594 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;1595 | &nbsp;&nbsp;1584 |
|  | Entergy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;969 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;1491 | &nbsp;&nbsp;1322 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;740 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;474 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;1401 | &nbsp;&nbsp;&nbsp;&nbsp;868 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;523 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;1357 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;1710 | &nbsp;&nbsp;1712 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;802 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;687 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;910 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.276% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.351% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;911 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;1448 | &nbsp;&nbsp;1196 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;913 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;918 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;522 |
| <sup>2</sup> | Evergy Metro Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;735 |
|  | Eversource Energy | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;1091 |
|  | Exelon Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;1014 |
|  | Exelon Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | Exelon Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;2387 | &nbsp;&nbsp;2015 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1250 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;461 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;1382 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;768 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;1025 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/1/40 | &nbsp;&nbsp;1059 | &nbsp;&nbsp;1105 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;981 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;901 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;547 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;1412 | &nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;12/4/51 | &nbsp;&nbsp;2529 | &nbsp;&nbsp;1598 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;1807 | &nbsp;&nbsp;1729 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;1037 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;394 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;1180 | &nbsp;&nbsp;1019 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;594 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/30/50 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;873 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;638 |
|  | Iberdrola International BV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp;&nbsp;796 |
| <sup>2</sup> | Idaho Power Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;453 |
| <sup>2</sup> | Idaho Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;1302 |
| <sup>2</sup> | Idaho Power Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;991 |
| <sup>2</sup> | Idaho Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>2</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;920 |
| <sup>2</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;804 | &nbsp;&nbsp;&nbsp;&nbsp;596 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;569 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;508 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;1415 | &nbsp;&nbsp;1040 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;569 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/54 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;1111 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;486 |
| <sup>2</sup> | John Sevier Combined Cycle Generation LLC | &nbsp;&nbsp;4.626% | &nbsp;&nbsp;1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;719 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;5.078% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;1734 | &nbsp;&nbsp;1658 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/45 | &nbsp;&nbsp;2242 | &nbsp;&nbsp;1886 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | Louisville Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;1408 | &nbsp;&nbsp;1284 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;800 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/47 | &nbsp;&nbsp;1521 | &nbsp;&nbsp;1201 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/1/48 | &nbsp;&nbsp;2065 | &nbsp;&nbsp;1541 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;1040 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;1865 | &nbsp;&nbsp;1771 |
| <sup>2</sup> | Mississippi Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;836 |
| <sup>2</sup> | Mississippi Power Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;640 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;824 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/1/37 | &nbsp;&nbsp;1167 | &nbsp;&nbsp;1302 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;574 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;842 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;901 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/28/53 | &nbsp;&nbsp;2225 | &nbsp;&nbsp;2056 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;3105 | &nbsp;&nbsp;3116 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;1815 |
|  | NiSource Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;1016 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;1094 |
|  | NiSource Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;1212 | &nbsp;&nbsp;1071 |
|  | NiSource Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;2260 | &nbsp;&nbsp;2205 |
|  | NiSource Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;800 |
|  | NiSource Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;2165 | &nbsp;&nbsp;2145 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;1128 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/1/37 | &nbsp;&nbsp;1022 | &nbsp;&nbsp;1114 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;654 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;919 | &nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;425 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;371 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;907 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;963 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;989 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1398 |
|  | Northwest Natural Holding Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;556 |
|  | NorthWestern Corp. | &nbsp;&nbsp;4.176% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;771 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;453 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;1342 | &nbsp;&nbsp;1311 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;765 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;636 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | Ohio Edison Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>2</sup> | Ohio Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;399 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;987 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;853 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;333 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/30/40 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;1211 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;1435 | &nbsp;&nbsp;1265 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;704 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;1024 | &nbsp;&nbsp;&nbsp;&nbsp;806 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp;799 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;667 | &nbsp;&nbsp;&nbsp;&nbsp;485 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;1034 | &nbsp;&nbsp;&nbsp;&nbsp;608 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;1595 | &nbsp;&nbsp;1417 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;1180 | &nbsp;&nbsp;1143 |
| <sup>4</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;502 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;714 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/40 | &nbsp;&nbsp;3276 | &nbsp;&nbsp;2725 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/1/40 | &nbsp;&nbsp;1755 | &nbsp;&nbsp;1258 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;1052 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;1825 | &nbsp;&nbsp;1478 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;639 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;546 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;1435 | &nbsp;&nbsp;1026 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;327 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;5937 | &nbsp;&nbsp;4784 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;1710 | &nbsp;&nbsp;1095 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1206 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;2240 | &nbsp;&nbsp;2257 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;1395 | &nbsp;&nbsp;1398 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;1435 | &nbsp;&nbsp;1299 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;370 |
|  | PacifiCorp | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | PacifiCorp | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;803 | &nbsp;&nbsp;&nbsp;&nbsp;849 |
|  | PacifiCorp | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;7/15/38 | &nbsp;&nbsp;1365 | &nbsp;&nbsp;1453 |
|  | PacifiCorp | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;951 |
|  | PacifiCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | PacifiCorp | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;2867 | &nbsp;&nbsp;2195 |
|  | PacifiCorp | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;1514 | &nbsp;&nbsp;1155 |
|  | PacifiCorp | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | PacifiCorp | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/53 | &nbsp;&nbsp;1335 | &nbsp;&nbsp;1202 |
|  | PacifiCorp | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;2673 | &nbsp;&nbsp;2560 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;1122 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;712 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;608 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;625 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;525 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp;554 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;1072 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/45 | &nbsp;&nbsp;1245 | &nbsp;&nbsp;1035 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;1413 | &nbsp;&nbsp;1123 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;817 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | Progress Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;1340 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;1048 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;385 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;659 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;746 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;768 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;1563 | &nbsp;&nbsp;1272 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;1109 | &nbsp;&nbsp;1017 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;764 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;590 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;1133 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;904 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;721 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;535 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;1762 | &nbsp;&nbsp;1371 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;693 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/1/48 | &nbsp;&nbsp;1377 | &nbsp;&nbsp;1103 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;654 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;590 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp;328 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;580 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;660 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;821 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;1232 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;6.274% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;356 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1137 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.638% | &nbsp;&nbsp;4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;802 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;1790 | &nbsp;&nbsp;1429 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;1326 | &nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.685% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;1099 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;1023 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;453 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;788 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;586 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;1117 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1026 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;1404 |
|  | Sempra | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;1879 | &nbsp;&nbsp;1557 |
|  | Sempra | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;1059 | &nbsp;&nbsp;1073 |
|  | Sempra | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/48 | &nbsp;&nbsp;1502 | &nbsp;&nbsp;1109 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;926 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;854 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp;&nbsp;844 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;1044 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;1472 | &nbsp;&nbsp;1230 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;1620 | &nbsp;&nbsp;1309 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;520 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;2416 | &nbsp;&nbsp;1736 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;548 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;1141 | &nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;1599 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/51 | &nbsp;&nbsp;2345 | &nbsp;&nbsp;1368 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/52 | &nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;773 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;674 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;412 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;622 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | Southern California Gas Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>2</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;748 |
| <sup>2</sup> | Southern California Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;658 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;1065 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;561 |
|  | Southern Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/1/36 | &nbsp;&nbsp;1870 | &nbsp;&nbsp;1714 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/46 | &nbsp;&nbsp;2082 | &nbsp;&nbsp;1734 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;769 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
|  | Southern Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | Southern Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;1091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 |
| <sup>2</sup> | Southern Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/29/46 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;1358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>2</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>2</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | Tampa Electric Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 |
|  | Tampa Electric Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | Toledo Edison Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
|  | Union Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
|  | Union Electric Co. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
|  | Union Electric Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
|  | Union Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
|  | Union Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;2271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 |
|  | Union Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;2527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | Union Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162 |
|  | Union Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | Union Electric Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;1688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/30/37 | &nbsp;&nbsp;3071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3305 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;1643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774 |
| <sup>2</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.796% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
| <sup>2</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;3.671% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.752% | &nbsp;&nbsp;11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**493952** |
| **Total Corporate Bonds (Cost $4,132,743)** | **Total Corporate Bonds (Cost $4,132,743)** | **Total Corporate Bonds (Cost $4,132,743)** | **Total Corporate Bonds (Cost $4,132,743)** | **Total Corporate Bonds (Cost $4,132,743)** | **3596526** |
| **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/6/40 | &nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 |
|  | Equinor ASA | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/17/40 | &nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Equinor ASA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/23/41 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;967 |
|  | Equinor ASA | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;1849 | &nbsp;&nbsp;1548 |
|  | Equinor ASA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/8/43 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;656 |
|  | Equinor ASA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/18/49 | &nbsp;&nbsp;1873 | &nbsp;&nbsp;1308 |
|  | Equinor ASA | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/6/50 | &nbsp;&nbsp;2133 | &nbsp;&nbsp;1609 |
|  | European Investment Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;&nbsp;821 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;597 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/28/41 | &nbsp;&nbsp;1294 | &nbsp;&nbsp;1144 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;444 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;678 |
| <sup>6</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/18/36 | &nbsp;&nbsp;3276 | &nbsp;&nbsp;2048 |
| <sup>6</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;6/29/37 | &nbsp;&nbsp;3054 | &nbsp;&nbsp;1802 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/21/36 | &nbsp;&nbsp;1329 | &nbsp;&nbsp;1585 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;2/14/37 | &nbsp;&nbsp;2215 | &nbsp;&nbsp;2271 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/20/45 | &nbsp;&nbsp;1383 | &nbsp;&nbsp;1172 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/18/50 | &nbsp;&nbsp;6387 | &nbsp;&nbsp;5892 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;4/20/55 | &nbsp;&nbsp;4369 | &nbsp;&nbsp;3871 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/10/60 | &nbsp;&nbsp;2165 | &nbsp;&nbsp;1960 |
|  | Province of British Columbia | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/5/36 | &nbsp;&nbsp;2842 | &nbsp;&nbsp;2789 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/13/37 | &nbsp;&nbsp;2190 | &nbsp;&nbsp;2261 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/7/41 | &nbsp;&nbsp;5047 | &nbsp;&nbsp;3754 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/7/42 | &nbsp;&nbsp;4011 | &nbsp;&nbsp;3472 |
|  | Republic of Chile | &nbsp;&nbsp;3.860% | &nbsp;&nbsp;6/21/47 | &nbsp;&nbsp;1278 | &nbsp;&nbsp;&nbsp;&nbsp;990 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/25/50 | &nbsp;&nbsp;3685 | &nbsp;&nbsp;2624 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/52 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;918 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;1/5/54 | &nbsp;&nbsp;2520 | &nbsp;&nbsp;2367 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/22/61 | &nbsp;&nbsp;2784 | &nbsp;&nbsp;1686 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/21/71 | &nbsp;&nbsp;2088 | &nbsp;&nbsp;1269 |
| <sup>2</sup> | Republic of Hungary | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/29/41 | &nbsp;&nbsp;2695 | &nbsp;&nbsp;3032 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/11/48 | &nbsp;&nbsp;2970 | &nbsp;&nbsp;2483 |
|  | Republic of Indonesia | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/11/49 | &nbsp;&nbsp;1362 | &nbsp;&nbsp;1315 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/30/49 | &nbsp;&nbsp;2395 | &nbsp;&nbsp;1788 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/50 | &nbsp;&nbsp;1415 | &nbsp;&nbsp;1012 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;1149 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/12/51 | &nbsp;&nbsp;3548 | &nbsp;&nbsp;2333 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/31/52 | &nbsp;&nbsp;1560 | &nbsp;&nbsp;1264 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;554 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/11/53 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;1069 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/10/54 | &nbsp;&nbsp;2220 | &nbsp;&nbsp;2061 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;662 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/23/61 | &nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;661 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/70 | &nbsp;&nbsp;1656 | &nbsp;&nbsp;1314 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/71 | &nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>2</sup> | Republic of Italy | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/17/49 | &nbsp;&nbsp;3528 | &nbsp;&nbsp;2550 |
| <sup>2</sup> | Republic of Italy | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/6/51 | &nbsp;&nbsp;4490 | &nbsp;&nbsp;3079 |
|  | Republic of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/10/44 | &nbsp;&nbsp;1798 | &nbsp;&nbsp;1562 |
|  | Republic of Korea | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;398 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/26/36 | &nbsp;&nbsp;3232 | &nbsp;&nbsp;3215 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/31/36 | &nbsp;&nbsp;2516 | &nbsp;&nbsp;2507 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;1274 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;1970 | &nbsp;&nbsp;1360 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/16/50 | &nbsp;&nbsp;3952 | &nbsp;&nbsp;2666 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/29/53 | &nbsp;&nbsp;3088 | &nbsp;&nbsp;1993 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.853% | &nbsp;&nbsp;3/28/54 | &nbsp;&nbsp;2290 | &nbsp;&nbsp;2099 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/56 | &nbsp;&nbsp;3835 | &nbsp;&nbsp;2491 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;888 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;7/23/60 | &nbsp;&nbsp;4950 | &nbsp;&nbsp;2809 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/19/63 | &nbsp;&nbsp;1695 | &nbsp;&nbsp;1090 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/30/36 | &nbsp;&nbsp;2596 | &nbsp;&nbsp;2600 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/14/37 | &nbsp;&nbsp;1337 | &nbsp;&nbsp;1449 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/11/41 | &nbsp;&nbsp;2208 | &nbsp;&nbsp;1642 |
|  | Republic of Peru | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/18/50 | &nbsp;&nbsp;4126 | &nbsp;&nbsp;3926 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/10/51 | &nbsp;&nbsp;2765 | &nbsp;&nbsp;1898 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/8/54 | &nbsp;&nbsp;2616 | &nbsp;&nbsp;2527 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/30/55 | &nbsp;&nbsp;2235 | &nbsp;&nbsp;2246 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;12/1/60 | &nbsp;&nbsp;3430 | &nbsp;&nbsp;1848 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/72 | &nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;990 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.230% | &nbsp;&nbsp;7/28/21 | &nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;994 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/4/53 | &nbsp;&nbsp;4010 | &nbsp;&nbsp;3728 |

---

------

Long-Term Bond Index 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 Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/18/54 | &nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/13/37 | &nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/20/40 | &nbsp;&nbsp;3309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2529 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/2/42 | &nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3707 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/5/45 | &nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/10/45 | &nbsp;&nbsp;2407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/6/46 | &nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/29/47 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/17/48 | &nbsp;&nbsp;2233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/14/49 | &nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;9/5/49 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/4/50 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/43 | &nbsp;&nbsp;3853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/17/48 | &nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;2672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/50 | &nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/54 | &nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4399 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/20 | &nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/7/36 | &nbsp;&nbsp;6534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/37 | &nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6604 |
| <sup>2,5</sup> | United Mexican States | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/29/38 | &nbsp;&nbsp;4552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621 |
|  | United Mexican States | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/11/40 | &nbsp;&nbsp;4769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4555 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/14/41 | &nbsp;&nbsp;3954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/8/44 | &nbsp;&nbsp;5932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 |
|  | United Mexican States | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/21/45 | &nbsp;&nbsp;4413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3966 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/23/46 | &nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 |
|  | United Mexican States | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/47 | &nbsp;&nbsp;1979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/10/48 | &nbsp;&nbsp;2837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/50 | &nbsp;&nbsp;3187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/27/51 | &nbsp;&nbsp;4282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3328 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/52 | &nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.338% | &nbsp;&nbsp;5/4/53 | &nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4412 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/7/54 | &nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;5/13/55 | &nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;5/24/61 | &nbsp;&nbsp;5268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3104 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/12/10 | &nbsp;&nbsp;4022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3183 |
| **Total Sovereign Bonds (Cost $280,685)** | **Total Sovereign Bonds (Cost $280,685)** | **Total Sovereign Bonds (Cost $280,685)** | **Total Sovereign Bonds (Cost $280,685)** | **Total Sovereign Bonds (Cost $280,685)** | **240720** |
| **Taxable Municipal Bonds (1.9%)** | **Taxable Municipal Bonds (1.9%)** | **Taxable Municipal Bonds (1.9%)** | **Taxable Municipal Bonds (1.9%)** | **Taxable Municipal Bonds (1.9%)** | **Taxable Municipal Bonds (1.9%)** |
|  | Alabama Federal AID Highway Finance Authority SO Revenue | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
|  | Alameda County CA Joint Powers Authority Lease Revenue | &nbsp;&nbsp;7.046% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
|  | American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | &nbsp;&nbsp;6.449% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;7.834% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;8.084% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.263% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;7.043% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.907% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;3.126% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | Broward County FL Airport System Revenue | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
|  | California GO Prere. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372 |
|  | California GO | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5747 |
|  | California GO | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 |
|  | California GO | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 |
|  | California GO | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/40 | &nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831 |
|  | California GO | &nbsp;&nbsp;7.600% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4112 |
|  | California GO | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
|  | California State Taxable Various Purpose GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.897% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.975% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;5.183% | &nbsp;&nbsp;11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
|  | Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | &nbsp;&nbsp;3.204% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | Chicago IL Metropolitan Water Reclamation District GO | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;12/1/38 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;6.395% | &nbsp;&nbsp;1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.472% | &nbsp;&nbsp;1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.572% | &nbsp;&nbsp;1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;599 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;3116 | &nbsp;&nbsp;3451 |
|  | Clark County NV Airport System Revenue | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;724 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.864% | &nbsp;&nbsp;6/1/38 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;905 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.807% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;2.991% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;495 |
|  | Dallas County TX Hospital District GO | &nbsp;&nbsp;5.621% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;526 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.999% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;812 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | &nbsp;&nbsp;7.088% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.994% | &nbsp;&nbsp;11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;806 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.089% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.843% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;443 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.919% | &nbsp;&nbsp;11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.087% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;345 |
|  | District of Columbia Water & Sewer Authority Public Utility Revenue | &nbsp;&nbsp;4.814% | &nbsp;&nbsp;10/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;609 |
|  | East Bay CA Municipal Utility District Water System Revenue | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;4.094% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;934 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.637% | &nbsp;&nbsp;4/1/57 | &nbsp;&nbsp;2031 | &nbsp;&nbsp;2193 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.655% | &nbsp;&nbsp;4/1/57 | &nbsp;&nbsp;1679 | &nbsp;&nbsp;1792 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;7.055% | &nbsp;&nbsp;4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | Georgia Water & Wastewater Revenue | &nbsp;&nbsp;2.257% | &nbsp;&nbsp;11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;410 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;417 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;6/1/38 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;574 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.293% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;594 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;4.214% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1044 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;5.184% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;716 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;3.236% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;1364 |
|  | Houston TX GO | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;945 |
|  | Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No. 2) | &nbsp;&nbsp;2.861% | &nbsp;&nbsp;9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;275 |
|  | Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | &nbsp;&nbsp;3.051% | &nbsp;&nbsp;1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;576 |
|  | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
| <sup>7</sup> | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;2.774% | &nbsp;&nbsp;5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | Los Angeles CA Community College District GO | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/49 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;1162 |
| <sup>8</sup> | Los Angeles CA Department of Airports International Revenue | &nbsp;&nbsp;4.242% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;424 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;1024 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.603% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | Los Angeles County CA Public Works Financing Authority Lease Revenue | &nbsp;&nbsp;7.618% | &nbsp;&nbsp;8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;617 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1329 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1759 |
|  | Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | Maryland Economic Development Corp. Revenue | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;5/31/57 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;570 |
|  | Maryland Economic Development Corp. Revenue (Prince George's County Public Schools) | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;5/31/56 | &nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.052% | &nbsp;&nbsp;7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.197% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | Massachusetts GO | &nbsp;&nbsp;5.456% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;1485 | &nbsp;&nbsp;1507 |
|  | Massachusetts GO | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;5.715% | &nbsp;&nbsp;8/15/39 | &nbsp;&nbsp;1005 | &nbsp;&nbsp;1039 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;3.395% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;810 |
|  | Massachusetts Transportation Fund Revenue | &nbsp;&nbsp;5.731% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | &nbsp;&nbsp;6.731% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;616 |
|  | Metropolitan Transportation Authority NY Revenue | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | &nbsp;&nbsp;7.462% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | Miami-Dade County FL Aviation Revenue (Miami International Airport) | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;1605 | &nbsp;&nbsp;1435 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.384% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;957 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;8/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | Michigan Strategic Fund Ltd. Obligation Revenue | &nbsp;&nbsp;3.225% | &nbsp;&nbsp;9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;520 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.652% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;421 |
|  | New Jersey Transportation Trust Fund Authority Transportation System Revenue | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;12/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;877 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.414% | &nbsp;&nbsp;1/1/40 | &nbsp;&nbsp;2264 | &nbsp;&nbsp;2706 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.102% | &nbsp;&nbsp;1/1/41 | &nbsp;&nbsp;3060 | &nbsp;&nbsp;3505 |
|  | New York City NY GO | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;510 |
|  | New York City NY GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;787 |
|  | New York City NY GO | &nbsp;&nbsp;6.271% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;911 |
|  | New York City NY GO | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | New York City NY GO | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;637 |
|  | New York City NY GO | &nbsp;&nbsp;5.263% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | New York City NY GO | &nbsp;&nbsp;5.828% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1443 |
|  | New York City NY GO | &nbsp;&nbsp;5.114% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.724% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;530 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.952% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;6.011% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;546 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.440% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;913 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;800 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.814% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;304 |
|  | New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;1369 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.628% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;1380 | &nbsp;&nbsp;1420 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | New York State Urban Development Corp. Revenue (Personal Income Tax) | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | North Texas Tollway Authority System Revenue | &nbsp;&nbsp;6.718% | &nbsp;&nbsp;1/1/49 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;1497 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1217 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | Ohio Turnpike Commission Revenue | &nbsp;&nbsp;3.216% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;586 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;11/1/45 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;943 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.714% | &nbsp;&nbsp;5/1/52 | &nbsp;&nbsp;1140 | &nbsp;&nbsp;1075 |
|  | Pennsylvania Economic Development Financing Authority Revenue (Infrastructure Programs) | &nbsp;&nbsp;5.689% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;493 |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.790% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;554 |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | Pennsylvania Turnpike Commission Revenue | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;590 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;745 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/1/46 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;940 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;851 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.031% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;552 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.139% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;1720 | &nbsp;&nbsp;1588 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;704 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.458% | &nbsp;&nbsp;10/1/62 | &nbsp;&nbsp;3320 | &nbsp;&nbsp;2786 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/15/65 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;8/1/69 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Regional Transportation District of Colorado Sales Tax Revenue | &nbsp;&nbsp;5.844% | &nbsp;&nbsp;11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;469 |
|  | Riverside CA Pension Obligation Taxable Revenue Bonds | &nbsp;&nbsp;3.857% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;5.665% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;317 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;5/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.587% | &nbsp;&nbsp;1/1/43 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;436 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;591 |
|  | Salt River Projects Arizona Agricultural Improvement & Power District Revenue | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;555 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;4.427% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;705 |
|  | San Diego County CA Regional Transportation Commission Sales Tax Revenue | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | San Diego County CA Water Authority Revenue | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;943 |
|  | San Francisco CA City & County Public Utilities Commission Water Revenue | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;574 |
|  | South Carolina Public Service Authority Revenue | &nbsp;&nbsp;6.454% | &nbsp;&nbsp;1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | Texas GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;2165 | &nbsp;&nbsp;2228 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.169% | &nbsp;&nbsp;4/1/41 | &nbsp;&nbsp;3300 | &nbsp;&nbsp;3333 |
|  | Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;12/31/49 | &nbsp;&nbsp;1525 | &nbsp;&nbsp;1190 |
|  | Texas Transportation Commission GO | &nbsp;&nbsp;4.681% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;434 |
| <sup>8</sup> | Tucson City AZ COP | &nbsp;&nbsp;2.856% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | United Nations Development Corp. NY Revenue | &nbsp;&nbsp;6.536% | &nbsp;&nbsp;8/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;720 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;918 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;908 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.256% | &nbsp;&nbsp;5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.706% | &nbsp;&nbsp;5/15/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
|  | University of California Revenue | &nbsp;&nbsp;3.071% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | University of California Revenue | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;5/15/12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194 |
|  | University of California Revenue | &nbsp;&nbsp;4.767% | &nbsp;&nbsp;5/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.437% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.562% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
|  | University of Michigan Revenue | &nbsp;&nbsp;4.454% | &nbsp;&nbsp;4/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627 |
|  | University of Nebraska Student Fee Revenue | &nbsp;&nbsp;3.037% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
| <sup>7</sup> | University of Oregon Revenue | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;3/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | &nbsp;&nbsp;3.555% | &nbsp;&nbsp;9/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;3.354% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;2.439% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.376% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | University of Virginia Revenue | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
|  | University of Virginia Revenue | &nbsp;&nbsp;4.179% | &nbsp;&nbsp;9/1/17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | Wisconsin General Fund Annual Appropriation Revenue | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| **Total Taxable Municipal Bonds (Cost $180,357)** | **Total Taxable Municipal Bonds (Cost $180,357)** | **Total Taxable Municipal Bonds (Cost $180,357)** | **Total Taxable Municipal Bonds (Cost $180,357)** | **Total Taxable Municipal Bonds (Cost $180,357)** | &nbsp;&nbsp;&nbsp;**163511** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (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%)** | **Money Market Fund (0.4%)** |
| <sup>9</sup> | Vanguard Market Liquidity Fund **(Cost $30,103)** | &nbsp;&nbsp;4.355% |  | &nbsp;&nbsp;301060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30103** |
| **Total Investments (98.8%) (Cost $9,781,089)** | **Total Investments (98.8%) (Cost $9,781,089)** | **Total Investments (98.8%) (Cost $9,781,089)** | **Total Investments (98.8%) (Cost $9,781,089)** |  | &nbsp;&nbsp;**8319924** |
| **Other Assets and Liabilities—Net (1.2%)** | **Other Assets and Liabilities—Net (1.2%)** | **Other Assets and Liabilities—Net (1.2%)** | **Other Assets and Liabilities—Net (1.2%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**97119** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**8417043** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $520 have been segregated as initial margin for recently closed 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 June 30, 2025, the aggregate value was $43,773, representing 0.5% of net assets. |
| 5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2025. |
| 6 | Guaranteed by the Federal Republic of Germany. |
| 7 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 8 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 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. |

---

---

| |
|:---|
| COP—Certificate of Participation. |
| DAC—Designated Activity Company. |
| GO—General Obligation Bond. |
| Prere.—Prerefunded. |
| REIT—Real Estate Investment Trust. |
| SO—Special Obligation. |

---

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

------

Long-Term Bond Index Fund

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($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 $9,750,986) | &nbsp;&nbsp;&nbsp;8289821 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $30,103) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30103 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;8319924 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84300 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98064 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| **Total Assets** | &nbsp;&nbsp;&nbsp;**8503262** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82952 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2105 |
| Payables for Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**86219** |
| **Net Assets** | &nbsp;&nbsp;&nbsp;**8417043** |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 11306322 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(2889279) |
| **Net Assets** | &nbsp;&nbsp;&nbsp;**8417043** |
| **ETF Shares—Net Assets** |  |
| **Applicable to 82,300,000 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**5718054** |
| **Net Asset Value Per Share—ETF Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$69.48** |
| **Admiral<sup>™</sup> Shares—Net Assets** |  |
| **Applicable to 163,252,126 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**1716046** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.51** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 77,128,116 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**810638** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.51** |
| **Institutional Plus Shares—Net Assets** |  |
| **Applicable to 16,393,801 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**172305** |
| **Net Asset Value Per Share—Institutional Plus Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.51** |

---

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

------

Long-Term Bond Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198224 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198224 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| Shareholders' Reports and Proxy Fees—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| Shareholders' Reports and Proxy Fees—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Shareholders' Reports and Proxy Fees—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Shareholders' Reports and Proxy Fees—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| 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;15 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**196613** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(252083) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(251896)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**346193** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**290910** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $578, ($5), and ($1), respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Includes ($81103) of net gain (loss) resulting from in-kind redemptions. |

---

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

------

Long-Term Bond Index Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;196613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391483 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;(251896) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(450249) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;346193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(344944) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;290910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(403710) |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;(110380) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254955) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(40087) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81767) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(18767) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38786) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4403) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16131) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(173637) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(391639) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;211576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(284346) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(30936) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60605) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;(144053) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;(25835) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(152239) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(401375) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;128025 | &nbsp;&nbsp;&nbsp;(1196724) |
| **Net Assets** |  |  |
| **Beginning of Period** | **8289018** | &nbsp;&nbsp;&nbsp;&nbsp;**9485742** |
| **End of Period** | **8417043** | &nbsp;&nbsp;&nbsp;&nbsp;**8289018** |

---

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

------

Long-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **ETF Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$68.42** | &nbsp;&nbsp;&nbsp;**$74.61** | &nbsp;&nbsp;&nbsp;**$72.35** | &nbsp;&nbsp;&nbsp;**$103.14** | &nbsp;&nbsp;&nbsp;**$109.58** | &nbsp;&nbsp;&nbsp;&nbsp;**$99.92** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1.612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.242 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.781<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(6.165)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.216<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(30.687)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.939)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.817 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;2.393 | &nbsp;&nbsp;&nbsp;&nbsp;(2.985) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.291 | &nbsp;&nbsp;&nbsp;&nbsp;(27.771) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.973) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.059 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(1.333) | &nbsp;&nbsp;&nbsp;&nbsp;(3.205) | &nbsp;&nbsp;&nbsp;&nbsp;(3.031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.915) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.955) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.236) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.104) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.512) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.163) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(1.333) | &nbsp;&nbsp;&nbsp;&nbsp;(3.205) | &nbsp;&nbsp;&nbsp;&nbsp;(3.031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.019) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.467) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.399) |
| **Net Asset Value, End of Period** | **$69.48** | &nbsp;&nbsp;&nbsp;**$68.42** | &nbsp;&nbsp;&nbsp;**$74.61** | &nbsp;&nbsp;&nbsp;&nbsp;**$72.35** | &nbsp;&nbsp;&nbsp;**$103.14** | &nbsp;&nbsp;&nbsp;**$109.58** |
| **Total Return** | **3.52%** | &nbsp;&nbsp;&nbsp;**-4.09%** | &nbsp;&nbsp;&nbsp;**7.53%** | &nbsp;&nbsp;&nbsp;**-27.20%** | &nbsp;&nbsp;&nbsp;**-2.63%** | &nbsp;&nbsp;&nbsp;**16.24%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $5718 | &nbsp;&nbsp;&nbsp;$5419 | &nbsp;&nbsp;&nbsp;$6237 | &nbsp;&nbsp;&nbsp;$4218 | &nbsp;&nbsp;&nbsp;$6271 | &nbsp;&nbsp;&nbsp;$5808 |
| Ratio of Total Expenses to Average Net Assets | 0.03% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | 4.74% | &nbsp;&nbsp;&nbsp;4.44% | &nbsp;&nbsp;&nbsp;4.25% | &nbsp;&nbsp;&nbsp;3.54% | &nbsp;&nbsp;&nbsp;2.88% | &nbsp;&nbsp;&nbsp;2.96% |
| Portfolio Turnover Rate<sup>4</sup> | 12% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;30% | &nbsp;&nbsp;&nbsp;48% |
| 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 | Includes increases from purchase fees of $.00, $.02, $.01, $.01, and $.02. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%. |
| 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.

------

Long-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Admiral Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.39** | &nbsp;&nbsp;&nbsp;**$11.33** | &nbsp;&nbsp;&nbsp;**$10.99** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.18** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.490 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.941) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.339 | &nbsp;&nbsp;&nbsp;&nbsp;(4.664) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.902) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.802 | &nbsp;&nbsp;&nbsp;&nbsp;(4.225) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.456) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.440 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.439) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.446) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.490) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.078) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.480) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.455) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.970) |
| **Net Asset Value, End of Period** | **$10.51** | &nbsp;&nbsp;&nbsp;**$10.39** | &nbsp;&nbsp;&nbsp;**$11.33** | &nbsp;&nbsp;&nbsp;**$10.99** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** |
| **Total Return<sup>2</sup>** | **3.52%** | &nbsp;&nbsp;&nbsp;**-4.16%** | &nbsp;&nbsp;&nbsp;**7.52%** | &nbsp;&nbsp;&nbsp;**-27.22%** | &nbsp;&nbsp;&nbsp;**-2.66%** | &nbsp;&nbsp;&nbsp;**16.23%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $1716 | &nbsp;&nbsp;&nbsp;$1728 | &nbsp;&nbsp;&nbsp;$1949 | &nbsp;&nbsp;&nbsp;$1884 | &nbsp;&nbsp;&nbsp;$2831 | &nbsp;&nbsp;&nbsp;$3267 |
| Ratio of Total Expenses to Average Net Assets | 0.06% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | 4.71% | &nbsp;&nbsp;&nbsp;4.41% | &nbsp;&nbsp;&nbsp;4.21% | &nbsp;&nbsp;&nbsp;3.52% | &nbsp;&nbsp;&nbsp;2.86% | &nbsp;&nbsp;&nbsp;2.95% |
| Portfolio Turnover Rate<sup>4</sup> | 12% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;30% | &nbsp;&nbsp;&nbsp;48% |
| 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 transaction or account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction and account service fees. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |
| 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.

------

Long-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.39** | &nbsp;&nbsp;&nbsp;**$11.33** | &nbsp;&nbsp;&nbsp;**$10.99** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.18** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.494 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.940) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.340 | &nbsp;&nbsp;&nbsp;&nbsp;(4.665) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.902) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.949 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.805 | &nbsp;&nbsp;&nbsp;&nbsp;(4.223) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.443 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.482) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.465) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.441) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.449) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.493) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.078) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.480) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.482) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.465) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.973) |
| **Net Asset Value, End of Period** | **$10.51** | &nbsp;&nbsp;&nbsp;**$10.39** | &nbsp;&nbsp;&nbsp;**$11.33** | &nbsp;&nbsp;&nbsp;**$10.99** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** |
| **Total Return<sup>2</sup>** | **3.53%** | &nbsp;&nbsp;&nbsp;**-4.13%** | &nbsp;&nbsp;&nbsp;**7.54%** | &nbsp;&nbsp;&nbsp;**-27.20%** | &nbsp;&nbsp;&nbsp;**-2.64%** | &nbsp;&nbsp;&nbsp;**16.25%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $811 | &nbsp;&nbsp;&nbsp;$946 | &nbsp;&nbsp;&nbsp;$922 | &nbsp;&nbsp;&nbsp;$963 | &nbsp;&nbsp;&nbsp;$1501 | &nbsp;&nbsp;&nbsp;$1649 |
| Ratio of Total Expenses to Average Net Assets | 0.04% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | 4.73% | &nbsp;&nbsp;&nbsp;4.44% | &nbsp;&nbsp;&nbsp;4.24% | &nbsp;&nbsp;&nbsp;3.53% | &nbsp;&nbsp;&nbsp;2.88% | &nbsp;&nbsp;&nbsp;2.98% |
| Portfolio Turnover Rate<sup>4</sup> | 12% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;30% | &nbsp;&nbsp;&nbsp;48% |
| 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 transaction fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction fees. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%. |
| 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.

------

Long-Term Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Plus Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.39** | &nbsp;&nbsp;&nbsp;**$11.33** | &nbsp;&nbsp;&nbsp;**$10.99** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.18** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.498 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.940) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.339 | &nbsp;&nbsp;&nbsp;&nbsp;(4.664) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.903) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.947 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.806 | &nbsp;&nbsp;&nbsp;&nbsp;(4.222) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.451) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.445 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.245) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.483) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.442) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.451) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.495) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.078) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.480) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.245) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.483) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.975) |
| **Net Asset Value, End of Period** | **$10.51** | &nbsp;&nbsp;&nbsp;**$10.39** | &nbsp;&nbsp;&nbsp;**$11.33** | &nbsp;&nbsp;&nbsp;**$10.99** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** |
| **Total Return<sup>2</sup>** | **3.53%** | &nbsp;&nbsp;&nbsp;**-4.12%** | &nbsp;&nbsp;&nbsp;**7.55%** | &nbsp;&nbsp;&nbsp;**-27.20%** | &nbsp;&nbsp;&nbsp;**-2.63%** | &nbsp;&nbsp;&nbsp;**16.26%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $172 | &nbsp;&nbsp;&nbsp;$196 | &nbsp;&nbsp;&nbsp;$377 | &nbsp;&nbsp;&nbsp;$357 | &nbsp;&nbsp;&nbsp;$1052 | &nbsp;&nbsp;&nbsp;$1362 |
| Ratio of Total Expenses to Average Net Assets | 0.03% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% |
| Ratio of Net Investment Income to Average Net Assets | 4.74% | &nbsp;&nbsp;&nbsp;4.44% | &nbsp;&nbsp;&nbsp;4.25% | &nbsp;&nbsp;&nbsp;3.50% | &nbsp;&nbsp;&nbsp;2.90% | &nbsp;&nbsp;&nbsp;3.02% |
| Portfolio Turnover Rate<sup>4</sup> | 12% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;30% | &nbsp;&nbsp;&nbsp;48% |
| 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 transaction fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction fees. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%. |
| 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.

------

Long-Term Bond Index Fund

Notes to Financial Statements

Vanguard Long-Term Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund.

The fund offers four classes of shares: ETF Shares, Admiral Shares, Institutional Shares, and Institutional Plus Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. 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. 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 June 30, 2025, the fund's average investments in long and short futures contracts represented less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period. The fund had no open futures contracts at June 30, 2025.

3. 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.

4. Distributions: Distributions from net investment income are declared daily by all share classes except ETF Shares, and paid on the first business day of the following month. Monthly income dividends from ETF Shares, and annual distributions from realized capital gains, if any, 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.

5. 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 June 30, 2025, the fund did not utilize the credit facilities or the Interfund Lending Program.

6. 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. Fees assessed on capital share transactions are credited to paid-in capital.

------

Long-Term Bond Index Fund

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), shareholder reporting, and proxy fees. 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. 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 June 30, 2025, the fund had contributed to Vanguard capital in the amount of $228,000, representing less than 0.01% of the fund's net assets and 0.09% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. 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.**

The following table summarizes the market value of the fund's investments as of June 30, 2025, 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;4289064 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4289064 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3596526 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3596526 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;240720 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;240720 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;163511 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;163511 |
| Temporary Cash Investments | 30103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30103 |
| Total | 30103 | &nbsp;&nbsp;&nbsp;8289821 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8319924 |

---

D. As of June 30, 2025, 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;&nbsp;9823128 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41412 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;(1544616) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(1503204) |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2024, the fund had available capital losses totaling $1,157,482,000 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 December 31, 2025; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

E. During the six months ended June 30, 2025, the fund purchased $339,420,000 of investment securities and sold $548,887,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $687,885,000 and $615,662,000, respectively. In addition, the fund purchased and sold investment securities of $1,383,240,000 and $1,224,829,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

------

Long-Term Bond Index Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| **ETF Shares** |  |  |  |  |
| Issued<sup>1</sup> | &nbsp;&nbsp;1457770 | &nbsp;&nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;1611901 | &nbsp;&nbsp;&nbsp;&nbsp;22200 |
| 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;— | &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;— |
| Redeemed | (1246194) | &nbsp;&nbsp;&nbsp;(18200) | &nbsp;&nbsp;&nbsp;(1896247) | &nbsp;&nbsp;&nbsp;(26600) |
| Net Increase (Decrease)—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;211576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(284346) | &nbsp;&nbsp;&nbsp;&nbsp;(4400) |
| **Admiral Shares** |  |  |  |  |
| Issued<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232853 | &nbsp;&nbsp;&nbsp;&nbsp;21249 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6506 |
| Redeemed | &nbsp;&nbsp;&nbsp;(159899) | &nbsp;&nbsp;&nbsp;(15332) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(363888) | &nbsp;&nbsp;&nbsp;(33567) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(30936) | &nbsp;&nbsp;&nbsp;&nbsp;(3011) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60605) | &nbsp;&nbsp;&nbsp;&nbsp;(5812) |
| **Institutional Shares** |  |  |  |  |
| Issued<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354809 | &nbsp;&nbsp;&nbsp;&nbsp;33119 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3389 |
| Redeemed | &nbsp;&nbsp;&nbsp;(221099) | &nbsp;&nbsp;&nbsp;(21211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(295675) | &nbsp;&nbsp;&nbsp;(26869) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;(144053) | &nbsp;&nbsp;&nbsp;(13875) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9639 |
| **Institutional Plus Shares** |  |  |  |  |
| Issued<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445 |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;(30216) | &nbsp;&nbsp;&nbsp;&nbsp;(2887) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(200055) | &nbsp;&nbsp;&nbsp;(18901) |
| Net Increase (Decrease)—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;(25835) | &nbsp;&nbsp;&nbsp;&nbsp;(2470) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(152239) | &nbsp;&nbsp;&nbsp;(14432) |

---

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| | |
|:---|:---|
| 1 | Includes purchase fees for fiscal 2025 and 2024 of $669 and $2,368, respectively (fund totals). |

---

G. 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.

H. 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.

I. 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.

Q3142 082025

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![](tm2519836d3tobodmarinfini001.jpg)

#### Financial Statements

#### For the six-months ended June 30, 2025

#### Vanguard Total Bond Market Index Fund

------

Contents

Financial Statements 1 <br>

------

Total Bond Market Index Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of June 30, 2025

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 (67.8%)** | **U.S. Government and Agency Obligations (67.8%)** | **U.S. Government and Agency Obligations (67.8%)** | **U.S. Government and Agency Obligations (67.8%)** | **U.S. Government and Agency Obligations (67.8%)** | **U.S. Government and Agency Obligations (67.8%)** |
| **U.S. Government Securities (47.6%)** | **U.S. Government Securities (47.6%)** | **U.S. Government Securities (47.6%)** | **U.S. Government Securities (47.6%)** | **U.S. Government Securities (47.6%)** | **U.S. Government Securities (47.6%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;536856 | &nbsp;&nbsp;&nbsp;&nbsp;539645 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;699509 | &nbsp;&nbsp;&nbsp;&nbsp;674780 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;1002516 | &nbsp;&nbsp;1006510 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;697414 | &nbsp;&nbsp;&nbsp;&nbsp;678562 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;512871 | &nbsp;&nbsp;&nbsp;&nbsp;515055 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;757664 | &nbsp;&nbsp;&nbsp;&nbsp;730169 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;325567 | &nbsp;&nbsp;&nbsp;&nbsp;316054 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;806576 | &nbsp;&nbsp;&nbsp;&nbsp;804623 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;549070 | &nbsp;&nbsp;&nbsp;&nbsp;553531 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;745885 | &nbsp;&nbsp;&nbsp;&nbsp;718439 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;260845 | &nbsp;&nbsp;&nbsp;&nbsp;253641 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;945372 | &nbsp;&nbsp;&nbsp;&nbsp;940534 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;556649 | &nbsp;&nbsp;&nbsp;&nbsp;561628 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;714382 | &nbsp;&nbsp;&nbsp;&nbsp;688876 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;366660 | &nbsp;&nbsp;&nbsp;&nbsp;355961 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;1157289 | &nbsp;&nbsp;1160544 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;589806 | &nbsp;&nbsp;&nbsp;&nbsp;575061 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;698065 | &nbsp;&nbsp;&nbsp;&nbsp;704855 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;537070 | &nbsp;&nbsp;&nbsp;&nbsp;517874 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;294060 | &nbsp;&nbsp;&nbsp;&nbsp;285100 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;1576394 | &nbsp;&nbsp;1584583 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;607216 | &nbsp;&nbsp;&nbsp;&nbsp;611746 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;739005 | &nbsp;&nbsp;&nbsp;&nbsp;711379 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;386329 | &nbsp;&nbsp;&nbsp;&nbsp;374664 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;571034 | &nbsp;&nbsp;&nbsp;&nbsp;574402 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;646128 | &nbsp;&nbsp;&nbsp;&nbsp;647668 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/31/27 | &nbsp;&nbsp;1008274 | &nbsp;&nbsp;&nbsp;&nbsp;972551 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;926094 | &nbsp;&nbsp;&nbsp;&nbsp;930399 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;599105 | &nbsp;&nbsp;&nbsp;&nbsp;584455 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;590061 | &nbsp;&nbsp;&nbsp;&nbsp;592873 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;102485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98097 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;680415 | &nbsp;&nbsp;&nbsp;&nbsp;659444 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;1049155 | &nbsp;&nbsp;1054728 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;795310 | &nbsp;&nbsp;&nbsp;&nbsp;801337 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;642578 | &nbsp;&nbsp;&nbsp;&nbsp;628823 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;447079 | &nbsp;&nbsp;&nbsp;&nbsp;447830 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;690814 | &nbsp;&nbsp;&nbsp;&nbsp;699395 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;458278 | &nbsp;&nbsp;&nbsp;&nbsp;432106 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;637630 | &nbsp;&nbsp;&nbsp;&nbsp;626272 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/27 | &nbsp;&nbsp;1113926 | &nbsp;&nbsp;1113839 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;741704 | &nbsp;&nbsp;&nbsp;&nbsp;723306 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;864392 | &nbsp;&nbsp;&nbsp;&nbsp;875805 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;632895 | &nbsp;&nbsp;&nbsp;&nbsp;595342 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;660010 | &nbsp;&nbsp;&nbsp;&nbsp;646371 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/31/27 | &nbsp;&nbsp;1201824 | &nbsp;&nbsp;1204688 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;576167 | &nbsp;&nbsp;&nbsp;&nbsp;585710 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;481700 | &nbsp;&nbsp;&nbsp;&nbsp;451970 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;543980 | &nbsp;&nbsp;&nbsp;&nbsp;539050 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;508593 | &nbsp;&nbsp;&nbsp;&nbsp;508911 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;533055 | &nbsp;&nbsp;&nbsp;&nbsp;539677 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;714219 | &nbsp;&nbsp;&nbsp;&nbsp;666483 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;850372 | &nbsp;&nbsp;&nbsp;&nbsp;833763 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;510174 | &nbsp;&nbsp;&nbsp;&nbsp;494849 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;529457 | &nbsp;&nbsp;&nbsp;&nbsp;529684 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35331 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;595300 | &nbsp;&nbsp;&nbsp;&nbsp;555745 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;678774 | &nbsp;&nbsp;&nbsp;&nbsp;670395 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;718428 | &nbsp;&nbsp;&nbsp;&nbsp;713489 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;778577 | &nbsp;&nbsp;&nbsp;&nbsp;722921 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;530129 | &nbsp;&nbsp;&nbsp;&nbsp;534913 |

---

------

Total Bond Market Index 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;3.875% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;759783 | &nbsp;&nbsp;&nbsp;&nbsp;762395 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;595852 | &nbsp;&nbsp;&nbsp;&nbsp;553398 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;498878 | &nbsp;&nbsp;&nbsp;&nbsp;503419 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;747369 | &nbsp;&nbsp;&nbsp;&nbsp;722670 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;796135 | &nbsp;&nbsp;&nbsp;&nbsp;803537 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;732460 | &nbsp;&nbsp;&nbsp;&nbsp;680873 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;861829 | &nbsp;&nbsp;&nbsp;&nbsp;865095 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;411073 | &nbsp;&nbsp;&nbsp;&nbsp;413979 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;669455 | &nbsp;&nbsp;&nbsp;&nbsp;620606 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;540577 | &nbsp;&nbsp;&nbsp;&nbsp;542858 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;662897 | &nbsp;&nbsp;&nbsp;&nbsp;671520 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;859127 | &nbsp;&nbsp;&nbsp;&nbsp;796975 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;651649 | &nbsp;&nbsp;&nbsp;&nbsp;648366 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;762836 | &nbsp;&nbsp;&nbsp;&nbsp;744629 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;620260 | &nbsp;&nbsp;&nbsp;&nbsp;628667 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;746970 | &nbsp;&nbsp;&nbsp;&nbsp;698446 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;510769 | &nbsp;&nbsp;&nbsp;&nbsp;514580 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;882424 | &nbsp;&nbsp;&nbsp;&nbsp;886664 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;698505 | &nbsp;&nbsp;&nbsp;&nbsp;654057 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;667555 | &nbsp;&nbsp;&nbsp;&nbsp;666382 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;450486 | &nbsp;&nbsp;&nbsp;&nbsp;451102 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;1085933 | &nbsp;&nbsp;1014966 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;485431 | &nbsp;&nbsp;&nbsp;&nbsp;482795 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;761736 | &nbsp;&nbsp;&nbsp;&nbsp;744716 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;957744 | &nbsp;&nbsp;&nbsp;&nbsp;959278 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;866900 | &nbsp;&nbsp;&nbsp;&nbsp;808723 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;677585 | &nbsp;&nbsp;&nbsp;&nbsp;676129 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;429550 | &nbsp;&nbsp;&nbsp;&nbsp;431832 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;692633 | &nbsp;&nbsp;&nbsp;&nbsp;644798 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;618851 | &nbsp;&nbsp;&nbsp;&nbsp;624121 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;794506 | &nbsp;&nbsp;&nbsp;&nbsp;732435 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;484886 | &nbsp;&nbsp;&nbsp;&nbsp;490758 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;1034354 | &nbsp;&nbsp;1008818 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58254 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;784274 | &nbsp;&nbsp;&nbsp;&nbsp;724167 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;551648 | &nbsp;&nbsp;&nbsp;&nbsp;562509 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;712115 | &nbsp;&nbsp;&nbsp;&nbsp;658762 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;625504 | &nbsp;&nbsp;&nbsp;&nbsp;642901 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;788060 | &nbsp;&nbsp;&nbsp;&nbsp;730618 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;606647 | &nbsp;&nbsp;&nbsp;&nbsp;628496 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;817900 | &nbsp;&nbsp;&nbsp;&nbsp;802564 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47560 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;761490 | &nbsp;&nbsp;&nbsp;&nbsp;707650 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;786350 | &nbsp;&nbsp;&nbsp;&nbsp;802814 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;683301 | &nbsp;&nbsp;&nbsp;&nbsp;631253 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;681738 | &nbsp;&nbsp;&nbsp;&nbsp;682377 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;681906 | &nbsp;&nbsp;&nbsp;&nbsp;636996 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;730722 | &nbsp;&nbsp;&nbsp;&nbsp;737344 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;823322 | &nbsp;&nbsp;&nbsp;&nbsp;792769 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55200 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;649645 | &nbsp;&nbsp;&nbsp;&nbsp;608839 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;852128 | &nbsp;&nbsp;&nbsp;&nbsp;867240 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;648205 | &nbsp;&nbsp;&nbsp;&nbsp;617618 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;816806 | &nbsp;&nbsp;&nbsp;&nbsp;827973 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;527428 | &nbsp;&nbsp;&nbsp;&nbsp;511317 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;856260 | &nbsp;&nbsp;&nbsp;&nbsp;883085 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;721368 | &nbsp;&nbsp;&nbsp;&nbsp;686201 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;610270 | &nbsp;&nbsp;&nbsp;&nbsp;588481 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;881700 | &nbsp;&nbsp;&nbsp;&nbsp;905878 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;593308 | &nbsp;&nbsp;&nbsp;&nbsp;582508 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;934209 | &nbsp;&nbsp;&nbsp;&nbsp;951725 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;554359 | &nbsp;&nbsp;&nbsp;&nbsp;530972 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;595667 | &nbsp;&nbsp;&nbsp;&nbsp;601251 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;523103 | &nbsp;&nbsp;&nbsp;&nbsp;481704 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64609 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;342719 | &nbsp;&nbsp;&nbsp;&nbsp;334472 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;807582 | &nbsp;&nbsp;&nbsp;&nbsp;803670 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;861719 | &nbsp;&nbsp;&nbsp;&nbsp;853102 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;476877 | &nbsp;&nbsp;&nbsp;&nbsp;479112 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;427175 | &nbsp;&nbsp;&nbsp;&nbsp;431213 |

---

------

Total Bond Market Index 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;4.125% | &nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;851655 | &nbsp;&nbsp;&nbsp;&nbsp;863964 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;330827 | &nbsp;&nbsp;&nbsp;&nbsp;304593 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;524640 | &nbsp;&nbsp;&nbsp;&nbsp;526935 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;822792 | &nbsp;&nbsp;&nbsp;&nbsp;834941 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;466039 | &nbsp;&nbsp;&nbsp;&nbsp;468042 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;353935 | &nbsp;&nbsp;&nbsp;&nbsp;362756 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;446995 | &nbsp;&nbsp;&nbsp;&nbsp;441827 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;686161 | &nbsp;&nbsp;&nbsp;&nbsp;699831 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;630949 | &nbsp;&nbsp;&nbsp;&nbsp;570960 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/28/30 | &nbsp;&nbsp;1306276 | &nbsp;&nbsp;1319236 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;401535 | &nbsp;&nbsp;&nbsp;&nbsp;398649 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;804516 | &nbsp;&nbsp;&nbsp;&nbsp;812058 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;402665 | &nbsp;&nbsp;&nbsp;&nbsp;397506 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;781630 | &nbsp;&nbsp;&nbsp;&nbsp;784806 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;1127947 | &nbsp;&nbsp;&nbsp;&nbsp;970387 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52469 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;533006 | &nbsp;&nbsp;&nbsp;&nbsp;531840 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;582878 | &nbsp;&nbsp;&nbsp;&nbsp;588570 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;440635 | &nbsp;&nbsp;&nbsp;&nbsp;439533 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;717175 | &nbsp;&nbsp;&nbsp;&nbsp;719864 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;468132 | &nbsp;&nbsp;&nbsp;&nbsp;472246 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;1386589 | &nbsp;&nbsp;1182392 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;487455 | &nbsp;&nbsp;&nbsp;&nbsp;494500 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;488561 | &nbsp;&nbsp;&nbsp;&nbsp;506920 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;442945 | &nbsp;&nbsp;&nbsp;&nbsp;464937 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;1397599 | &nbsp;&nbsp;1198878 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;473200 | &nbsp;&nbsp;&nbsp;&nbsp;485437 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;509805 | &nbsp;&nbsp;&nbsp;&nbsp;507296 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;583424 | &nbsp;&nbsp;&nbsp;&nbsp;587572 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;1297996 | &nbsp;&nbsp;1123121 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;295202 | &nbsp;&nbsp;&nbsp;&nbsp;316788 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;545474 | &nbsp;&nbsp;&nbsp;&nbsp;556043 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;549942 | &nbsp;&nbsp;&nbsp;&nbsp;556945 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;574360 | &nbsp;&nbsp;&nbsp;&nbsp;596437 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;1346397 | &nbsp;&nbsp;1187406 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;546714 | &nbsp;&nbsp;&nbsp;&nbsp;567686 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;542896 | &nbsp;&nbsp;&nbsp;&nbsp;552906 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;631937 | &nbsp;&nbsp;&nbsp;&nbsp;639244 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;1481185 | &nbsp;&nbsp;1266934 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;649469 | &nbsp;&nbsp;&nbsp;&nbsp;643380 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;563459 | &nbsp;&nbsp;&nbsp;&nbsp;554083 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;560715 | &nbsp;&nbsp;&nbsp;&nbsp;566585 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;1528324 | &nbsp;&nbsp;1307612 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;550384 | &nbsp;&nbsp;&nbsp;&nbsp;555974 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;613941 | &nbsp;&nbsp;&nbsp;&nbsp;633127 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;638922 | &nbsp;&nbsp;&nbsp;&nbsp;654146 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;1368922 | &nbsp;&nbsp;1202566 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;531114 | &nbsp;&nbsp;&nbsp;&nbsp;536052 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;670465 | &nbsp;&nbsp;&nbsp;&nbsp;676489 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;628633 | &nbsp;&nbsp;&nbsp;&nbsp;629467 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;1403711 | &nbsp;&nbsp;1309838 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;620453 | &nbsp;&nbsp;&nbsp;&nbsp;625761 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;719638 | &nbsp;&nbsp;&nbsp;&nbsp;720173 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;1348725 | &nbsp;&nbsp;1244199 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;1221517 | &nbsp;&nbsp;1229915 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;1303093 | &nbsp;&nbsp;1256365 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;1353896 | &nbsp;&nbsp;1290749 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;1464484 | &nbsp;&nbsp;1442574 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;1492160 | &nbsp;&nbsp;1532844 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;1551281 | &nbsp;&nbsp;1535405 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;1545385 | &nbsp;&nbsp;1569652 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;1536396 | &nbsp;&nbsp;1500387 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;1508843 | &nbsp;&nbsp;1513971 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;1411437 | &nbsp;&nbsp;1456537 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;1403397 | &nbsp;&nbsp;1405590 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59076 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40817 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64716 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;144063 | &nbsp;&nbsp;&nbsp;&nbsp;143793 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;103986 | &nbsp;&nbsp;&nbsp;&nbsp;105127 |

---

------

Total Bond Market Index 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;3.500% | &nbsp;&nbsp;2/15/39 | &nbsp;&nbsp;147391 | &nbsp;&nbsp;132928 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;128544 | &nbsp;&nbsp;125069 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/39 | &nbsp;&nbsp;122972 | &nbsp;&nbsp;122434 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;209899 | &nbsp;&nbsp;205635 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;205527 | &nbsp;&nbsp;206579 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;428791 | &nbsp;&nbsp;266252 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;336181 | &nbsp;&nbsp;328289 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;589492 | &nbsp;&nbsp;362169 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;211862 | &nbsp;&nbsp;194789 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;678149 | &nbsp;&nbsp;431684 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;160292 | &nbsp;&nbsp;153586 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;913867 | &nbsp;&nbsp;628034 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;74915 | &nbsp;&nbsp;&nbsp;&nbsp;75837 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;666364 | &nbsp;&nbsp;483739 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;850665 | &nbsp;&nbsp;564363 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;100545 | &nbsp;&nbsp;&nbsp;&nbsp;90039 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;791620 | &nbsp;&nbsp;544022 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;96254 | &nbsp;&nbsp;&nbsp;&nbsp;78868 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;665868 | &nbsp;&nbsp;484029 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;178642 | &nbsp;&nbsp;145761 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;163799 | &nbsp;&nbsp;130713 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;514149 | &nbsp;&nbsp;425137 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;268969 | &nbsp;&nbsp;205688 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;433618 | &nbsp;&nbsp;363850 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;283400 | &nbsp;&nbsp;215727 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;487291 | &nbsp;&nbsp;444425 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;389801 | &nbsp;&nbsp;313165 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;432360 | &nbsp;&nbsp;386895 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;415385 | &nbsp;&nbsp;319895 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;449766 | &nbsp;&nbsp;401697 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;306820 | &nbsp;&nbsp;263757 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;477144 | &nbsp;&nbsp;454871 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;352191 | &nbsp;&nbsp;307603 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;480784 | &nbsp;&nbsp;480183 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;336062 | &nbsp;&nbsp;287530 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;478820 | &nbsp;&nbsp;462679 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;333936 | &nbsp;&nbsp;274493 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;491762 | &nbsp;&nbsp;482215 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;371359 | &nbsp;&nbsp;292605 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;518907 | &nbsp;&nbsp;475428 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;365447 | &nbsp;&nbsp;281280 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;480685 | &nbsp;&nbsp;470602 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;247601 | &nbsp;&nbsp;174240 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;475212 | &nbsp;&nbsp;472781 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;232697 | &nbsp;&nbsp;178204 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;252665 | &nbsp;&nbsp;259534 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;258303 | &nbsp;&nbsp;193072 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;178075 | &nbsp;&nbsp;135615 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/46 | &nbsp;&nbsp;314825 | &nbsp;&nbsp;218115 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;425980 | &nbsp;&nbsp;294076 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;314904 | &nbsp;&nbsp;206250 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;272637 | &nbsp;&nbsp;200729 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/47 | &nbsp;&nbsp;397975 | &nbsp;&nbsp;298777 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;270609 | &nbsp;&nbsp;202608 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;411833 | &nbsp;&nbsp;293576 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;418554 | &nbsp;&nbsp;297566 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;525696 | &nbsp;&nbsp;390494 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;620719 | &nbsp;&nbsp;470776 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;561597 | &nbsp;&nbsp;415231 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;671967 | &nbsp;&nbsp;531458 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;593426 | &nbsp;&nbsp;437304 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;605175 | &nbsp;&nbsp;434284 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;450869 | &nbsp;&nbsp;282762 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;503261 | &nbsp;&nbsp;323660 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;651700 | &nbsp;&nbsp;382696 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;476665 | &nbsp;&nbsp;228967 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;795919 | &nbsp;&nbsp;392332 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;811967 | &nbsp;&nbsp;427678 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;949610 | &nbsp;&nbsp;533414 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;993693 | &nbsp;&nbsp;630102 |

---

------

Total Bond Market Index 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;2.000% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;992141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572031 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;937583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521531 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;921417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562964 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;826147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581530 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;796345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574893 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;685944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599960 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;815621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665782 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;827534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674990 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;808310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722016 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;795023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787756 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;974638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889243 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;856604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832110 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;883358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806892 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;820242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781921 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;899139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875606 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;684435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680505 |
|  |  |  |  |  | &nbsp;&nbsp;**171279227** |
| **Agency Bonds and Notes (0.7%)** | **Agency Bonds and Notes (0.7%)** | **Agency Bonds and Notes (0.7%)** | **Agency Bonds and Notes (0.7%)** | **Agency Bonds and Notes (0.7%)** | **Agency Bonds and Notes (0.7%)** |
| <sup>3,4</sup> | AID-Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;10195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10886 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;32860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33047 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5864 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;16716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16988 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;17097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17304 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;22756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22843 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;13201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13185 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;10711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10836 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8097 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;12705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12966 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6344 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;16570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16765 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7829 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4931 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9111 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11256 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9455 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;48605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49044 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;12/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;84765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81567 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;30170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30294 |
| <sup>3</sup> | Federal Home Loan Banks | &nbsp;&nbsp;2.010% | &nbsp;&nbsp;2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| <sup>3</sup> | Federal Home Loan Banks | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10726 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;34305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34835 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7075 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;87150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87877 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/16/28 | &nbsp;&nbsp;388020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382236 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2743 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9915 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;56545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61524 |
| <sup>3,5</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;191931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213954 |
| <sup>5</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;97319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111421 |
| <sup>5</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;17879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20269 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;90350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88115 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/27 | &nbsp;&nbsp;281570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263277 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;42514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46290 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;31679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36057 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;76687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88305 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;8/5/30 | &nbsp;&nbsp;298665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258142 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;33570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37960 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;12835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14078 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4887 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10789 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5808 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4553 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5447 |
| <sup>3</sup> | Resolution Funding Corp. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |

---

------

Total Bond Market Index 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> | Tennessee Valley Authority | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34975 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42282 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32878 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12187 |
| <sup>3</sup> | Tennessee Valley Authority | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8083 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11139 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15607 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12998 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40858 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3373 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6577 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10119 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12683 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31687 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10779 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26606 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2521725** |
| **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>3,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>3,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/29–9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/1/28–12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10066 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/27–3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123331 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/1/26–12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468884 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/1/25–7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723561 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/25–2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455144 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/25–1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219493 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/25–11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73720 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/25–6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47812 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/1/26–5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19145 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/1/25–12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/1/25–2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;9/1/25–11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;11/1/25–7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;5/1/27–9/1/30 | &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 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/26–11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32107 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/25–7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49270 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/25–6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63809 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/33–2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62551 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/34–4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29700 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/29–6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/26–1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/25–9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;11/15/25–5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/25–11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;12/15/25–3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/15/26–1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/20/51–12/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43921 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/20/50–5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;2223923 | &nbsp;&nbsp;&nbsp;&nbsp;1813440 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/20/27–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2174722 | &nbsp;&nbsp;&nbsp;&nbsp;1851288 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/20/26–2/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;2208989 | &nbsp;&nbsp;&nbsp;&nbsp;1967283 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/20/25–6/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;1746918 | &nbsp;&nbsp;&nbsp;&nbsp;1608254 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/20/25–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;1267839 | &nbsp;&nbsp;&nbsp;&nbsp;1195917 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/20/33–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1663463 | &nbsp;&nbsp;&nbsp;&nbsp;1606712 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/20/32–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2228029 | &nbsp;&nbsp;&nbsp;&nbsp;2196796 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/20/49–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2531560 | &nbsp;&nbsp;&nbsp;&nbsp;2540585 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/20/33–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1608200 | &nbsp;&nbsp;&nbsp;&nbsp;1636551 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/20/31–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607807 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/20/28–9/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115052 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;8/20/30–12/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5716 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/20/30 | &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 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/1/35–6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2847754 | &nbsp;&nbsp;&nbsp;&nbsp;2306930 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/1/27–7/25/55 | &nbsp;&nbsp;12204384 | &nbsp;&nbsp;10010447 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/1/26–7/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;8578434 | &nbsp;&nbsp;&nbsp;&nbsp;7284657 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/1/25–7/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;5361163 | &nbsp;&nbsp;&nbsp;&nbsp;4762848 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/25–7/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;3168422 | &nbsp;&nbsp;&nbsp;&nbsp;2911410 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/25–2/1/55 | &nbsp;&nbsp;2896774 | &nbsp;&nbsp;&nbsp;&nbsp;2733915 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/26–7/25/55 | &nbsp;&nbsp;2637180 | &nbsp;&nbsp;&nbsp;&nbsp;2550189 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/25–7/25/55 | &nbsp;&nbsp;4084151 | &nbsp;&nbsp;&nbsp;&nbsp;4032917 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/1/25–7/25/55 | &nbsp;&nbsp;5597516 | &nbsp;&nbsp;&nbsp;&nbsp;5627576 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/1/26–7/25/55 | &nbsp;&nbsp;5116125 | &nbsp;&nbsp;&nbsp;&nbsp;5226287 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/1/52–8/25/55 | &nbsp;&nbsp;2464656 | &nbsp;&nbsp;&nbsp;&nbsp;2558616 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/1/25–8/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;539855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568974 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;8/1/25–1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27917 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;10/1/25–9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;8/1/26–5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;12/1/26–8/1/30 | &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;6 |
|  |  |  |  |  | &nbsp;&nbsp;**70180368** |
| **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>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.155% | &nbsp;&nbsp;6.405% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.185% | &nbsp;&nbsp;6.307% | &nbsp;&nbsp;5/1/36 | &nbsp;&nbsp;&nbsp;&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;&nbsp;19 |
| <sup>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.190% | &nbsp;&nbsp;6.440% | &nbsp;&nbsp;12/1/36 | &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 |
| <sup>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.235% | &nbsp;&nbsp;6.360% | &nbsp;&nbsp;12/1/35 | &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 |
| <sup>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.268% | &nbsp;&nbsp;6.518% | &nbsp;&nbsp;5/1/33 | &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 |
| <sup>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.268% | &nbsp;&nbsp;7.268% | &nbsp;&nbsp;9/1/33 | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.275% | &nbsp;&nbsp;6.775% | &nbsp;&nbsp;11/1/32 | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.313% | &nbsp;&nbsp;6.563% | &nbsp;&nbsp;1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.290% | &nbsp;&nbsp;6.186% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.310% | &nbsp;&nbsp;6.999% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.335% | &nbsp;&nbsp;6.335% | &nbsp;&nbsp;1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.431% | &nbsp;&nbsp;7.068% | &nbsp;&nbsp;7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.460% | &nbsp;&nbsp;6.460% | &nbsp;&nbsp;2/1/37 | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.465% | &nbsp;&nbsp;7.215% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.472% | &nbsp;&nbsp;6.374% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.527% | &nbsp;&nbsp;7.351% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.530% | &nbsp;&nbsp;6.216% | &nbsp;&nbsp;12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.559% | &nbsp;&nbsp;7.292% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;7.241% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.585% | &nbsp;&nbsp;6.585% | &nbsp;&nbsp;10/1/34 | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.597% | &nbsp;&nbsp;6.472% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;52 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.599% | &nbsp;&nbsp;6.833% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.612% | &nbsp;&nbsp;6.449% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.622% | &nbsp;&nbsp;6.622% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.623% | &nbsp;&nbsp;6.623% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.627% | &nbsp;&nbsp;6.502% | &nbsp;&nbsp;3/1/38 | &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;&nbsp;47 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.635% | &nbsp;&nbsp;6.635% | &nbsp;&nbsp;11/1/36 | &nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;52 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.644% | &nbsp;&nbsp;7.394% | &nbsp;&nbsp;8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.673% | &nbsp;&nbsp;6.842% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.676% | &nbsp;&nbsp;7.149% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.682% | &nbsp;&nbsp;6.682% | &nbsp;&nbsp;1/1/37 | &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;62 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.563% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.966% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;7.198% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;7.445% | &nbsp;&nbsp;7/1/39 | &nbsp;&nbsp;&nbsp;&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;&nbsp;18 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.698% | &nbsp;&nbsp;7.448% | &nbsp;&nbsp;8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;6.515% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;7.575% | &nbsp;&nbsp;7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.702% | &nbsp;&nbsp;7.126% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.703% | &nbsp;&nbsp;6.657% | &nbsp;&nbsp;4/1/36 | &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;104 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.705% | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.711% | &nbsp;&nbsp;6.972% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.711% | &nbsp;&nbsp;7.460% | &nbsp;&nbsp;7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;7.366% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.738% | &nbsp;&nbsp;7.246% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;6.619% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;6.748% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;7.111% | &nbsp;&nbsp;7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.697% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.755% | &nbsp;&nbsp;6.739% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.774% | &nbsp;&nbsp;6.399% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;6.655% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.787% | &nbsp;&nbsp;7.189% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.790% | &nbsp;&nbsp;6.752% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.792% | &nbsp;&nbsp;7.245% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.795% | &nbsp;&nbsp;6.739% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;350 | &nbsp;&nbsp;365 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.796% | &nbsp;&nbsp;6.869% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;811 | &nbsp;&nbsp;844 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.800% | &nbsp;&nbsp;6.687% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;147 | &nbsp;&nbsp;153 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.805% | &nbsp;&nbsp;6.669% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;468 | &nbsp;&nbsp;486 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.435% | &nbsp;&nbsp;11/1/33–11/1/39 | &nbsp;&nbsp;316 | &nbsp;&nbsp;327 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.685% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.810% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;123 | &nbsp;&nbsp;128 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;7.598% | &nbsp;&nbsp;9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.812% | &nbsp;&nbsp;6.742% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;151 | &nbsp;&nbsp;157 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;6.651% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;6.717% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;241 | &nbsp;&nbsp;250 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.440% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.565% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.576% | &nbsp;&nbsp;5/1/41 | &nbsp;&nbsp;219 | &nbsp;&nbsp;228 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.660% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;279 | &nbsp;&nbsp;289 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.815% | &nbsp;&nbsp;11/1/40–2/1/41 | &nbsp;&nbsp;320 | &nbsp;&nbsp;333 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.823% | &nbsp;&nbsp;6.699% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;229 | &nbsp;&nbsp;238 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;6.825% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;130 | &nbsp;&nbsp;135 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.826% | &nbsp;&nbsp;7.701% | &nbsp;&nbsp;7/1/38 | &nbsp;&nbsp;117 | &nbsp;&nbsp;122 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.827% | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;121 | &nbsp;&nbsp;126 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;6.705% | &nbsp;&nbsp;4/1/41 | &nbsp;&nbsp;345 | &nbsp;&nbsp;360 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;7.705% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;226 | &nbsp;&nbsp;236 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.831% | &nbsp;&nbsp;6.888% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;299 | &nbsp;&nbsp;310 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.782% | &nbsp;&nbsp;1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.835% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.839% | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;210 | &nbsp;&nbsp;219 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;7.590% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;201 | &nbsp;&nbsp;209 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.875% | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;7.037% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;106 | &nbsp;&nbsp;110 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.909% | &nbsp;&nbsp;6.909% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;125 | &nbsp;&nbsp;130 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 2.130% | &nbsp;&nbsp;7.445% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;136 | &nbsp;&nbsp;141 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT6M + 1.037% | &nbsp;&nbsp;5.662% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;263 | &nbsp;&nbsp;264 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT6M + 1.411% | &nbsp;&nbsp;6.165% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT6M + 1.840% | &nbsp;&nbsp;6.648% | &nbsp;&nbsp;8/1/37 | &nbsp;&nbsp;251 | &nbsp;&nbsp;258 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.664% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;257 | &nbsp;&nbsp;262 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;7.204% | &nbsp;&nbsp;11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.315% | &nbsp;&nbsp;7.315% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.409% | &nbsp;&nbsp;6.909% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.413% | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;195 | &nbsp;&nbsp;199 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.275% | &nbsp;&nbsp;6.275% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.461% | &nbsp;&nbsp;6.485% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.550% | &nbsp;&nbsp;6.425% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.570% | &nbsp;&nbsp;6.459% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;6.265% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;7.137% | &nbsp;&nbsp;11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | &nbsp;&nbsp;6.660% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;126 | &nbsp;&nbsp;129 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;6.596% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.727% | &nbsp;&nbsp;6.602% | &nbsp;&nbsp;1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;6.610% | &nbsp;&nbsp;12/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | &nbsp;&nbsp;6.369% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;124 | &nbsp;&nbsp;128 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | &nbsp;&nbsp;6.620% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;169 | &nbsp;&nbsp;175 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.448% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.699% | &nbsp;&nbsp;3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;6.780% | &nbsp;&nbsp;3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.789% | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/1/37 | &nbsp;&nbsp;140 | &nbsp;&nbsp;145 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.793% | &nbsp;&nbsp;7.189% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.869% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.842% | &nbsp;&nbsp;7.327% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | &nbsp;&nbsp;6.480% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.755% | &nbsp;&nbsp;12/1/40–3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.825% | &nbsp;&nbsp;1/1/41 | &nbsp;&nbsp;355 | &nbsp;&nbsp;369 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.987% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;7.684% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;7.755% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;230 | &nbsp;&nbsp;237 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | &nbsp;&nbsp;7.606% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.886% | &nbsp;&nbsp;7.635% | &nbsp;&nbsp;8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.890% | &nbsp;&nbsp;6.808% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.893% | &nbsp;&nbsp;7.489% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.895% | &nbsp;&nbsp;6.836% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;7.775% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.785% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.812% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.843% | &nbsp;&nbsp;1/1/41 | &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;62 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.995% | &nbsp;&nbsp;6.913% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | &nbsp;&nbsp;6.960% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;5/1/37–6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.570% | &nbsp;&nbsp;6.195% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.665% | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/20/41–8/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/38–12/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;1757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/20/29–6/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/20/41–1/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/20/38–12/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**27241** |
| **Total U.S. Government and Agency Obligations (Cost $258,756,888)** | **Total U.S. Government and Agency Obligations (Cost $258,756,888)** | **Total U.S. Government and Agency Obligations (Cost $258,756,888)** | **Total U.S. Government and Agency Obligations (Cost $258,756,888)** | **Total U.S. Government and Agency Obligations (Cost $258,756,888)** | **244008561** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.310% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2022-3 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28272 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2022-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;12686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12703 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19802 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5819 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-3 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7484 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-4 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7643 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11832 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2024-2 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-1 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12151 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8114 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2021-3 | &nbsp;&nbsp;1.170% | &nbsp;&nbsp;8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2021-3 | &nbsp;&nbsp;1.410% | &nbsp;&nbsp;8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.620% | &nbsp;&nbsp;11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;2528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2537 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3483 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047 |
| <sup>3</sup> | BA Credit Card Trust Series 2023-A1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14562 |
| <sup>3</sup> | BA Credit Card Trust Series 2024-A1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;13625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13827 |
| <sup>3</sup> | BA Credit Card Trust Series 2025-A1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2517 |
| <sup>3</sup> | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | &nbsp;&nbsp;3.705% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 |
| <sup>3</sup> | BANK Series 2017-BNK5 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 |
| <sup>3</sup> | BANK Series 2017-BNK5 | &nbsp;&nbsp;3.624% | &nbsp;&nbsp;6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 |
| <sup>3</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.254% | &nbsp;&nbsp;7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036 |
| <sup>3</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.518% | &nbsp;&nbsp;7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 |
| <sup>3</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311 |
| <sup>3</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;6984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6832 |
| <sup>3</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.435% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5660 |
| <sup>3</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981 |
| <sup>3</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7729 |
| <sup>3</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.731% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256 |
| <sup>3</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1596 |
| <sup>3</sup> | BANK Series 2017-BNK9 | &nbsp;&nbsp;3.279% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3472 |
| <sup>3</sup> | BANK Series 2017-BNK9 | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7804 |

---

------

Total Bond Market Index 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> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.641% | &nbsp;&nbsp;2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
| <sup>3</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.688% | &nbsp;&nbsp;2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7458 |
| <sup>3</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.898% | &nbsp;&nbsp;2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2024 |
| <sup>3</sup> | BANK Series 2018-BNK11 | &nbsp;&nbsp;4.046% | &nbsp;&nbsp;3/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5485 |
| <sup>3</sup> | BANK Series 2018-BNK12 | &nbsp;&nbsp;4.255% | &nbsp;&nbsp;5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6523 |
| <sup>3</sup> | BANK Series 2018-BNK12 | &nbsp;&nbsp;4.474% | &nbsp;&nbsp;5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2064 |
| <sup>3</sup> | BANK Series 2018-BNK13 | &nbsp;&nbsp;3.953% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2260 |
| <sup>3</sup> | BANK Series 2018-BNK13 | &nbsp;&nbsp;4.217% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8501 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;3.966% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1573 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1193 | &nbsp;&nbsp;&nbsp;&nbsp;1180 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.231% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3536 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.481% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1496 |
| <sup>3</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;7690 | &nbsp;&nbsp;&nbsp;&nbsp;7663 |
| <sup>3</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6482 |
| <sup>3</sup> | BANK Series 2019-BNK17 | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7144 |
| <sup>3</sup> | BANK Series 2019-BNK17 | &nbsp;&nbsp;3.976% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1681 |
| <sup>3</sup> | BANK Series 2019-BNK18 | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/15/62 | &nbsp;&nbsp;21125 | &nbsp;&nbsp;20038 |
| <sup>3</sup> | BANK Series 2019-BNK18 | &nbsp;&nbsp;3.826% | &nbsp;&nbsp;5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2411 |
| <sup>3</sup> | BANK Series 2019-BNK19 | &nbsp;&nbsp;3.183% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;15850 | &nbsp;&nbsp;14826 |
| <sup>3</sup> | BANK Series 2019-BNK20 | &nbsp;&nbsp;3.011% | &nbsp;&nbsp;9/15/62 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9503 |
| <sup>3</sup> | BANK Series 2019-BNK21 | &nbsp;&nbsp;2.851% | &nbsp;&nbsp;10/17/52 | &nbsp;&nbsp;21600 | &nbsp;&nbsp;19919 |
| <sup>3</sup> | BANK Series 2019-BNK21 | &nbsp;&nbsp;3.093% | &nbsp;&nbsp;10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;3936 |
| <sup>3</sup> | BANK Series 2019-BNK22 | &nbsp;&nbsp;2.978% | &nbsp;&nbsp;11/15/62 | &nbsp;&nbsp;16943 | &nbsp;&nbsp;15808 |
| <sup>3</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;10705 | &nbsp;&nbsp;&nbsp;&nbsp;9963 |
| <sup>3</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3696 |
| <sup>3</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7521 |
| <sup>3</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3480 |
| <sup>3</sup> | BANK Series 2020-BNK25 | &nbsp;&nbsp;2.649% | &nbsp;&nbsp;1/15/63 | &nbsp;&nbsp;11830 | &nbsp;&nbsp;10772 |
| <sup>3</sup> | BANK Series 2020-BNK25 | &nbsp;&nbsp;2.841% | &nbsp;&nbsp;1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;3338 |
| <sup>3</sup> | BANK Series 2020-BNK26 | &nbsp;&nbsp;2.403% | &nbsp;&nbsp;3/15/63 | &nbsp;&nbsp;10460 | &nbsp;&nbsp;&nbsp;&nbsp;9415 |
| <sup>3</sup> | BANK Series 2020-BNK26 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;2920 |
| <sup>3</sup> | BANK Series 2020-BNK27 | &nbsp;&nbsp;2.144% | &nbsp;&nbsp;4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;8351 |
| <sup>3</sup> | BANK Series 2020-BNK27 | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2447 |
| <sup>3</sup> | BANK Series 2020-BNK28 | &nbsp;&nbsp;1.844% | &nbsp;&nbsp;3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;2445 |
| <sup>3</sup> | BANK Series 2020-BNK29 | &nbsp;&nbsp;1.997% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6188 | &nbsp;&nbsp;&nbsp;&nbsp;5292 |
| <sup>3</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;1.925% | &nbsp;&nbsp;12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4044 |
| <sup>3</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;2.111% | &nbsp;&nbsp;12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
| <sup>3</sup> | BANK Series 2021-BNK31 | &nbsp;&nbsp;2.036% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2860 |
| <sup>3</sup> | BANK Series 2021-BNK31 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;1639 |
| <sup>3</sup> | BANK Series 2021-BNK32 | &nbsp;&nbsp;2.643% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;4783 |
| <sup>3</sup> | BANK Series 2021-BNK33 | &nbsp;&nbsp;2.556% | &nbsp;&nbsp;5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;8457 |
| <sup>3</sup> | BANK Series 2021-BNK34 | &nbsp;&nbsp;2.438% | &nbsp;&nbsp;6/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;8407 |
| <sup>3</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;5829 | &nbsp;&nbsp;&nbsp;&nbsp;5052 |
| <sup>3</sup> | BANK Series 2021-BNK36 | &nbsp;&nbsp;2.470% | &nbsp;&nbsp;9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;7471 |
| <sup>3</sup> | BANK Series 2021-BNK36 | &nbsp;&nbsp;2.695% | &nbsp;&nbsp;9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2251 |
| <sup>3</sup> | BANK Series 2021-BNK37 | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;7225 |
| <sup>3</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.399% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11193 |
| <sup>3</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2301 |
| <sup>3</sup> | BANK Series 2023-5YR2 | &nbsp;&nbsp;6.656% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;8175 |
| <sup>3</sup> | BANK Series 2023-5YR2 | &nbsp;&nbsp;7.379% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2732 |
| <sup>3</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;6.724% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
| <sup>3</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;7.559% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;4059 | &nbsp;&nbsp;&nbsp;&nbsp;4340 |
| <sup>3</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;7.559% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2099 |
| <sup>3</sup> | BANK Series 2023-5YR4 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp;1141 |
| <sup>3</sup> | BANK Series 2023-5YR4 | &nbsp;&nbsp;7.274% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| <sup>3</sup> | BANK Series 2023-BNK45 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;3932 |
| <sup>3</sup> | BANK Series 2023-BNK45 | &nbsp;&nbsp;5.651% | &nbsp;&nbsp;2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2231 |
| <sup>3</sup> | BANK Series 2023-BNK46 | &nbsp;&nbsp;5.745% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;8063 |
| <sup>3</sup> | BANK Series 2023-BNK46 | &nbsp;&nbsp;6.385% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;1914 |
| <sup>3</sup> | BANK Series 2024-5YR9 | &nbsp;&nbsp;5.614% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;6202 |
| <sup>3</sup> | BANK Series 2024-BNK47 | &nbsp;&nbsp;5.716% | &nbsp;&nbsp;6/15/57 | &nbsp;&nbsp;10820 | &nbsp;&nbsp;11379 |
| <sup>3</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6833 |
| <sup>3</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5816 |
| <sup>3</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;3/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9927 |
| <sup>3</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3834 |
| <sup>3</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9108 | &nbsp;&nbsp;&nbsp;&nbsp;8969 |
| <sup>3</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3542 | &nbsp;&nbsp;&nbsp;&nbsp;3464 |
| <sup>3</sup> | BANK Trust Series 2024-5YR6 | &nbsp;&nbsp;6.225% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;32500 | &nbsp;&nbsp;34216 |
| <sup>3</sup> | BANK Trust Series 2024-5YR6 | &nbsp;&nbsp;6.790% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;14010 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;21595 | &nbsp;&nbsp;20833 |

---

------

Total Bond Market Index 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> | Barclays Commercial Mortgage Trust Series 2019-C4 | &nbsp;&nbsp;2.919% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;15870 | &nbsp;&nbsp;14805 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C4 | &nbsp;&nbsp;3.171% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1219 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;8434 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;4998 |
| <sup>3</sup> | Barclays Dryrock Issuance Trust Series 2023-1 | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;20375 | &nbsp;&nbsp;20426 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.674% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;17475 | &nbsp;&nbsp;17122 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.898% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4511 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8197 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.639% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;6991 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1802 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C7 | &nbsp;&nbsp;2.037% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;2234 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.040% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7137 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.398% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;1468 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C9 | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;8397 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2761 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.536% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1146 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C12 | &nbsp;&nbsp;2.689% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;4607 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2022-C14 | &nbsp;&nbsp;2.946% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;11684 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-5C23 | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1060 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-5C23 | &nbsp;&nbsp;7.703% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C19 | &nbsp;&nbsp;5.451% | &nbsp;&nbsp;4/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;4001 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C19 | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;4/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1347 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C20 | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2672 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C20 | &nbsp;&nbsp;5.973% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1063 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;8201 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.506% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4355 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.506% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1373 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;6.804% | &nbsp;&nbsp;11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5787 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;7.368% | &nbsp;&nbsp;11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1718 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;5.946% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;8382 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C27 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2094 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C27 | &nbsp;&nbsp;6.410% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2624 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3202 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6344 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.943% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2050 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;6.094% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6288 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C28 | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3597 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11913 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9285 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4204 |
| <sup>3</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8497 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7960 | &nbsp;&nbsp;&nbsp;&nbsp;7785 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2521 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;17575 | &nbsp;&nbsp;17234 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.084% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7938 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B3 | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;4/10/51 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;12940 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B4 | &nbsp;&nbsp;4.121% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;18625 | &nbsp;&nbsp;18335 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B4 | &nbsp;&nbsp;4.311% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3162 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B5 | &nbsp;&nbsp;4.208% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;8730 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B5 | &nbsp;&nbsp;4.419% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1687 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B6 | &nbsp;&nbsp;4.261% | &nbsp;&nbsp;10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3970 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B6 | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1196 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B7 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;22400 | &nbsp;&nbsp;22243 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;4.232% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;10690 | &nbsp;&nbsp;10467 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;4.532% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3228 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B9 | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2651 | &nbsp;&nbsp;&nbsp;&nbsp;2594 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B9 | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6281 | &nbsp;&nbsp;&nbsp;&nbsp;6114 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B10 | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5900 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B10 | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2488 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.281% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2297 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.542% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;15840 | &nbsp;&nbsp;15087 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.784% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3907 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B13 | &nbsp;&nbsp;2.952% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3372 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B14 | &nbsp;&nbsp;3.049% | &nbsp;&nbsp;12/15/62 | &nbsp;&nbsp;13650 | &nbsp;&nbsp;12753 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B15 | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;12/15/72 | &nbsp;&nbsp;13355 | &nbsp;&nbsp;12340 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.732% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;25275 | &nbsp;&nbsp;23207 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.944% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;1165 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1343 | &nbsp;&nbsp;&nbsp;&nbsp;1245 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.289% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;4895 |

---

------

Total Bond Market Index 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> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.583% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1459 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;2921 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;2.148% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B20 | &nbsp;&nbsp;2.034% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;5806 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B20 | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;1.978% | &nbsp;&nbsp;12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;7236 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;2.254% | &nbsp;&nbsp;12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B22 | &nbsp;&nbsp;1.973% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5242 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-IG1 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;6769 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-IG1 | &nbsp;&nbsp;2.909% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;2163 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B23 | &nbsp;&nbsp;2.070% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;12150 | &nbsp;&nbsp;10446 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B23 | &nbsp;&nbsp;2.274% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;3652 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B24 | &nbsp;&nbsp;2.584% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;6627 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B24 | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1381 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B25 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;6908 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B25 | &nbsp;&nbsp;2.847% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;3140 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B26 | &nbsp;&nbsp;2.613% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4648 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B28 | &nbsp;&nbsp;2.224% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4570 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.284% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.388% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2775 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.612% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B30 | &nbsp;&nbsp;2.576% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;11637 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B31 | &nbsp;&nbsp;2.669% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;4118 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B32 | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;12704 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B32 | &nbsp;&nbsp;3.527% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3643 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B33 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3862 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B34 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3008 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5085 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.951% | &nbsp;&nbsp;7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1571 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-B39 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;12925 | &nbsp;&nbsp;13618 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-B39 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4399 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V2 | &nbsp;&nbsp;5.812% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5391 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V2 | &nbsp;&nbsp;6.537% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2705 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V3 | &nbsp;&nbsp;6.363% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1363 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V3 | &nbsp;&nbsp;7.097% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;4381 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V5 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;1/10/57 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V5 | &nbsp;&nbsp;6.417% | &nbsp;&nbsp;1/10/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5478 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4440 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;6062 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2567 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2025-V15 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;6/15/58 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18878 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C1 | &nbsp;&nbsp;3.374% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;3365 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C2 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4294 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C3 | &nbsp;&nbsp;5.313% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;13417 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C3 | &nbsp;&nbsp;5.503% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1900 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C1 | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2101 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C1 | &nbsp;&nbsp;7.355% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1061 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C2 | &nbsp;&nbsp;7.296% | &nbsp;&nbsp;11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1930 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C2 | &nbsp;&nbsp;7.485% | &nbsp;&nbsp;11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;4056 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C4 | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;3925 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C4 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C5 | &nbsp;&nbsp;5.765% | &nbsp;&nbsp;6/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3233 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C5 | &nbsp;&nbsp;6.162% | &nbsp;&nbsp;6/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1044 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C6 | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;8147 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C6 | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;2777 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.674% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2442 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;5.739% | &nbsp;&nbsp;2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5321 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;6.286% | &nbsp;&nbsp;2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;5148 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.866% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;10108 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;7.253% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5854 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;8685 | &nbsp;&nbsp;&nbsp;&nbsp;9045 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;10284 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;6.127% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;7211 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.478% | &nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;2605 |
| <sup>3</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9413 |
| <sup>3</sup> | BMO Mortgage Trust Series 2025-C12 | &nbsp;&nbsp;5.573% | &nbsp;&nbsp;6/15/58 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14529 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2023-2 | &nbsp;&nbsp;5.990% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2023-2 | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;1941 |

---

------

Total Bond Market Index 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> | BMW Vehicle Lease Trust Series 2024-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;8203 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2024-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4133 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2024-2 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2299 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2024-2 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2402 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2025-1 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3017 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2025-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2022-A | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2022-A | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;12/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;&nbsp;1371 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2024-A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/26/29 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12404 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2025-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4034 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2025-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;12/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1016 |
| <sup>3</sup> | Bridgecrest Lending Auto Securitization Trust Series 2024-3 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;3562 | &nbsp;&nbsp;&nbsp;&nbsp;3572 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF1 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF2 | &nbsp;&nbsp;2.874% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7522 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF3 | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7423 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF3 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;3075 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2019-A3 | &nbsp;&nbsp;2.060% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;19866 | &nbsp;&nbsp;19403 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2021-A2 | &nbsp;&nbsp;1.390% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;27900 | &nbsp;&nbsp;25787 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2023-A1 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;20850 | &nbsp;&nbsp;20870 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2021-1 | &nbsp;&nbsp;0.770% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2021-1 | &nbsp;&nbsp;1.040% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1394 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.170% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;1424 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3073 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;3154 | &nbsp;&nbsp;&nbsp;&nbsp;3144 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1467 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1777 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1561 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2315 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;1046 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2021-4 | &nbsp;&nbsp;0.560% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2021-4 | &nbsp;&nbsp;0.820% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1305 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2022-2 | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;1071 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2022-2 | &nbsp;&nbsp;3.620% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;1416 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;3416 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2058 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;4071 | &nbsp;&nbsp;&nbsp;&nbsp;4086 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1567 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3172 | &nbsp;&nbsp;&nbsp;&nbsp;3191 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;2114 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1725 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2119 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2616 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-2 | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4366 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6264 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4169 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4206 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1621 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7094 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3062 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1312 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 |
| <sup>3</sup> | CarMax Select Receivables Trust Series 2024-A | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1415 |
| <sup>3</sup> | CarMax Select Receivables Trust Series 2024-A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1270 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2021-P3 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1509 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1264 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P1 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P2 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4428 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P2 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2629 |
| <sup>3</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;8760 |
| <sup>3</sup> | CD Mortgage Trust Series 2016-CD2 | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7048 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;9773 | &nbsp;&nbsp;&nbsp;&nbsp;9407 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.833% | &nbsp;&nbsp;2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;2268 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.514% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;5133 | &nbsp;&nbsp;&nbsp;&nbsp;5032 |

---

------

Total Bond Market Index 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> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.746% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2892 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.431% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3420 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.332% | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp;1474 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.456% | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6392 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.709% | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3687 |
| <sup>3</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
| <sup>3</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7296 |
| <sup>3</sup> | CD Mortgage Trust Series 2019-CD8 | &nbsp;&nbsp;2.657% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;6499 | &nbsp;&nbsp;&nbsp;&nbsp;6024 |
| <sup>3</sup> | CD Mortgage Trust Series 2019-CD8 | &nbsp;&nbsp;2.912% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;18130 | &nbsp;&nbsp;16642 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2016-C3 | &nbsp;&nbsp;3.865% | &nbsp;&nbsp;1/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5770 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8164 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5823 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2016-C6 | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14016 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2017-C8 | &nbsp;&nbsp;3.572% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3565 |
| <sup>3</sup> | CGMS Commercial Mortgage Trust Series 2017-B1 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;13430 | &nbsp;&nbsp;13154 |
| <sup>3</sup> | CGMS Commercial Mortgage Trust Series 2017-B1 | &nbsp;&nbsp;3.711% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2615 |
| <sup>3</sup> | Chase Issuance Trust Series 2022-A1 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4196 |
| <sup>3</sup> | Chase Issuance Trust Series 2023-A1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8740 | &nbsp;&nbsp;&nbsp;&nbsp;8841 |
| <sup>3</sup> | Chase Issuance Trust Series 2023-A2 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;7957 |
| <sup>3</sup> | Chase Issuance Trust Series 2024-A1 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;13397 |
| <sup>3</sup> | Chase Issuance Trust Series 2024-A2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7329 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2007-A3 | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;6485 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2018-A7 | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;10/13/30 | &nbsp;&nbsp;12840 | &nbsp;&nbsp;12778 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2023-A1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1705 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9706 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5640 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC29 | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;4/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;2516 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC31 | &nbsp;&nbsp;3.762% | &nbsp;&nbsp;6/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;1727 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC33 | &nbsp;&nbsp;3.778% | &nbsp;&nbsp;9/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;4994 | &nbsp;&nbsp;&nbsp;&nbsp;4977 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC35 | &nbsp;&nbsp;3.549% | &nbsp;&nbsp;11/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;1969 | &nbsp;&nbsp;&nbsp;&nbsp;1958 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.003% | &nbsp;&nbsp;5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.209% | &nbsp;&nbsp;5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6416 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-C2 | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3429 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-GC36 | &nbsp;&nbsp;3.616% | &nbsp;&nbsp;2/10/49 | &nbsp;&nbsp;14925 | &nbsp;&nbsp;14734 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-GC37 | &nbsp;&nbsp;3.314% | &nbsp;&nbsp;4/10/49 | &nbsp;&nbsp;11645 | &nbsp;&nbsp;11532 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-P4 | &nbsp;&nbsp;2.646% | &nbsp;&nbsp;7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;3062 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-P4 | &nbsp;&nbsp;2.902% | &nbsp;&nbsp;7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3744 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.209% | &nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1016 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.471% | &nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10458 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.764% | &nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2043 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;2384 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/51 | &nbsp;&nbsp;17325 | &nbsp;&nbsp;17037 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-C5 | &nbsp;&nbsp;3.963% | &nbsp;&nbsp;6/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;3995 | &nbsp;&nbsp;&nbsp;&nbsp;3947 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-C6 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;11/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2277 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;7722 | &nbsp;&nbsp;&nbsp;&nbsp;7226 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2019-GC41 | &nbsp;&nbsp;2.869% | &nbsp;&nbsp;8/10/56 | &nbsp;&nbsp;22410 | &nbsp;&nbsp;20996 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2019-GC43 | &nbsp;&nbsp;3.038% | &nbsp;&nbsp;11/10/52 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;14879 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2020-GC46 | &nbsp;&nbsp;2.717% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;14355 | &nbsp;&nbsp;13173 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2020-GC46 | &nbsp;&nbsp;2.918% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;2376 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2022-GC48 | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;6714 |
| <sup>3</sup> | CNH Equipment Trust Series 2021-C | &nbsp;&nbsp;0.810% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
| <sup>3</sup> | CNH Equipment Trust Series 2021-C | &nbsp;&nbsp;1.160% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-A | &nbsp;&nbsp;2.940% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-A | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1424 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-B | &nbsp;&nbsp;3.890% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-B | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-C | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1476 | &nbsp;&nbsp;&nbsp;&nbsp;1483 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3210 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-B | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5218 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-B | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1079 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2965 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1219 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-B | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3548 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2570 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-C | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;1370 |
| <sup>3</sup> | CNH Equipment Trust Series 2025-A | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3292 |
| <sup>3</sup> | COMM Mortgage Trust Series 2013-CR12 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>3</sup> | COMM Mortgage Trust Series 2013-CR12 | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>3</sup> | COMM Mortgage Trust Series 2014-CR14 | &nbsp;&nbsp;3.793% | &nbsp;&nbsp;2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |

---

------

Total Bond Market Index 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> | COMM Mortgage Trust Series 2014-CR15 | &nbsp;&nbsp;4.019% | &nbsp;&nbsp;2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
| <sup>3</sup> | COMM Mortgage Trust Series 2014-UBS4 | &nbsp;&nbsp;3.694% | &nbsp;&nbsp;8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR22 | &nbsp;&nbsp;3.603% | &nbsp;&nbsp;3/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;8844 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR25 | &nbsp;&nbsp;3.759% | &nbsp;&nbsp;8/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;1262 | &nbsp;&nbsp;&nbsp;&nbsp;1259 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR26 | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;14635 | &nbsp;&nbsp;14568 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR27 | &nbsp;&nbsp;3.404% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR27 | &nbsp;&nbsp;3.612% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3237 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR27 | &nbsp;&nbsp;4.485% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1169 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-LC19 | &nbsp;&nbsp;3.527% | &nbsp;&nbsp;2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-LC23 | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;7514 |
| <sup>3</sup> | COMM Mortgage Trust Series 2016-CR28 | &nbsp;&nbsp;3.762% | &nbsp;&nbsp;2/10/49 | &nbsp;&nbsp;13660 | &nbsp;&nbsp;13592 |
| <sup>3</sup> | COMM Mortgage Trust Series 2016-DC2 | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
| <sup>3</sup> | COMM Mortgage Trust Series 2017-COR2 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>3</sup> | COMM Mortgage Trust Series 2017-COR2 | &nbsp;&nbsp;3.510% | &nbsp;&nbsp;9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;2009 |
| <sup>3</sup> | COMM Mortgage Trust Series 2018-COR3 | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3436 |
| <sup>3</sup> | COMM Mortgage Trust Series 2018-COR3 | &nbsp;&nbsp;4.228% | &nbsp;&nbsp;5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;6437 | &nbsp;&nbsp;&nbsp;&nbsp;6287 |
| <sup>3</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;19400 | &nbsp;&nbsp;18063 |
| <sup>3</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;3.263% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2757 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C1 | &nbsp;&nbsp;3.791% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;1633 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C1 | &nbsp;&nbsp;3.959% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2146 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C2 | &nbsp;&nbsp;3.849% | &nbsp;&nbsp;6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;&nbsp;2162 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C3 | &nbsp;&nbsp;3.718% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3473 | &nbsp;&nbsp;&nbsp;&nbsp;3460 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C3 | &nbsp;&nbsp;4.169% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2450 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C4 | &nbsp;&nbsp;3.808% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4743 | &nbsp;&nbsp;&nbsp;&nbsp;4724 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2016-C7 | &nbsp;&nbsp;3.502% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;11495 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2017-C8 | &nbsp;&nbsp;3.392% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9976 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2017-CX9 | &nbsp;&nbsp;3.446% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3163 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2017-CX10 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7745 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2018-CX11 | &nbsp;&nbsp;4.033% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;15825 | &nbsp;&nbsp;15552 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2018-CX12 | &nbsp;&nbsp;4.224% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;16475 | &nbsp;&nbsp;16264 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2019-C15 | &nbsp;&nbsp;4.053% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;26700 | &nbsp;&nbsp;26321 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.329% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;15960 | &nbsp;&nbsp;15156 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2021-C20 | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14389 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2021-C20 | &nbsp;&nbsp;3.076% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2340 |
| <sup>3</sup> | Daimler Trucks Retail Trust Series 2022-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>3</sup> | Daimler Trucks Retail Trust Series 2022-1 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;1147 |
| <sup>3</sup> | Daimler Trucks Retail Trust Series 2024-1 | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;5451 |
| <sup>3</sup> | Daimler Trucks Retail Trust Series 2024-1 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6771 |
| <sup>3</sup> | DBGS Mortgage Trust Series 2018-C1 | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;7181 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.276% | &nbsp;&nbsp;5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4213 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2016-C3 | &nbsp;&nbsp;2.890% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4899 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7726 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.561% | &nbsp;&nbsp;6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;2174 | &nbsp;&nbsp;&nbsp;&nbsp;2077 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2723 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2021-A2 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;9934 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2022-A3 | &nbsp;&nbsp;3.560% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;28425 | &nbsp;&nbsp;28416 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2022-A4 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;15375 | &nbsp;&nbsp;15398 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2023-A1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;20675 | &nbsp;&nbsp;20656 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2023-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;20650 | &nbsp;&nbsp;20776 |
| <sup>3</sup> | Drive Auto Receivables Trust Series 2021-2 | &nbsp;&nbsp;1.390% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp;1405 |
| <sup>3</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
| <sup>3</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2510 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2021-3A | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;2280 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-1A | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1654 | &nbsp;&nbsp;&nbsp;&nbsp;1639 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-2A | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-2A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1296 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-3A | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1024 | &nbsp;&nbsp;&nbsp;&nbsp;1025 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-3A | &nbsp;&nbsp;6.760% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1472 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-4A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-4A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-5A | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-5A | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1071 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2023-1A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2023-1A | &nbsp;&nbsp;6.690% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2023-4A | &nbsp;&nbsp;6.310% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2023-4A | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1311 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2024-4A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2562 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2024-5A | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2203 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2015-M10 | &nbsp;&nbsp;3.092% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;2746 | &nbsp;&nbsp;&nbsp;&nbsp;2696 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2015-M15 | &nbsp;&nbsp;2.923% | &nbsp;&nbsp;10/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;4638 | &nbsp;&nbsp;&nbsp;&nbsp;4616 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M3 | &nbsp;&nbsp;2.702% | &nbsp;&nbsp;2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;2813 | &nbsp;&nbsp;&nbsp;&nbsp;2777 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M4 | &nbsp;&nbsp;2.576% | &nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;3364 | &nbsp;&nbsp;&nbsp;&nbsp;3319 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M5 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;4/25/26 | &nbsp;&nbsp;12604 | &nbsp;&nbsp;12401 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M6 | &nbsp;&nbsp;2.488% | &nbsp;&nbsp;5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;6907 | &nbsp;&nbsp;&nbsp;&nbsp;6787 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M7 | &nbsp;&nbsp;2.499% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;2909 | &nbsp;&nbsp;&nbsp;&nbsp;2857 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M9 | &nbsp;&nbsp;2.292% | &nbsp;&nbsp;6/25/26 | &nbsp;&nbsp;16383 | &nbsp;&nbsp;16079 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M11 | &nbsp;&nbsp;2.369% | &nbsp;&nbsp;7/25/26 | &nbsp;&nbsp;14408 | &nbsp;&nbsp;14115 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M12 | &nbsp;&nbsp;2.519% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;15275 | &nbsp;&nbsp;14955 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M13 | &nbsp;&nbsp;2.608% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;4696 | &nbsp;&nbsp;&nbsp;&nbsp;4596 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M1 | &nbsp;&nbsp;2.498% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;8733 | &nbsp;&nbsp;&nbsp;&nbsp;8522 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M2 | &nbsp;&nbsp;2.907% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;4149 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M3 | &nbsp;&nbsp;2.546% | &nbsp;&nbsp;12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;7542 | &nbsp;&nbsp;&nbsp;&nbsp;7354 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M4 | &nbsp;&nbsp;2.636% | &nbsp;&nbsp;12/25/26 | &nbsp;&nbsp;10269 | &nbsp;&nbsp;10014 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M5 | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M7 | &nbsp;&nbsp;2.961% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;9354 | &nbsp;&nbsp;&nbsp;&nbsp;9175 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M8 | &nbsp;&nbsp;3.061% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;10586 | &nbsp;&nbsp;10382 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M11 | &nbsp;&nbsp;2.980% | &nbsp;&nbsp;8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;3404 | &nbsp;&nbsp;&nbsp;&nbsp;3252 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M12 | &nbsp;&nbsp;3.162% | &nbsp;&nbsp;6/25/27 | &nbsp;&nbsp;11738 | &nbsp;&nbsp;11499 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M13 | &nbsp;&nbsp;3.032% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M14 | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;3856 | &nbsp;&nbsp;&nbsp;&nbsp;3747 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;3.206% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;12840 | &nbsp;&nbsp;12579 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M1 | &nbsp;&nbsp;3.087% | &nbsp;&nbsp;12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;6334 | &nbsp;&nbsp;&nbsp;&nbsp;6179 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M2 | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;23957 | &nbsp;&nbsp;23311 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M3 | &nbsp;&nbsp;3.165% | &nbsp;&nbsp;2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;2533 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M4 | &nbsp;&nbsp;3.159% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;8293 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M7 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6445 | &nbsp;&nbsp;&nbsp;&nbsp;6282 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M8 | &nbsp;&nbsp;3.413% | &nbsp;&nbsp;6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5084 | &nbsp;&nbsp;&nbsp;&nbsp;4981 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M10 | &nbsp;&nbsp;3.467% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;3494 | &nbsp;&nbsp;&nbsp;&nbsp;3426 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M12 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;2465 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M13 | &nbsp;&nbsp;3.868% | &nbsp;&nbsp;9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;8453 | &nbsp;&nbsp;&nbsp;&nbsp;8277 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M14 | &nbsp;&nbsp;3.699% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;9479 | &nbsp;&nbsp;&nbsp;&nbsp;9335 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M1 | &nbsp;&nbsp;3.662% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;17088 | &nbsp;&nbsp;16820 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M2 | &nbsp;&nbsp;3.743% | &nbsp;&nbsp;11/25/28 | &nbsp;&nbsp;10230 | &nbsp;&nbsp;10044 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M4 | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;15546 | &nbsp;&nbsp;15050 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M5 | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;9779 | &nbsp;&nbsp;&nbsp;&nbsp;9523 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M7 | &nbsp;&nbsp;3.143% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;10853 | &nbsp;&nbsp;10445 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M9 | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;12276 | &nbsp;&nbsp;11822 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M12 | &nbsp;&nbsp;2.885% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;39890 | &nbsp;&nbsp;38103 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;8/25/29 | &nbsp;&nbsp;12905 | &nbsp;&nbsp;12130 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;7701 | &nbsp;&nbsp;&nbsp;&nbsp;7002 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M21 | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;6485 | &nbsp;&nbsp;&nbsp;&nbsp;5978 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M22 | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;8/25/29 | &nbsp;&nbsp;22895 | &nbsp;&nbsp;21523 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M25 | &nbsp;&nbsp;2.330% | &nbsp;&nbsp;11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;5383 | &nbsp;&nbsp;&nbsp;&nbsp;5008 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M1 | &nbsp;&nbsp;2.151% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;3902 | &nbsp;&nbsp;&nbsp;&nbsp;3791 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M1 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;13285 | &nbsp;&nbsp;12470 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M5 | &nbsp;&nbsp;2.210% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;6156 | &nbsp;&nbsp;&nbsp;&nbsp;5675 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M14 | &nbsp;&nbsp;1.784% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp;&nbsp;&nbsp;8698 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M29 | &nbsp;&nbsp;1.492% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;8418 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M42 | &nbsp;&nbsp;1.270% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;18015 | &nbsp;&nbsp;15682 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M46 | &nbsp;&nbsp;1.323% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;13712 | &nbsp;&nbsp;12157 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M52 | &nbsp;&nbsp;1.359% | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;15325 | &nbsp;&nbsp;13271 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M53 | &nbsp;&nbsp;1.747% | &nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;29000 | &nbsp;&nbsp;24255 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M1 | &nbsp;&nbsp;1.433% | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;7517 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M1G | &nbsp;&nbsp;1.517% | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2753 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M3G | &nbsp;&nbsp;1.286% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;12940 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M4 | &nbsp;&nbsp;1.514% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;14675 | &nbsp;&nbsp;12659 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M11 | &nbsp;&nbsp;1.506% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;20925 | &nbsp;&nbsp;17922 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M13 | &nbsp;&nbsp;1.652% | &nbsp;&nbsp;4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2680 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M13 | &nbsp;&nbsp;1.681% | &nbsp;&nbsp;3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;7322 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M19 | &nbsp;&nbsp;1.797% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;18150 | &nbsp;&nbsp;15592 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M1 | &nbsp;&nbsp;1.724% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;20350 | &nbsp;&nbsp;17331 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M1G | &nbsp;&nbsp;1.583% | &nbsp;&nbsp;9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;3928 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M3 | &nbsp;&nbsp;1.764% | &nbsp;&nbsp;11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5240 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M4 | &nbsp;&nbsp;2.290% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9409 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M8 | &nbsp;&nbsp;2.001% | &nbsp;&nbsp;12/25/31 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;8654 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M10 | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;39175 | &nbsp;&nbsp;33907 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2023-M1S | &nbsp;&nbsp;4.649% | &nbsp;&nbsp;4/25/33 | &nbsp;&nbsp;10090 | &nbsp;&nbsp;10097 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2023-M6 | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;9570 | &nbsp;&nbsp;&nbsp;&nbsp;9572 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2023-M8 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3808 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2024-M5 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/25/34 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;49114 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | &nbsp;&nbsp;3.010% | &nbsp;&nbsp;7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;&nbsp;1267 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | &nbsp;&nbsp;3.334% | &nbsp;&nbsp;8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;4236 | &nbsp;&nbsp;&nbsp;&nbsp;4223 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | &nbsp;&nbsp;3.151% | &nbsp;&nbsp;11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;6532 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | &nbsp;&nbsp;2.995% | &nbsp;&nbsp;12/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;3584 | &nbsp;&nbsp;&nbsp;&nbsp;3556 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | &nbsp;&nbsp;2.745% | &nbsp;&nbsp;1/25/26 | &nbsp;&nbsp;14207 | &nbsp;&nbsp;14055 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | &nbsp;&nbsp;2.673% | &nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;13823 | &nbsp;&nbsp;13645 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;5/25/26 | &nbsp;&nbsp;11270 | &nbsp;&nbsp;11095 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | &nbsp;&nbsp;2.570% | &nbsp;&nbsp;7/25/26 | &nbsp;&nbsp;17131 | &nbsp;&nbsp;16842 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | &nbsp;&nbsp;2.653% | &nbsp;&nbsp;8/25/26 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11361 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6410 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;4265 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;11/25/26 | &nbsp;&nbsp;12325 | &nbsp;&nbsp;12180 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | &nbsp;&nbsp;3.413% | &nbsp;&nbsp;12/25/26 | &nbsp;&nbsp;12850 | &nbsp;&nbsp;12694 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;29250 | &nbsp;&nbsp;28902 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | &nbsp;&nbsp;3.224% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;13985 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | &nbsp;&nbsp;3.243% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2953 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;6/25/27 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;&nbsp;&nbsp;9882 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/25/27 | &nbsp;&nbsp;18126 | &nbsp;&nbsp;17804 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7543 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;13739 | &nbsp;&nbsp;13485 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | &nbsp;&nbsp;3.303% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4793 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;10048 | &nbsp;&nbsp;&nbsp;&nbsp;9871 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | &nbsp;&nbsp;3.444% | &nbsp;&nbsp;12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7193 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9487 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;16150 | &nbsp;&nbsp;15967 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/25/28 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10836 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/25/28 | &nbsp;&nbsp;35850 | &nbsp;&nbsp;35692 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K077 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/25/28 | &nbsp;&nbsp;17950 | &nbsp;&nbsp;17848 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6464 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | &nbsp;&nbsp;3.926% | &nbsp;&nbsp;6/25/28 | &nbsp;&nbsp;10157 | &nbsp;&nbsp;10126 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | &nbsp;&nbsp;3.736% | &nbsp;&nbsp;4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | &nbsp;&nbsp;3.926% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;11250 | &nbsp;&nbsp;11209 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;31075 | &nbsp;&nbsp;30934 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;11640 | &nbsp;&nbsp;11600 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;9574 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | &nbsp;&nbsp;3.780% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;36100 | &nbsp;&nbsp;35785 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;37950 | &nbsp;&nbsp;37935 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;12/25/28 | &nbsp;&nbsp;15101 | &nbsp;&nbsp;14968 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;16080 | &nbsp;&nbsp;15881 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | &nbsp;&nbsp;3.563% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10325 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | &nbsp;&nbsp;3.422% | &nbsp;&nbsp;2/25/29 | &nbsp;&nbsp;12175 | &nbsp;&nbsp;11912 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | &nbsp;&nbsp;3.505% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;20400 | &nbsp;&nbsp;20004 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;13215 | &nbsp;&nbsp;12855 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | &nbsp;&nbsp;2.982% | &nbsp;&nbsp;5/25/29 | &nbsp;&nbsp;23230 | &nbsp;&nbsp;22371 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | &nbsp;&nbsp;2.903% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;15725 | &nbsp;&nbsp;15057 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | &nbsp;&nbsp;2.785% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;15850 | &nbsp;&nbsp;15116 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | &nbsp;&nbsp;2.519% | &nbsp;&nbsp;7/25/29 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;12968 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | &nbsp;&nbsp;2.425% | &nbsp;&nbsp;8/25/29 | &nbsp;&nbsp;26450 | &nbsp;&nbsp;24818 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | &nbsp;&nbsp;2.595% | &nbsp;&nbsp;9/25/29 | &nbsp;&nbsp;12180 | &nbsp;&nbsp;11486 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | &nbsp;&nbsp;2.524% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;21365 | &nbsp;&nbsp;20054 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | &nbsp;&nbsp;2.537% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;19195 | &nbsp;&nbsp;18036 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | &nbsp;&nbsp;2.651% | &nbsp;&nbsp;11/25/29 | &nbsp;&nbsp;16700 | &nbsp;&nbsp;15734 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | &nbsp;&nbsp;2.253% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;25885 | &nbsp;&nbsp;23943 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | &nbsp;&nbsp;1.872% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp;&nbsp;&nbsp;5144 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K106 | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;22888 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K107 | &nbsp;&nbsp;1.639% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;5806 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | &nbsp;&nbsp;1.517% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;8767 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | &nbsp;&nbsp;1.558% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5475 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | &nbsp;&nbsp;1.477% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;4774 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;11555 | &nbsp;&nbsp;10162 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | &nbsp;&nbsp;1.366% | &nbsp;&nbsp;6/25/30 | &nbsp;&nbsp;15520 | &nbsp;&nbsp;13597 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | &nbsp;&nbsp;1.378% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;19720 | &nbsp;&nbsp;17260 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | &nbsp;&nbsp;1.406% | &nbsp;&nbsp;8/25/30 | &nbsp;&nbsp;19215 | &nbsp;&nbsp;16799 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | &nbsp;&nbsp;1.493% | &nbsp;&nbsp;9/25/30 | &nbsp;&nbsp;25215 | &nbsp;&nbsp;22107 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K119 | &nbsp;&nbsp;1.566% | &nbsp;&nbsp;9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3076 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;17380 | &nbsp;&nbsp;15171 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | &nbsp;&nbsp;0.995% | &nbsp;&nbsp;8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1491 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | &nbsp;&nbsp;1.547% | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;10880 | &nbsp;&nbsp;&nbsp;&nbsp;9518 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | &nbsp;&nbsp;0.863% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | &nbsp;&nbsp;1.521% | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;9502 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | &nbsp;&nbsp;1.621% | &nbsp;&nbsp;12/25/30 | &nbsp;&nbsp;22275 | &nbsp;&nbsp;19517 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | &nbsp;&nbsp;1.658% | &nbsp;&nbsp;12/25/30 | &nbsp;&nbsp;18650 | &nbsp;&nbsp;16344 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | &nbsp;&nbsp;1.846% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;43265 | &nbsp;&nbsp;38245 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | &nbsp;&nbsp;2.074% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;22825 | &nbsp;&nbsp;20445 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | &nbsp;&nbsp;2.108% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;27475 | &nbsp;&nbsp;24622 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | &nbsp;&nbsp;2.020% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;15240 | &nbsp;&nbsp;13593 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | &nbsp;&nbsp;1.342% | &nbsp;&nbsp;9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;3071 | &nbsp;&nbsp;&nbsp;&nbsp;2807 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | &nbsp;&nbsp;1.914% | &nbsp;&nbsp;5/25/31 | &nbsp;&nbsp;26225 | &nbsp;&nbsp;23165 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | &nbsp;&nbsp;1.723% | &nbsp;&nbsp;6/25/31 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;8718 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | &nbsp;&nbsp;1.853% | &nbsp;&nbsp;7/25/31 | &nbsp;&nbsp;26325 | &nbsp;&nbsp;23028 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | &nbsp;&nbsp;2.023% | &nbsp;&nbsp;8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;6809 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | &nbsp;&nbsp;2.096% | &nbsp;&nbsp;9/25/31 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;11273 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | &nbsp;&nbsp;2.243% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;10361 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;6778 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K138 | &nbsp;&nbsp;2.476% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;9141 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K140 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;6751 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;6902 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | &nbsp;&nbsp;2.711% | &nbsp;&nbsp;4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;2177 | &nbsp;&nbsp;&nbsp;&nbsp;2039 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K148 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/25/32 | &nbsp;&nbsp;47125 | &nbsp;&nbsp;44605 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K150 | &nbsp;&nbsp;3.710% | &nbsp;&nbsp;9/25/32 | &nbsp;&nbsp;49000 | &nbsp;&nbsp;46906 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5482 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | &nbsp;&nbsp;3.780% | &nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14398 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.294% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9689 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8101 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;4/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3985 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | &nbsp;&nbsp;3.459% | &nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp;&nbsp;&nbsp;5131 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;5202 | &nbsp;&nbsp;&nbsp;&nbsp;5109 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/33 | &nbsp;&nbsp;11212 | &nbsp;&nbsp;10683 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K156 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6145 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3562 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/25/33 | &nbsp;&nbsp;13450 | &nbsp;&nbsp;13219 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4458 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4925 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;13350 | &nbsp;&nbsp;12976 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3037 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;9594 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K160 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/33 | &nbsp;&nbsp;15150 | &nbsp;&nbsp;15166 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K161 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;8008 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K163 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/25/34 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10328 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K164 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/25/34 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;14039 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K165 | &nbsp;&nbsp;4.489% | &nbsp;&nbsp;9/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5123 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K166 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;17004 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K167 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8468 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K168 | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;12/25/34 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12551 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K169 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;12/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8145 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K170 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7732 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K505 | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;6/25/28 | &nbsp;&nbsp;10040 | &nbsp;&nbsp;10221 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K506 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7609 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K507 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7134 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K508 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12715 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K509 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;9236 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K510 | &nbsp;&nbsp;5.069% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;6110 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K511 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3832 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K512 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5179 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K513 | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;12/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7888 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K515 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11942 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K516 | &nbsp;&nbsp;5.477% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;10362 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K517 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;10034 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K518 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;29200 | &nbsp;&nbsp;30342 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K520 | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8474 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K524 | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3568 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K526 | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8106 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K533 | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;12/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2504 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K537 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5855 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K538 | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;31000 | &nbsp;&nbsp;31366 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K539 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;22800 | &nbsp;&nbsp;23006 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K542 | &nbsp;&nbsp;4.404% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;27000 | &nbsp;&nbsp;27249 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | &nbsp;&nbsp;3.208% | &nbsp;&nbsp;2/25/26 | &nbsp;&nbsp;17624 | &nbsp;&nbsp;17497 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | &nbsp;&nbsp;2.862% | &nbsp;&nbsp;5/25/26 | &nbsp;&nbsp;19122 | &nbsp;&nbsp;18875 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;23725 | &nbsp;&nbsp;23232 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K738 | &nbsp;&nbsp;1.545% | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;8021 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | &nbsp;&nbsp;1.336% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;23388 | &nbsp;&nbsp;22183 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | &nbsp;&nbsp;1.603% | &nbsp;&nbsp;12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2194 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | &nbsp;&nbsp;1.760% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;11698 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | &nbsp;&nbsp;1.770% | &nbsp;&nbsp;5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;7747 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | &nbsp;&nbsp;1.712% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5589 | &nbsp;&nbsp;&nbsp;&nbsp;5236 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | &nbsp;&nbsp;1.657% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;15675 | &nbsp;&nbsp;14603 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | &nbsp;&nbsp;2.031% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;9657 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K747 | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;8605 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K749 | &nbsp;&nbsp;2.120% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;1974 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K751 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;10225 | &nbsp;&nbsp;10326 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K752 | &nbsp;&nbsp;4.284% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10145 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K753 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;12198 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K754 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5677 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K755 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8880 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K756 | &nbsp;&nbsp;4.963% | &nbsp;&nbsp;5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6202 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K757 | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;8/25/31 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15621 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K758 | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16306 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K759 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14354 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K760 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;44640 | &nbsp;&nbsp;45146 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | &nbsp;&nbsp;3.718% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4050 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;1/25/34 | &nbsp;&nbsp;23775 | &nbsp;&nbsp;22348 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.470% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5026 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.542% | &nbsp;&nbsp;3/25/34 | &nbsp;&nbsp;13170 | &nbsp;&nbsp;12196 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | &nbsp;&nbsp;2.797% | &nbsp;&nbsp;8/25/34 | &nbsp;&nbsp;22265 | &nbsp;&nbsp;19368 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | &nbsp;&nbsp;2.859% | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;13375 | &nbsp;&nbsp;11603 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | &nbsp;&nbsp;1.940% | &nbsp;&nbsp;2/25/35 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;11515 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | &nbsp;&nbsp;1.721% | &nbsp;&nbsp;5/25/35 | &nbsp;&nbsp;14075 | &nbsp;&nbsp;10857 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | &nbsp;&nbsp;1.716% | &nbsp;&nbsp;7/25/35 | &nbsp;&nbsp;19930 | &nbsp;&nbsp;15446 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | &nbsp;&nbsp;1.860% | &nbsp;&nbsp;10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;4664 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;12/25/35 | &nbsp;&nbsp;11525 | &nbsp;&nbsp;&nbsp;&nbsp;8996 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | &nbsp;&nbsp;2.007% | &nbsp;&nbsp;7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp;2994 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | &nbsp;&nbsp;2.438% | &nbsp;&nbsp;2/25/36 | &nbsp;&nbsp;13075 | &nbsp;&nbsp;10579 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | &nbsp;&nbsp;2.184% | &nbsp;&nbsp;8/25/36 | &nbsp;&nbsp;10075 | &nbsp;&nbsp;&nbsp;&nbsp;7885 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | &nbsp;&nbsp;2.361% | &nbsp;&nbsp;10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp;&nbsp;7310 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series KS06 | &nbsp;&nbsp;2.720% | &nbsp;&nbsp;7/25/26 | &nbsp;&nbsp;10806 | &nbsp;&nbsp;10652 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | &nbsp;&nbsp;2.853% | &nbsp;&nbsp;1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;9738 | &nbsp;&nbsp;&nbsp;&nbsp;9668 |
| <sup>3,5</sup> | FHLMC Multifamily WI Certificates Series K170 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/25/35 | &nbsp;&nbsp;31950 | &nbsp;&nbsp;32938 |
| <sup>3</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6652 | &nbsp;&nbsp;&nbsp;&nbsp;6704 |
| <sup>3</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;2/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;1434 |
| <sup>3</sup> | First National Master Note Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3814 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2023-B | &nbsp;&nbsp;5.910% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2023-B | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1809 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2023-B | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1310 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2016 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-A | &nbsp;&nbsp;1.560% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-B | &nbsp;&nbsp;3.740% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-B | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;1171 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-C | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;1414 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-C | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;4732 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-A | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1861 | &nbsp;&nbsp;&nbsp;&nbsp;1863 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3558 | &nbsp;&nbsp;&nbsp;&nbsp;3578 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5858 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2202 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7573 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6544 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8102 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1274 |
| <sup>3</sup> | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9145 |
| <sup>3</sup> | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | &nbsp;&nbsp;1.060% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;&nbsp;&nbsp;9792 |
| <sup>3</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7077 |
| <sup>3</sup> | FREMF 2025-K541 Mortgage Trust Series K541 | &nbsp;&nbsp;4.348% | &nbsp;&nbsp;2/25/30 | &nbsp;&nbsp;31750 | &nbsp;&nbsp;31957 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-1 | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |

---

------

Total Bond Market Index 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> | GM Financial Automobile Leasing Trust Series 2023-2 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-2 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-2 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1027 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-3 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;1018 | &nbsp;&nbsp;&nbsp;&nbsp;1020 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-3 | &nbsp;&nbsp;5.440% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-3 | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1031 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5642 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1308 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1310 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5040 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5060 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5059 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-3 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1850 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-3 | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1596 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;2/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4329 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1308 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2113 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | &nbsp;&nbsp;0.730% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1927 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | &nbsp;&nbsp;0.680% | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | &nbsp;&nbsp;0.990% | &nbsp;&nbsp;10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1433 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | &nbsp;&nbsp;1.260% | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | &nbsp;&nbsp;1.510% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-3 | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;4/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;1091 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-3 | &nbsp;&nbsp;3.710% | &nbsp;&nbsp;12/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp;1729 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;3373 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1609 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;1928 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;3126 | &nbsp;&nbsp;&nbsp;&nbsp;3125 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4135 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;1987 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;1294 | &nbsp;&nbsp;&nbsp;&nbsp;1315 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3262 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3155 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6305 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;3183 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8587 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;11/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;7566 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2011 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3531 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;8/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1005 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;5/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC22 | &nbsp;&nbsp;3.862% | &nbsp;&nbsp;6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC24 | &nbsp;&nbsp;3.931% | &nbsp;&nbsp;9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC24 | &nbsp;&nbsp;4.521% | &nbsp;&nbsp;9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1570 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC26 | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;1652 | &nbsp;&nbsp;&nbsp;&nbsp;1566 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2015-GC34 | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2015-GC34 | &nbsp;&nbsp;3.506% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5571 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS2 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4368 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS3 | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/10/49 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;11201 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS4 | &nbsp;&nbsp;3.442% | &nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3881 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS4 | &nbsp;&nbsp;3.645% | &nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2855 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS5 | &nbsp;&nbsp;3.674% | &nbsp;&nbsp;3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8163 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS5 | &nbsp;&nbsp;3.826% | &nbsp;&nbsp;3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3173 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;3.433% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;11924 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;3.638% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS7 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;8/10/50 | &nbsp;&nbsp;13194 | &nbsp;&nbsp;12830 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS7 | &nbsp;&nbsp;3.663% | &nbsp;&nbsp;8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp;&nbsp;&nbsp;3364 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS8 | &nbsp;&nbsp;3.205% | &nbsp;&nbsp;11/10/50 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9725 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC38 | &nbsp;&nbsp;3.968% | &nbsp;&nbsp;2/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3066 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC39 | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;5/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7291 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC40 | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2382 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC40 | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;7415 |

---

------

Total Bond Market Index 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> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;9/10/52 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;15109 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.212% | &nbsp;&nbsp;9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3479 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GSA1 | &nbsp;&nbsp;3.048% | &nbsp;&nbsp;11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;7164 | &nbsp;&nbsp;&nbsp;&nbsp;6757 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;2.911% | &nbsp;&nbsp;2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp;6837 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;3.173% | &nbsp;&nbsp;2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;1926 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;3849 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.012% | &nbsp;&nbsp;12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6271 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.224% | &nbsp;&nbsp;12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2021-B | &nbsp;&nbsp;0.820% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1043 | &nbsp;&nbsp;&nbsp;&nbsp;1035 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2022-A | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2022-A | &nbsp;&nbsp;3.260% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1042 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2433 | &nbsp;&nbsp;&nbsp;&nbsp;2438 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4153 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;6105 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2101 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-A | &nbsp;&nbsp;5.370% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2527 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-B | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1152 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-B | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3006 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2025-A | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2508 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2022-1 | &nbsp;&nbsp;1.880% | &nbsp;&nbsp;5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2022-1 | &nbsp;&nbsp;2.040% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1045 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2022-2 | &nbsp;&nbsp;3.730% | &nbsp;&nbsp;7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2022-2 | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-1 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1517 | &nbsp;&nbsp;&nbsp;&nbsp;1521 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-1 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1308 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;2302 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-3 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;6859 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-3 | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1072 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-4 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2021 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-4 | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-1 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7463 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-1 | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1015 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-2 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10018 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-3 | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;8873 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;4500 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1408 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-1 | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9592 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;5/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3039 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1252 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2021-C | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2022-B | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2676 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1677 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;2707 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2628 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1335 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6558 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1782 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5556 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3554 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;1390 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4132 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3522 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1010 |
| <sup>3</sup> | John Deere Owner Trust Series 2022-C | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;4943 |
| <sup>3</sup> | John Deere Owner Trust Series 2022-C | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2668 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2281 | &nbsp;&nbsp;&nbsp;&nbsp;2287 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1033 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3376 | &nbsp;&nbsp;&nbsp;&nbsp;3394 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1038 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-C | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;8700 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-C | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1459 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-B | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3962 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-B | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3075 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-C | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2113 | &nbsp;&nbsp;&nbsp;&nbsp;2110 |
| <sup>3</sup> | John Deere Owner Trust Series 2025-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1506 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4560 |

---

------

Total Bond Market Index 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> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;2.870% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;14325 | &nbsp;&nbsp;13995 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;3.397% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | &nbsp;&nbsp;3.648% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5708 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4525 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | &nbsp;&nbsp;4.652% | &nbsp;&nbsp;2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1280 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | &nbsp;&nbsp;3.934% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | &nbsp;&nbsp;4.202% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp;2403 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | &nbsp;&nbsp;3.639% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;3933 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1233 | &nbsp;&nbsp;&nbsp;&nbsp;1204 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | &nbsp;&nbsp;3.951% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2738 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | &nbsp;&nbsp;3.179% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | &nbsp;&nbsp;3.822% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2054 | &nbsp;&nbsp;&nbsp;&nbsp;2049 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | &nbsp;&nbsp;4.226% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2845 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | &nbsp;&nbsp;3.801% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2287 | &nbsp;&nbsp;&nbsp;&nbsp;2282 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | &nbsp;&nbsp;3.358% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | &nbsp;&nbsp;3.598% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;5818 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | &nbsp;&nbsp;3.770% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4081 | &nbsp;&nbsp;&nbsp;&nbsp;4062 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | &nbsp;&nbsp;3.316% | &nbsp;&nbsp;3/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | &nbsp;&nbsp;4.853% | &nbsp;&nbsp;3/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;17175 | &nbsp;&nbsp;16905 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | &nbsp;&nbsp;3.876% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3087 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;10755 | &nbsp;&nbsp;10418 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4254 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 | &nbsp;&nbsp;3.454% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2034 | &nbsp;&nbsp;&nbsp;&nbsp;1979 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | &nbsp;&nbsp;4.029% | &nbsp;&nbsp;3/10/52 | &nbsp;&nbsp;17650 | &nbsp;&nbsp;16756 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/13/52 | &nbsp;&nbsp;11975 | &nbsp;&nbsp;11229 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | &nbsp;&nbsp;3.669% | &nbsp;&nbsp;6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4317 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | &nbsp;&nbsp;3.484% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;1913 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | &nbsp;&nbsp;3.141% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.414% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3211 | &nbsp;&nbsp;&nbsp;&nbsp;3140 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.694% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;13874 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.858% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5127 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3735 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.713% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2294 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;13022 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1540 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;11/13/52 | &nbsp;&nbsp;15695 | &nbsp;&nbsp;14038 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | &nbsp;&nbsp;2.180% | &nbsp;&nbsp;5/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;3281 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2023-A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2541 | &nbsp;&nbsp;&nbsp;&nbsp;2542 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2023-A | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;3127 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2531 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2187 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;2769 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1398 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2528 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.690% | &nbsp;&nbsp;2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1320 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2021-1 | &nbsp;&nbsp;0.730% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2413 | &nbsp;&nbsp;&nbsp;&nbsp;2413 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5268 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.010% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4262 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11362 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5066 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4095 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | &nbsp;&nbsp;3.883% | &nbsp;&nbsp;4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2731 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | &nbsp;&nbsp;3.732% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;2938 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | &nbsp;&nbsp;3.531% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;2581 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | &nbsp;&nbsp;3.753% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3485 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | &nbsp;&nbsp;3.272% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3387 | &nbsp;&nbsp;&nbsp;&nbsp;3362 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | &nbsp;&nbsp;3.288% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;11975 | &nbsp;&nbsp;11872 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | &nbsp;&nbsp;3.140% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | &nbsp;&nbsp;3.325% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1233 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | &nbsp;&nbsp;2.860% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11410 |

---

------

Total Bond Market Index 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> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;13820 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;13521 | &nbsp;&nbsp;13350 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | &nbsp;&nbsp;3.994% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4545 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | &nbsp;&nbsp;3.599% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;7953 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | &nbsp;&nbsp;3.852% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5054 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | &nbsp;&nbsp;3.276% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;5584 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | &nbsp;&nbsp;3.536% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;8131 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2015-UBS8 | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4075 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-BNK2 | &nbsp;&nbsp;3.049% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5701 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-BNK2 | &nbsp;&nbsp;3.282% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4707 | &nbsp;&nbsp;&nbsp;&nbsp;4341 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-UB11 | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11445 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-UB12 | &nbsp;&nbsp;3.596% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;11354 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-UB12 | &nbsp;&nbsp;3.778% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4724 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2017-H1 | &nbsp;&nbsp;3.530% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7361 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2018-H4 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9906 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-H6 | &nbsp;&nbsp;3.417% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;14885 | &nbsp;&nbsp;14311 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-H6 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1777 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-H7 | &nbsp;&nbsp;3.261% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5337 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-L2 | &nbsp;&nbsp;3.806% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;3571 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-L2 | &nbsp;&nbsp;4.071% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;8222 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10222 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2020-HR8 | &nbsp;&nbsp;2.041% | &nbsp;&nbsp;7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;6677 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2020-L4 | &nbsp;&nbsp;2.698% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;9669 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2020-L4 | &nbsp;&nbsp;2.880% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1421 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4628 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.951% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L7 | &nbsp;&nbsp;2.574% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;10560 | &nbsp;&nbsp;&nbsp;&nbsp;9251 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2022-L8 | &nbsp;&nbsp;3.919% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;9735 |
| <sup>3</sup> | MSWF Commercial Mortgage Trust Series 2023-1 | &nbsp;&nbsp;5.752% | &nbsp;&nbsp;5/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5474 |
| <sup>3</sup> | MSWF Commercial Mortgage Trust Series 2023-1 | &nbsp;&nbsp;6.199% | &nbsp;&nbsp;5/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3632 | &nbsp;&nbsp;&nbsp;&nbsp;3789 |
| <sup>3</sup> | MSWF Commercial Mortgage Trust Series 2023-2 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2303 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2023-B | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2023-B | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2024-A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2961 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2024-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;13012 | &nbsp;&nbsp;13152 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;10399 | &nbsp;&nbsp;10526 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4045 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1393 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2021-A | &nbsp;&nbsp;0.570% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1127 | &nbsp;&nbsp;&nbsp;&nbsp;1119 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2022-A | &nbsp;&nbsp;1.860% | &nbsp;&nbsp;8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2022-A | &nbsp;&nbsp;2.070% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2071 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp;1912 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1052 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5738 | &nbsp;&nbsp;&nbsp;&nbsp;5750 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3596 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3540 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2606 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2130 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1158 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1086 |
| <sup>3</sup> | PSNH Funding LLC 3 Series 2018-1 | &nbsp;&nbsp;3.506% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
| <sup>3</sup> | PSNH Funding LLC 3 Series 2018-1 | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2759 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2021-2 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2021-3 | &nbsp;&nbsp;1.330% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2021-4 | &nbsp;&nbsp;1.670% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2607 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-3 | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-5 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;1490 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-6 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1025 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1634 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1039 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |

---

------

Total Bond Market Index 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> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1960 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1453 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;2226 | &nbsp;&nbsp;&nbsp;&nbsp;2232 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1823 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;&nbsp;&nbsp;4738 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4277 | &nbsp;&nbsp;&nbsp;&nbsp;4295 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2852 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.430% | &nbsp;&nbsp;2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5341 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;3140 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;1209 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1056 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12566 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9140 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7688 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2507 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2510 |
| <sup>3</sup> | SG Commercial Mortgage Securities Trust Series 2016-C5 | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8798 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2023-A1 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6220 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2023-A2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;12850 | &nbsp;&nbsp;13083 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2024-A1 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;16500 | &nbsp;&nbsp;16719 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2024-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18265 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5046 |
| <sup>3</sup> | Synchrony Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4569 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2021-B | &nbsp;&nbsp;0.530% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2021-C | &nbsp;&nbsp;0.720% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2021-D | &nbsp;&nbsp;1.020% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;3.110% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1041 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2022-C | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;1900 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2022-C | &nbsp;&nbsp;3.770% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2117 | &nbsp;&nbsp;&nbsp;&nbsp;2118 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1278 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3421 | &nbsp;&nbsp;&nbsp;&nbsp;3427 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1559 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;4018 | &nbsp;&nbsp;&nbsp;&nbsp;4040 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-D | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;3976 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-D | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3188 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6740 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1572 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16213 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-C | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9085 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-C | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5081 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;2156 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8276 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7326 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.460% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;9880 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.724% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4656 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C2 | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7848 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C2 | &nbsp;&nbsp;3.740% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2084 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C3 | &nbsp;&nbsp;3.426% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9413 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C3 | &nbsp;&nbsp;3.739% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3919 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.301% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5876 | &nbsp;&nbsp;&nbsp;&nbsp;5759 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.563% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7834 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.836% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3562 | &nbsp;&nbsp;&nbsp;&nbsp;3410 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C5 | &nbsp;&nbsp;3.474% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;5132 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;8062 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;4.061% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4221 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6321 | &nbsp;&nbsp;&nbsp;&nbsp;6235 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;3.983% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;15850 | &nbsp;&nbsp;15570 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C9 | &nbsp;&nbsp;4.117% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15523 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C10 | &nbsp;&nbsp;4.313% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;10475 | &nbsp;&nbsp;10283 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C11 | &nbsp;&nbsp;4.241% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2618 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C12 | &nbsp;&nbsp;4.296% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5913 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C12 | &nbsp;&nbsp;4.587% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3840 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C13 | &nbsp;&nbsp;4.334% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;5724 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C13 | &nbsp;&nbsp;4.585% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1047 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C14 | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;12950 | &nbsp;&nbsp;12756 |

---

------

Total Bond Market Index 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> | UBS Commercial Mortgage Trust Series 2018-C15 | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;8859 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.605% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5035 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1500 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;6038 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3500 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;3.378% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2095 |
| <sup>3</sup> | Verizon Master Trust Series 2022-6 | &nbsp;&nbsp;3.670% | &nbsp;&nbsp;1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7397 |
| <sup>3</sup> | Verizon Master Trust Series 2023-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;1/22/29 | &nbsp;&nbsp;12950 | &nbsp;&nbsp;12950 |
| <sup>3</sup> | Verizon Master Trust Series 2023-4 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;6/20/29 | &nbsp;&nbsp;11635 | &nbsp;&nbsp;11734 |
| <sup>3</sup> | Verizon Master Trust Series 2023-5 | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2606 |
| <sup>3</sup> | Verizon Master Trust Series 2023-7 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3468 |
| <sup>3</sup> | Verizon Master Trust Series 2024-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3357 |
| <sup>3</sup> | Verizon Master Trust Series 2024-3 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5084 |
| <sup>3</sup> | Verizon Master Trust Series 2024-4 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4539 |
| <sup>3</sup> | Verizon Master Trust Series 2024-6 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;8/20/30 | &nbsp;&nbsp;11825 | &nbsp;&nbsp;11840 |
| <sup>3</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1518 |
| <sup>3</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9139 |
| <sup>3</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7432 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2023-A | &nbsp;&nbsp;5.810% | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;5581 | &nbsp;&nbsp;&nbsp;&nbsp;5605 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2023-A | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;3106 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6558 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5815 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3524 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | &nbsp;&nbsp;1.260% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2937 | &nbsp;&nbsp;&nbsp;&nbsp;2950 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3452 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2669 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3031 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1160 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | &nbsp;&nbsp;4.207% | &nbsp;&nbsp;9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2913 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | &nbsp;&nbsp;3.656% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2932 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | &nbsp;&nbsp;3.789% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4087 | &nbsp;&nbsp;&nbsp;&nbsp;4075 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | &nbsp;&nbsp;2.652% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;13850 | &nbsp;&nbsp;13505 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | &nbsp;&nbsp;2.814% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1710 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | &nbsp;&nbsp;3.560% | &nbsp;&nbsp;1/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6650 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | &nbsp;&nbsp;3.096% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4607 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | &nbsp;&nbsp;2.807% | &nbsp;&nbsp;11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;2312 | &nbsp;&nbsp;&nbsp;&nbsp;2267 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4609 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | &nbsp;&nbsp;2.825% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | &nbsp;&nbsp;2.942% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;9053 | &nbsp;&nbsp;&nbsp;&nbsp;8884 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;12/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1505 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 | &nbsp;&nbsp;2.918% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;1135 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | &nbsp;&nbsp;3.453% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;11445 | &nbsp;&nbsp;11215 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3243 | &nbsp;&nbsp;&nbsp;&nbsp;3139 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | &nbsp;&nbsp;3.418% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;9385 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5153 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5240 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.581% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;7860 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2075 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | &nbsp;&nbsp;3.472% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;12960 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C42 | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4076 | &nbsp;&nbsp;&nbsp;&nbsp;3976 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8311 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;1/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8382 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.012% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;15825 | &nbsp;&nbsp;15575 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2742 | &nbsp;&nbsp;&nbsp;&nbsp;2676 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | &nbsp;&nbsp;4.212% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;10419 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;10020 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6010 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/61 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10548 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;4021 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;12967 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7342 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;10473 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | &nbsp;&nbsp;2.892% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2631 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | &nbsp;&nbsp;3.143% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4340 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10039 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | &nbsp;&nbsp;3.146% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp;&nbsp;&nbsp;6045 |

---

------

Total Bond Market Index 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> | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | &nbsp;&nbsp;2.725% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11720 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | &nbsp;&nbsp;2.448% | &nbsp;&nbsp;6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | &nbsp;&nbsp;2.092% | &nbsp;&nbsp;7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | &nbsp;&nbsp;2.626% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5163 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-5C1 | &nbsp;&nbsp;5.928% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7304 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-5C1 | &nbsp;&nbsp;6.520% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4008 |
| <sup>3</sup> | WF Card Issuance Trust Series 2024-A1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11320 |
| <sup>3</sup> | WF Card Issuance Trust Series 2024-A2 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5526 |
| <sup>3</sup> | WF Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8567 |
| <sup>3</sup> | WFRBS Commercial Mortgage Trust Series 2013-C14 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
| <sup>3</sup> | WFRBS Commercial Mortgage Trust Series 2014-C22 | &nbsp;&nbsp;4.371% | &nbsp;&nbsp;9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 |
| <sup>3</sup> | WFRBS Commercial Mortgage Trust Series 2014-C23 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2021-C | &nbsp;&nbsp;0.640% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2021-D | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2907 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-A | &nbsp;&nbsp;1.660% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-A | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-B | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-B | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-C | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-C | &nbsp;&nbsp;3.680% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3194 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5656 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2023-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2023-A | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 |
| <sup>3</sup> | World Omni Select Auto Trust Series 2023-A | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;3951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963 |
| <sup>3</sup> | World Omni Select Auto Trust Series 2023-A | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,854,585)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,854,585)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,854,585)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,854,585)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,854,585)** | **7531142** |
| **Corporate Bonds (25.4%)** | **Corporate Bonds (25.4%)** | **Corporate Bonds (25.4%)** | **Corporate Bonds (25.4%)** | **Corporate Bonds (25.4%)** | **Corporate Bonds (25.4%)** |
| **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** |
|  | Alphabet Inc. | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;10976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10305 |
|  | Alphabet Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;62076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53608 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;12950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12777 |
|  | Alphabet Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;13911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9336 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;36670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20475 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7408 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/60 | &nbsp;&nbsp;18982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10091 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;6990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6845 |
|  | America Movil SAB de CV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/22/29 | &nbsp;&nbsp;12857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12463 |
|  | America Movil SAB de CV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;8561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7910 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10166 |
|  | America Movil SAB de CV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;7908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;12598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;6547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6941 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/30/40 | &nbsp;&nbsp;26507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27668 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/42 | &nbsp;&nbsp;17299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14575 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/22/49 | &nbsp;&nbsp;15741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12856 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;12782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12954 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;31980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32545 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9637 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | AT&T Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 | &nbsp;&nbsp;&nbsp;&nbsp;1961 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;10006 | &nbsp;&nbsp;&nbsp;&nbsp;9928 |
|  | AT&T Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;21643 | &nbsp;&nbsp;21617 |
|  | AT&T Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;30435 | &nbsp;&nbsp;29334 |
|  | AT&T Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;36545 | &nbsp;&nbsp;34294 |
| <sup>3</sup> | AT&T Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;25286 | &nbsp;&nbsp;25179 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;24309 | &nbsp;&nbsp;24360 |
| <sup>3</sup> | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;39653 | &nbsp;&nbsp;39536 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;&nbsp;7049 |
|  | AT&T Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;28018 | &nbsp;&nbsp;24124 |
|  | AT&T Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;20931 | &nbsp;&nbsp;17521 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;36729 | &nbsp;&nbsp;34995 |
|  | AT&T Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;7883 |
|  | AT&T Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;10458 | &nbsp;&nbsp;10444 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9019 | &nbsp;&nbsp;&nbsp;&nbsp;8643 |
|  | AT&T Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | AT&T Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;34942 | &nbsp;&nbsp;33040 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;42117 | &nbsp;&nbsp;33032 |
|  | AT&T Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1650 |
|  | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;25077 | &nbsp;&nbsp;21128 |
|  | AT&T Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;16093 | &nbsp;&nbsp;13889 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;18273 | &nbsp;&nbsp;15137 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;57123 | &nbsp;&nbsp;49849 |
| <sup>3</sup> | AT&T Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;11626 | &nbsp;&nbsp;10705 |
|  | AT&T Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;5691 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;33042 | &nbsp;&nbsp;27489 |
|  | AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;12627 | &nbsp;&nbsp;10490 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;41148 | &nbsp;&nbsp;29182 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;85557 | &nbsp;&nbsp;57922 |
|  | AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;103620 | &nbsp;&nbsp;69896 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;17878 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/57 | &nbsp;&nbsp;116741 | &nbsp;&nbsp;81678 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/59 | &nbsp;&nbsp;109006 | &nbsp;&nbsp;73099 |
|  | AT&T Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;27178 | &nbsp;&nbsp;19002 |
|  | Baidu Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;14170 | &nbsp;&nbsp;13994 |
|  | Baidu Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;10472 | &nbsp;&nbsp;10495 |
|  | Baidu Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6779 | &nbsp;&nbsp;&nbsp;&nbsp;6894 |
|  | Baidu Inc. | &nbsp;&nbsp;3.425% | &nbsp;&nbsp;4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 | &nbsp;&nbsp;&nbsp;&nbsp;5548 |
|  | Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4584 | &nbsp;&nbsp;&nbsp;&nbsp;4154 |
|  | Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7842 | &nbsp;&nbsp;&nbsp;&nbsp;6991 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;54886 | &nbsp;&nbsp;54811 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/29/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;20083 | &nbsp;&nbsp;18884 |
|  | Booking Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;10198 | &nbsp;&nbsp;10039 |
|  | Booking Holdings Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;33477 | &nbsp;&nbsp;33875 |
|  | British Telecommunications plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8020 | &nbsp;&nbsp;&nbsp;&nbsp;8197 |
|  | British Telecommunications plc | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;35887 | &nbsp;&nbsp;44146 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;20370 | &nbsp;&nbsp;20765 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;20336 | &nbsp;&nbsp;19941 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;24569 | &nbsp;&nbsp;24351 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;28219 | &nbsp;&nbsp;26005 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;19947 | &nbsp;&nbsp;20148 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;20765 | &nbsp;&nbsp;21742 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7419 | &nbsp;&nbsp;&nbsp;&nbsp;6615 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;14499 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;24870 | &nbsp;&nbsp;23395 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;14075 | &nbsp;&nbsp;15061 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;28381 | &nbsp;&nbsp;30265 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;30681 | &nbsp;&nbsp;32228 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;32123 | &nbsp;&nbsp;23310 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;25630 | &nbsp;&nbsp;18287 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;65949 | &nbsp;&nbsp;65340 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;54012 | &nbsp;&nbsp;46839 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;37649 | &nbsp;&nbsp;34258 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;20423 | &nbsp;&nbsp;16963 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;63680 | &nbsp;&nbsp;51000 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;37547 | &nbsp;&nbsp;25026 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;13548 | &nbsp;&nbsp;&nbsp;&nbsp;9284 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4377 | &nbsp;&nbsp;&nbsp;&nbsp;3731 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.834% | &nbsp;&nbsp;10/23/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;5817 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;3.850% | &nbsp;&nbsp;4/1/61 | &nbsp;&nbsp;20233 | &nbsp;&nbsp;12960 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/1/61 | &nbsp;&nbsp;20365 | &nbsp;&nbsp;14284 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/30/62 | &nbsp;&nbsp;&nbsp;&nbsp;9690 | &nbsp;&nbsp;&nbsp;&nbsp;6236 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;7329 |
|  | Comcast Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;19419 | &nbsp;&nbsp;18889 |
|  | Comcast Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;22671 | &nbsp;&nbsp;22360 |
|  | Comcast Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;11543 | &nbsp;&nbsp;11371 |
|  | Comcast Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;24616 | &nbsp;&nbsp;23984 |
|  | Comcast Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5696 | &nbsp;&nbsp;&nbsp;&nbsp;5602 |
|  | Comcast Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;59053 | &nbsp;&nbsp;58948 |
|  | Comcast Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;17194 | &nbsp;&nbsp;17386 |
|  | Comcast Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;10175 | &nbsp;&nbsp;10503 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;28944 | &nbsp;&nbsp;26887 |
|  | Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;23818 | &nbsp;&nbsp;22856 |
|  | Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;30302 | &nbsp;&nbsp;30149 |
|  | Comcast Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7584 | &nbsp;&nbsp;&nbsp;&nbsp;6645 |
|  | Comcast Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4502 | &nbsp;&nbsp;&nbsp;&nbsp;3843 |
|  | Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;6330 |
|  | Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9897 | &nbsp;&nbsp;&nbsp;&nbsp;9561 |
|  | Comcast Corp. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9714 | &nbsp;&nbsp;11044 |
|  | Comcast Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4467 | &nbsp;&nbsp;&nbsp;&nbsp;4454 |
|  | Comcast Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;19623 | &nbsp;&nbsp;18542 |
|  | Comcast Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;13705 | &nbsp;&nbsp;13961 |
|  | Comcast Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8484 | &nbsp;&nbsp;&nbsp;&nbsp;8876 |
|  | Comcast Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;36076 | &nbsp;&nbsp;34182 |
|  | Comcast Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8073 | &nbsp;&nbsp;&nbsp;&nbsp;8964 |
|  | Comcast Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;15285 | &nbsp;&nbsp;12769 |
|  | Comcast Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;13994 | &nbsp;&nbsp;15350 |
|  | Comcast Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;6675 |
|  | Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;37627 | &nbsp;&nbsp;34829 |
|  | Comcast Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;3221 |
|  | Comcast Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;13536 | &nbsp;&nbsp;10589 |
|  | Comcast Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;29752 | &nbsp;&nbsp;24654 |
|  | Comcast Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/42 | &nbsp;&nbsp;10716 | &nbsp;&nbsp;&nbsp;&nbsp;9495 |
|  | Comcast Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2269 | &nbsp;&nbsp;&nbsp;&nbsp;2002 |
|  | Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;21168 | &nbsp;&nbsp;18238 |
|  | Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;40795 | &nbsp;&nbsp;28947 |
|  | Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;15909 | &nbsp;&nbsp;12291 |
|  | Comcast Corp. | &nbsp;&nbsp;3.969% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;20161 | &nbsp;&nbsp;15494 |
|  | Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;21954 | &nbsp;&nbsp;16946 |
|  | Comcast Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;25629 | &nbsp;&nbsp;21951 |
|  | Comcast Corp. | &nbsp;&nbsp;3.999% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;12305 | &nbsp;&nbsp;&nbsp;&nbsp;9362 |
|  | Comcast Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;25149 | &nbsp;&nbsp;17291 |
|  | Comcast Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;25286 | &nbsp;&nbsp;15141 |
|  | Comcast Corp. | &nbsp;&nbsp;2.887% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;85696 | &nbsp;&nbsp;52092 |
|  | Comcast Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;16699 | &nbsp;&nbsp;&nbsp;&nbsp;9079 |
|  | Comcast Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6169 | &nbsp;&nbsp;&nbsp;&nbsp;5713 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/56 | &nbsp;&nbsp;85898 | &nbsp;&nbsp;50426 |
|  | Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/58 | &nbsp;&nbsp;15297 | &nbsp;&nbsp;13091 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/62 | &nbsp;&nbsp;13640 | &nbsp;&nbsp;&nbsp;&nbsp;7113 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/63 | &nbsp;&nbsp;42994 | &nbsp;&nbsp;24174 |
|  | Comcast Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;4223 | &nbsp;&nbsp;&nbsp;&nbsp;3931 |
|  | Deutsche Telekom International Finance BV | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;58399 | &nbsp;&nbsp;68958 |
|  | Deutsche Telekom International Finance BV | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2049 | &nbsp;&nbsp;&nbsp;&nbsp;2557 |
| <sup>3</sup> | Discovery Communications LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;2259 |
| <sup>3</sup> | Discovery Communications LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;1975 |
| <sup>3</sup> | Discovery Communications LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Discovery Communications LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/20/37 | &nbsp;&nbsp;11608 | &nbsp;&nbsp;&nbsp;&nbsp;7612 |
| <sup>3</sup> | Discovery Communications LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;4922 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5971 | &nbsp;&nbsp;&nbsp;&nbsp;5183 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8437 | &nbsp;&nbsp;&nbsp;&nbsp;5267 |
|  | Expedia Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;12427 | &nbsp;&nbsp;12476 |
|  | Expedia Group Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;14829 | &nbsp;&nbsp;14609 |
|  | Expedia Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;14787 | &nbsp;&nbsp;13963 |
|  | Expedia Group Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5664 | &nbsp;&nbsp;&nbsp;&nbsp;5160 |
|  | Expedia Group Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;5326 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4994 | &nbsp;&nbsp;&nbsp;&nbsp;4876 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6778 | &nbsp;&nbsp;&nbsp;&nbsp;6176 |
|  | Fox Corp. | &nbsp;&nbsp;4.709% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;76351 | &nbsp;&nbsp;77004 |
|  | Fox Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;8869 | &nbsp;&nbsp;&nbsp;&nbsp;8485 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Fox Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;7624 |
|  | Fox Corp. | &nbsp;&nbsp;5.476% | &nbsp;&nbsp;1/25/39 | &nbsp;&nbsp;13996 | &nbsp;&nbsp;13674 |
|  | Fox Corp. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;1/25/49 | &nbsp;&nbsp;20570 | &nbsp;&nbsp;19273 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp;&nbsp;4540 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;7696 | &nbsp;&nbsp;&nbsp;&nbsp;7201 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/45 | &nbsp;&nbsp;14298 | &nbsp;&nbsp;10277 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;7318 | &nbsp;&nbsp;&nbsp;&nbsp;6031 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;9094 | &nbsp;&nbsp;&nbsp;&nbsp;6495 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp;&nbsp;&nbsp;5261 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;5459 | &nbsp;&nbsp;&nbsp;&nbsp;5509 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;6829 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3796 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;6398 | &nbsp;&nbsp;&nbsp;&nbsp;5933 |
|  | Koninklijke KPN NV | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;7083 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;22993 | &nbsp;&nbsp;22776 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;22270 | &nbsp;&nbsp;22682 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;14460 | &nbsp;&nbsp;14597 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4354 | &nbsp;&nbsp;&nbsp;&nbsp;4488 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;13909 | &nbsp;&nbsp;14107 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;48144 | &nbsp;&nbsp;46300 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;11318 | &nbsp;&nbsp;11370 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;31832 | &nbsp;&nbsp;26828 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;34769 | &nbsp;&nbsp;34754 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;38370 | &nbsp;&nbsp;37408 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/62 | &nbsp;&nbsp;34260 | &nbsp;&nbsp;28883 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/63 | &nbsp;&nbsp;24354 | &nbsp;&nbsp;24571 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/64 | &nbsp;&nbsp;37582 | &nbsp;&nbsp;36738 |
|  | NBCUniversal Media LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4561 |
|  | Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;37890 | &nbsp;&nbsp;38670 |
|  | Netflix Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;45363 | &nbsp;&nbsp;47817 |
|  | Netflix Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;20144 | &nbsp;&nbsp;21682 |
| <sup>8</sup> | Netflix Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6682 | &nbsp;&nbsp;&nbsp;&nbsp;6980 |
| <sup>8</sup> | Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9059 | &nbsp;&nbsp;&nbsp;&nbsp;9269 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;10078 | &nbsp;&nbsp;&nbsp;&nbsp;9190 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8802 | &nbsp;&nbsp;&nbsp;&nbsp;8684 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;11805 | &nbsp;&nbsp;10457 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;5557 |
|  | Orange SA | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;31385 | &nbsp;&nbsp;38124 |
|  | Orange SA | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/42 | &nbsp;&nbsp;18656 | &nbsp;&nbsp;18189 |
|  | Orange SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;6554 | &nbsp;&nbsp;&nbsp;&nbsp;6451 |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8722 | &nbsp;&nbsp;&nbsp;&nbsp;8489 |
|  | Paramount Global | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4833 | &nbsp;&nbsp;&nbsp;&nbsp;4675 |
|  | Paramount Global | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;8528 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4331 | &nbsp;&nbsp;&nbsp;&nbsp;4216 |
|  | Paramount Global | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;7/30/30 | &nbsp;&nbsp;29681 | &nbsp;&nbsp;32912 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;14604 | &nbsp;&nbsp;14195 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/32 | &nbsp;&nbsp;23883 | &nbsp;&nbsp;21809 |
|  | Paramount Global | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8502 | &nbsp;&nbsp;&nbsp;&nbsp;8208 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/36 | &nbsp;&nbsp;21963 | &nbsp;&nbsp;22494 |
|  | Paramount Global | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5169 | &nbsp;&nbsp;&nbsp;&nbsp;4709 |
|  | Paramount Global | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;16319 | &nbsp;&nbsp;12880 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;39479 | &nbsp;&nbsp;29072 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;40672 | &nbsp;&nbsp;35335 |
|  | Paramount Global | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;3699 |
|  | Paramount Global | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;11690 | &nbsp;&nbsp;&nbsp;&nbsp;9022 |
|  | Paramount Global | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;17563 | &nbsp;&nbsp;13012 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/19/50 | &nbsp;&nbsp;14266 | &nbsp;&nbsp;10903 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;9339 | &nbsp;&nbsp;&nbsp;&nbsp;9138 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;23510 | &nbsp;&nbsp;23850 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;22552 | &nbsp;&nbsp;20956 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;33865 | &nbsp;&nbsp;33902 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1804 | &nbsp;&nbsp;&nbsp;&nbsp;2088 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;23670 | &nbsp;&nbsp;20190 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;11517 | &nbsp;&nbsp;&nbsp;&nbsp;9696 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;6944 | &nbsp;&nbsp;&nbsp;&nbsp;6181 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6926 | &nbsp;&nbsp;&nbsp;&nbsp;5585 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;12609 | &nbsp;&nbsp;10133 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7755 | &nbsp;&nbsp;&nbsp;&nbsp;5666 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;27423 | &nbsp;&nbsp;22304 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;31348 | &nbsp;&nbsp;&nbsp;&nbsp;33651 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;46899 | &nbsp;&nbsp;&nbsp;&nbsp;56897 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6984 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9528 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6031 |
|  | TCI Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7735 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.103% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;20811 | &nbsp;&nbsp;&nbsp;&nbsp;20705 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.665% | &nbsp;&nbsp;3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8974 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;11730 | &nbsp;&nbsp;&nbsp;&nbsp;10373 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;3/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6295 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;15973 | &nbsp;&nbsp;&nbsp;&nbsp;14576 |
|  | Telefonica Europe BV | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;13584 | &nbsp;&nbsp;&nbsp;&nbsp;15708 |
|  | TELUS Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;11931 | &nbsp;&nbsp;&nbsp;&nbsp;11636 |
|  | TELUS Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;11624 | &nbsp;&nbsp;&nbsp;&nbsp;10586 |
|  | TELUS Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3141 |
|  | TELUS Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;13013 | &nbsp;&nbsp;&nbsp;&nbsp;10150 |
|  | Tencent Music Entertainment Group | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6471 |
|  | Time Warner Cable Enterprises LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3887 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;27661 | &nbsp;&nbsp;&nbsp;&nbsp;28575 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;18906 | &nbsp;&nbsp;&nbsp;&nbsp;19606 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2767 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;11682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9299 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;64437 | &nbsp;&nbsp;&nbsp;&nbsp;63787 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;17144 | &nbsp;&nbsp;&nbsp;&nbsp;17168 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;32175 | &nbsp;&nbsp;&nbsp;&nbsp;30411 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;14924 | &nbsp;&nbsp;&nbsp;&nbsp;15178 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;16543 | &nbsp;&nbsp;&nbsp;&nbsp;16768 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;15730 | &nbsp;&nbsp;&nbsp;&nbsp;14771 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3192 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;12615 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2672 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;152102 | &nbsp;&nbsp;147684 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;43041 | &nbsp;&nbsp;&nbsp;&nbsp;38559 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;19318 | &nbsp;&nbsp;&nbsp;&nbsp;17591 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;35347 | &nbsp;&nbsp;&nbsp;&nbsp;33208 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;10781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9348 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;13615 | &nbsp;&nbsp;&nbsp;&nbsp;11993 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8544 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;23221 | &nbsp;&nbsp;&nbsp;&nbsp;23590 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;36815 | &nbsp;&nbsp;&nbsp;&nbsp;37034 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;12125 | &nbsp;&nbsp;&nbsp;&nbsp;12282 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;32044 | &nbsp;&nbsp;&nbsp;&nbsp;28346 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;32340 | &nbsp;&nbsp;&nbsp;&nbsp;23644 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;46696 | &nbsp;&nbsp;&nbsp;&nbsp;38579 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;59922 | &nbsp;&nbsp;&nbsp;&nbsp;39704 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;28310 | &nbsp;&nbsp;&nbsp;&nbsp;18891 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;17477 | &nbsp;&nbsp;&nbsp;&nbsp;16889 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;16730 | &nbsp;&nbsp;&nbsp;&nbsp;16381 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7673 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7483 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;28381 | &nbsp;&nbsp;&nbsp;&nbsp;18895 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;15938 | &nbsp;&nbsp;&nbsp;&nbsp;15550 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3227 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7811 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;12123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9672 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;10881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9059 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;40718 | &nbsp;&nbsp;&nbsp;&nbsp;40570 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;19002 | &nbsp;&nbsp;&nbsp;&nbsp;18707 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;14415 | &nbsp;&nbsp;&nbsp;&nbsp;13471 |
|  | VeriSign Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8591 |
|  | VeriSign Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7547 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;52894 | &nbsp;&nbsp;&nbsp;&nbsp;50117 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;57510 | &nbsp;&nbsp;&nbsp;&nbsp;56736 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;29372 | &nbsp;&nbsp;&nbsp;&nbsp;27812 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;17525 | &nbsp;&nbsp;&nbsp;&nbsp;15139 |

---

------

Total Bond Market Index 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;1.680% | &nbsp;&nbsp;10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;22590 | &nbsp;&nbsp;&nbsp;&nbsp;19543 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6686 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;33602 | &nbsp;&nbsp;&nbsp;&nbsp;29004 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;51790 | &nbsp;&nbsp;&nbsp;&nbsp;46458 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.355% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;71725 | &nbsp;&nbsp;&nbsp;&nbsp;61808 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;19564 | &nbsp;&nbsp;&nbsp;&nbsp;19831 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;38321 | &nbsp;&nbsp;&nbsp;&nbsp;37228 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;38480 | &nbsp;&nbsp;&nbsp;&nbsp;36535 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;23325 | &nbsp;&nbsp;&nbsp;&nbsp;22734 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;18528 | &nbsp;&nbsp;&nbsp;&nbsp;18680 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;17992 | &nbsp;&nbsp;&nbsp;&nbsp;16629 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;19598 | &nbsp;&nbsp;&nbsp;&nbsp;19515 |
| <sup>8</sup> | Verizon Communications Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/2/37 | &nbsp;&nbsp;150974 | &nbsp;&nbsp;151843 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;15652 | &nbsp;&nbsp;&nbsp;&nbsp;14683 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;89205 | &nbsp;&nbsp;&nbsp;&nbsp;62924 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;54735 | &nbsp;&nbsp;&nbsp;&nbsp;42204 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/3/41 | &nbsp;&nbsp;&nbsp;&nbsp;16561 | &nbsp;&nbsp;&nbsp;&nbsp;11710 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;10552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;10222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8156 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6103 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;20129 | &nbsp;&nbsp;&nbsp;&nbsp;16161 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;8/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;39231 | &nbsp;&nbsp;&nbsp;&nbsp;35024 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/16/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6017 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;16808 | &nbsp;&nbsp;&nbsp;&nbsp;14208 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;21077 | &nbsp;&nbsp;&nbsp;&nbsp;16077 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;39391 | &nbsp;&nbsp;&nbsp;&nbsp;24522 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;13907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9948 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/56 | &nbsp;&nbsp;&nbsp;&nbsp;66862 | &nbsp;&nbsp;&nbsp;&nbsp;40252 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;14290 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;44288 | &nbsp;&nbsp;&nbsp;&nbsp;30537 |
|  | Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6048 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;22436 | &nbsp;&nbsp;&nbsp;&nbsp;20530 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;54919 | &nbsp;&nbsp;&nbsp;&nbsp;47234 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;24100 | &nbsp;&nbsp;&nbsp;&nbsp;18767 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;23136 | &nbsp;&nbsp;&nbsp;&nbsp;21811 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/19/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3574 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/10/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4448 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/28/64 | &nbsp;&nbsp;&nbsp;&nbsp;13030 | &nbsp;&nbsp;&nbsp;&nbsp;12491 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8770 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8608 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;10094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9677 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;19930 | &nbsp;&nbsp;&nbsp;&nbsp;18299 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;12165 | &nbsp;&nbsp;&nbsp;&nbsp;11978 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;12568 | &nbsp;&nbsp;&nbsp;&nbsp;11585 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;10358 | &nbsp;&nbsp;&nbsp;&nbsp;11688 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;10548 | &nbsp;&nbsp;&nbsp;&nbsp;11773 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;44209 | &nbsp;&nbsp;&nbsp;&nbsp;49733 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;12843 | &nbsp;&nbsp;&nbsp;&nbsp;14013 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;13095 | &nbsp;&nbsp;&nbsp;&nbsp;12486 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;24135 | &nbsp;&nbsp;&nbsp;&nbsp;19806 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 |
|  | Walt Disney Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9930 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;19333 | &nbsp;&nbsp;&nbsp;&nbsp;17449 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594 |
|  | Walt Disney Co. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8069 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;26075 | &nbsp;&nbsp;&nbsp;&nbsp;16401 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;23645 | &nbsp;&nbsp;&nbsp;&nbsp;17455 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/13/60 | &nbsp;&nbsp;&nbsp;&nbsp;15384 | &nbsp;&nbsp;&nbsp;&nbsp;11225 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;3.755% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;4.054% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Weibo Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9305 |
|  |  |  |  |  | &nbsp;&nbsp;**6740114** |
| **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/6/27 | &nbsp;&nbsp;29815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29269 |
| <sup>8</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/26/30 | &nbsp;&nbsp;13180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13461 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/9/31 | &nbsp;&nbsp;18691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16520 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/28/34 | &nbsp;&nbsp;10111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9720 |
| <sup>8</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/26/35 | &nbsp;&nbsp;16550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16737 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/37 | &nbsp;&nbsp;10143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8952 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/9/41 | &nbsp;&nbsp;12006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8349 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/6/47 | &nbsp;&nbsp;24723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19798 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/9/51 | &nbsp;&nbsp;19218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12468 |
| <sup>8</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/26/54 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/6/57 | &nbsp;&nbsp;15792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12558 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/9/61 | &nbsp;&nbsp;13577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8396 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/13/27 | &nbsp;&nbsp;25054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24772 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;6/3/27 | &nbsp;&nbsp;24133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22907 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/22/27 | &nbsp;&nbsp;54554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53659 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;14262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14453 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;50232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47178 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/13/29 | &nbsp;&nbsp;35532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34862 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;18645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19067 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/3/30 | &nbsp;&nbsp;24455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21634 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/12/31 | &nbsp;&nbsp;66234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58811 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/13/32 | &nbsp;&nbsp;10876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10408 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;26908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27395 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/5/34 | &nbsp;&nbsp;10355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10565 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/22/37 | &nbsp;&nbsp;67652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61170 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/12/41 | &nbsp;&nbsp;44019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32849 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;7932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7683 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/47 | &nbsp;&nbsp;35376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29235 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/3/50 | &nbsp;&nbsp;38753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23287 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/12/51 | &nbsp;&nbsp;63145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42560 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/22/57 | &nbsp;&nbsp;22597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18513 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/3/60 | &nbsp;&nbsp;35085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20143 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/12/61 | &nbsp;&nbsp;39078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25442 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/13/62 | &nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6276 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/7/26 | &nbsp;&nbsp;11911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12012 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;3619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3491 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;9468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9245 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;13955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13966 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;5893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5720 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;17765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17925 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/22/27 | &nbsp;&nbsp;11685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11722 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;9233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9279 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;16112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15137 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/7/28 | &nbsp;&nbsp;10692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10913 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8110 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3562 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6816 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;8927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8998 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/17/30 | &nbsp;&nbsp;16415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16420 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;14007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12024 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/10/31 | &nbsp;&nbsp;15435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15639 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/23/31 | &nbsp;&nbsp;11285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11310 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/10/34 | &nbsp;&nbsp;19372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19140 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/5/35 | &nbsp;&nbsp;&nbsp;&nbsp;9886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9834 |
| <sup>3</sup> | American University | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2841 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;15024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9024 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/52 | &nbsp;&nbsp;13635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9774 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/13/54 | &nbsp;&nbsp;14920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13371 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8127 |
|  | AutoNation Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2801 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | AutoNation Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6604 | &nbsp;&nbsp;&nbsp;&nbsp;6571 |
|  | AutoNation Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5522 | &nbsp;&nbsp;&nbsp;&nbsp;4750 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;1860 |
|  | AutoNation Inc. | &nbsp;&nbsp;5.890% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1334 | &nbsp;&nbsp;&nbsp;&nbsp;1352 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7252 | &nbsp;&nbsp;&nbsp;&nbsp;7304 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;13439 | &nbsp;&nbsp;13313 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;3320 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6968 | &nbsp;&nbsp;&nbsp;&nbsp;7387 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/18/29 | &nbsp;&nbsp;10719 | &nbsp;&nbsp;10481 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7385 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;21572 | &nbsp;&nbsp;21120 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5639 |
|  | AutoZone Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8661 | &nbsp;&nbsp;&nbsp;&nbsp;7417 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;23179 | &nbsp;&nbsp;23076 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;10170 | &nbsp;&nbsp;10069 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;5637 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4591 | &nbsp;&nbsp;&nbsp;&nbsp;5068 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17241 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1768 | &nbsp;&nbsp;&nbsp;&nbsp;1549 |
|  | BorgWarner Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;14707 | &nbsp;&nbsp;14226 |
|  | BorgWarner Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2833 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;6000 |
| <sup>3</sup> | Brown University | &nbsp;&nbsp;2.924% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8006 | &nbsp;&nbsp;&nbsp;&nbsp;5280 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;4124 | &nbsp;&nbsp;&nbsp;&nbsp;4251 |
|  | Brunswick Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;7726 |
|  | Brunswick Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6790 | &nbsp;&nbsp;&nbsp;&nbsp;6337 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;4052 |
| <sup>3</sup> | California Endowment | &nbsp;&nbsp;2.498% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4184 | &nbsp;&nbsp;&nbsp;&nbsp;2429 |
|  | California Institute of Technology | &nbsp;&nbsp;4.321% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2382 | &nbsp;&nbsp;&nbsp;&nbsp;2038 |
|  | California Institute of Technology | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;9152 | &nbsp;&nbsp;&nbsp;&nbsp;7469 |
|  | California Institute of Technology | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;4460 |
| <sup>3</sup> | Case Western Reserve University | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;6/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;3970 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7090 | &nbsp;&nbsp;&nbsp;&nbsp;6740 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4371 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;9180 |
|  | Claremont Mckenna College | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;1/1/22 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;6540 |
|  | Cornell University | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;6547 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9010 | &nbsp;&nbsp;&nbsp;&nbsp;8936 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp;2359 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;5054 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;1181 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;&nbsp;&nbsp;4289 |
|  | Dick's Sporting Goods Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp;1230 |
|  | Dick's Sporting Goods Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8720 | &nbsp;&nbsp;&nbsp;&nbsp;6220 |
|  | DR Horton Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4917 | &nbsp;&nbsp;&nbsp;&nbsp;4624 |
|  | DR Horton Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;18050 | &nbsp;&nbsp;18211 |
|  | DR Horton Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;16970 | &nbsp;&nbsp;17279 |
| <sup>3</sup> | Duke University | &nbsp;&nbsp;2.682% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;11133 | &nbsp;&nbsp;&nbsp;&nbsp;7912 |
| <sup>3</sup> | Duke University | &nbsp;&nbsp;2.757% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
| <sup>3</sup> | Duke University | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;10/1/55 | &nbsp;&nbsp;14138 | &nbsp;&nbsp;&nbsp;&nbsp;8633 |
|  | eBay Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/5/27 | &nbsp;&nbsp;14456 | &nbsp;&nbsp;14299 |
|  | eBay Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/11/30 | &nbsp;&nbsp;20173 | &nbsp;&nbsp;18698 |
|  | eBay Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/10/31 | &nbsp;&nbsp;13433 | &nbsp;&nbsp;12052 |
|  | eBay Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/42 | &nbsp;&nbsp;10947 | &nbsp;&nbsp;&nbsp;&nbsp;8880 |
|  | eBay Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/10/51 | &nbsp;&nbsp;14755 | &nbsp;&nbsp;10686 |
| <sup>3</sup> | Emory University | &nbsp;&nbsp;2.143% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6750 |
| <sup>3</sup> | Emory University | &nbsp;&nbsp;2.969% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8867 | &nbsp;&nbsp;&nbsp;&nbsp;5773 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;&nbsp;&nbsp;9838 |
| <sup>3</sup> | Ford Foundation | &nbsp;&nbsp;2.415% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;3424 |
| <sup>3</sup> | Ford Foundation | &nbsp;&nbsp;2.815% | &nbsp;&nbsp;6/1/70 | &nbsp;&nbsp;14915 | &nbsp;&nbsp;&nbsp;&nbsp;8311 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.346% | &nbsp;&nbsp;12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;3427 | &nbsp;&nbsp;&nbsp;&nbsp;3405 |
|  | Ford Motor Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;1657 | &nbsp;&nbsp;&nbsp;&nbsp;1907 |
|  | Ford Motor Co. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;7/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;1812 | &nbsp;&nbsp;&nbsp;&nbsp;1964 |
|  | Ford Motor Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/12/32 | &nbsp;&nbsp;35005 | &nbsp;&nbsp;29516 |
|  | Ford Motor Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;1767 | &nbsp;&nbsp;&nbsp;&nbsp;1764 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;34439 | &nbsp;&nbsp;26492 |
|  | Ford Motor Co. | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2428 | &nbsp;&nbsp;&nbsp;&nbsp;2492 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3473 | &nbsp;&nbsp;&nbsp;&nbsp;3449 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/5/26 | &nbsp;&nbsp;22170 | &nbsp;&nbsp;22125 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;1/9/27 | &nbsp;&nbsp;13237 | &nbsp;&nbsp;13019 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1048 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;12719 | &nbsp;&nbsp;12819 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/27 | &nbsp;&nbsp;15390 | &nbsp;&nbsp;15292 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;15217 | &nbsp;&nbsp;14868 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;11742 | &nbsp;&nbsp;11334 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;9794 | &nbsp;&nbsp;10171 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;6978 | &nbsp;&nbsp;&nbsp;&nbsp;6544 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;9710 | &nbsp;&nbsp;10037 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.798% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;26948 | &nbsp;&nbsp;27924 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;5586 | &nbsp;&nbsp;&nbsp;&nbsp;5079 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/29 | &nbsp;&nbsp;13605 | &nbsp;&nbsp;13637 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;5/3/29 | &nbsp;&nbsp;30126 | &nbsp;&nbsp;29460 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.303% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;36054 | &nbsp;&nbsp;35414 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/7/29 | &nbsp;&nbsp;26045 | &nbsp;&nbsp;26127 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;3/6/30 | &nbsp;&nbsp;17775 | &nbsp;&nbsp;18758 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/30 | &nbsp;&nbsp;12798 | &nbsp;&nbsp;13461 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/13/30 | &nbsp;&nbsp;39496 | &nbsp;&nbsp;36039 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;11279 | &nbsp;&nbsp;11257 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/17/31 | &nbsp;&nbsp;14093 | &nbsp;&nbsp;12409 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.054% | &nbsp;&nbsp;11/5/31 | &nbsp;&nbsp;75938 | &nbsp;&nbsp;75550 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;3810 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.122% | &nbsp;&nbsp;11/7/33 | &nbsp;&nbsp;30994 | &nbsp;&nbsp;32159 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/8/34 | &nbsp;&nbsp;11695 | &nbsp;&nbsp;11379 |
| Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;8149 | &nbsp;&nbsp;&nbsp;&nbsp;8142 |
| Fortune Brands Innovations Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;13455 | &nbsp;&nbsp;12751 |
| Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;3263 |
| Fortune Brands Innovations Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9465 | &nbsp;&nbsp;&nbsp;&nbsp;9921 |
| Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;4311 | &nbsp;&nbsp;&nbsp;&nbsp;3446 |
| General Motors Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6650 |
| General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8789 | &nbsp;&nbsp;&nbsp;&nbsp;8869 |
| General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2887 | &nbsp;&nbsp;&nbsp;&nbsp;2947 |
| General Motors Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;13275 | &nbsp;&nbsp;13572 |
| General Motors Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2946 | &nbsp;&nbsp;&nbsp;&nbsp;2993 |
| General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;22043 | &nbsp;&nbsp;20791 |
| General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10545 |
| General Motors Co. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;19196 | &nbsp;&nbsp;20296 |
| General Motors Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;12434 | &nbsp;&nbsp;11539 |
| General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/2/43 | &nbsp;&nbsp;27390 | &nbsp;&nbsp;26854 |
| General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;15876 | &nbsp;&nbsp;13610 |
| General Motors Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;12950 | &nbsp;&nbsp;13249 |
| General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;10473 | &nbsp;&nbsp;&nbsp;&nbsp;9112 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/6/26 | &nbsp;&nbsp;27077 | &nbsp;&nbsp;26885 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/17/27 | &nbsp;&nbsp;26478 | &nbsp;&nbsp;26324 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;6484 | &nbsp;&nbsp;&nbsp;&nbsp;6524 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;9807 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;3616 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7981 | &nbsp;&nbsp;&nbsp;&nbsp;8098 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;9907 | &nbsp;&nbsp;&nbsp;&nbsp;9514 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;9507 | &nbsp;&nbsp;&nbsp;&nbsp;9307 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;5116 | &nbsp;&nbsp;&nbsp;&nbsp;5155 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/10/28 | &nbsp;&nbsp;17700 | &nbsp;&nbsp;16640 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/23/28 | &nbsp;&nbsp;18649 | &nbsp;&nbsp;19214 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;4507 | &nbsp;&nbsp;&nbsp;&nbsp;4643 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/6/29 | &nbsp;&nbsp;14478 | &nbsp;&nbsp;14159 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;44315 | &nbsp;&nbsp;45262 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/6/29 | &nbsp;&nbsp;12150 | &nbsp;&nbsp;12135 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/7/30 | &nbsp;&nbsp;44970 | &nbsp;&nbsp;45495 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/30 | &nbsp;&nbsp;17720 | &nbsp;&nbsp;16577 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5782 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;9973 | &nbsp;&nbsp;&nbsp;&nbsp;8635 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/8/31 | &nbsp;&nbsp;11332 | &nbsp;&nbsp;11643 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/10/31 | &nbsp;&nbsp;15548 | &nbsp;&nbsp;13595 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/18/31 | &nbsp;&nbsp;13526 | &nbsp;&nbsp;13797 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;1063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;4111 | &nbsp;&nbsp;&nbsp;&nbsp;4156 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;7140 | &nbsp;&nbsp;&nbsp;&nbsp;7515 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/7/34 | &nbsp;&nbsp;14769 | &nbsp;&nbsp;15205 |
| General Motors Financial Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/4/34 | &nbsp;&nbsp;15655 | &nbsp;&nbsp;15882 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;1753 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/7/35 | &nbsp;&nbsp;30379 | &nbsp;&nbsp;30514 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;13275 | &nbsp;&nbsp;13559 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;5378 |
|  | Genuine Parts Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;17771 | &nbsp;&nbsp;18049 |
|  | Genuine Parts Co. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;5932 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;8636 |
| <sup>3</sup> | George Washington University | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;6013 |
|  | George Washington University | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;8009 | &nbsp;&nbsp;&nbsp;&nbsp;7259 |
| <sup>3</sup> | George Washington University | &nbsp;&nbsp;4.126% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;13377 | &nbsp;&nbsp;10681 |
| <sup>3</sup> | Georgetown University | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;10010 | &nbsp;&nbsp;&nbsp;&nbsp;8268 |
| <sup>3</sup> | Georgetown University | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9608 | &nbsp;&nbsp;&nbsp;&nbsp;6191 |
|  | Georgetown University | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;3827 |
| <sup>3</sup> | Georgetown University | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;10/1/18 | &nbsp;&nbsp;&nbsp;&nbsp;3932 | &nbsp;&nbsp;&nbsp;&nbsp;3462 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6574 | &nbsp;&nbsp;&nbsp;&nbsp;6357 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;6044 | &nbsp;&nbsp;&nbsp;&nbsp;6315 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;&nbsp;&nbsp;8416 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;8322 |
|  | Harley-Davidson Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/28/45 | &nbsp;&nbsp;15335 | &nbsp;&nbsp;12355 |
|  | Hasbro Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;8822 | &nbsp;&nbsp;&nbsp;&nbsp;8705 |
|  | Hasbro Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9556 | &nbsp;&nbsp;&nbsp;&nbsp;9339 |
|  | Hasbro Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/19/29 | &nbsp;&nbsp;12459 | &nbsp;&nbsp;12009 |
|  | Hasbro Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;7359 | &nbsp;&nbsp;&nbsp;&nbsp;7543 |
|  | Hasbro Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3987 | &nbsp;&nbsp;&nbsp;&nbsp;3459 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3829 | &nbsp;&nbsp;&nbsp;&nbsp;3741 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;9632 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;21025 | &nbsp;&nbsp;20465 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;24904 | &nbsp;&nbsp;24271 |
|  | Home Depot Inc. | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp;2276 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6553 | &nbsp;&nbsp;&nbsp;&nbsp;6062 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;6183 | &nbsp;&nbsp;&nbsp;&nbsp;6164 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1360 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;27867 | &nbsp;&nbsp;26664 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;17039 | &nbsp;&nbsp;17396 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;29444 | &nbsp;&nbsp;27503 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;17922 | &nbsp;&nbsp;15206 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/25/31 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11874 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;15370 | &nbsp;&nbsp;13245 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;38567 | &nbsp;&nbsp;35710 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;14074 | &nbsp;&nbsp;14133 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/25/34 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;22761 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/16/36 | &nbsp;&nbsp;63036 | &nbsp;&nbsp;67596 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;26076 | &nbsp;&nbsp;20815 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;13827 | &nbsp;&nbsp;14024 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2642 | &nbsp;&nbsp;&nbsp;&nbsp;2789 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;9322 | &nbsp;&nbsp;&nbsp;&nbsp;7951 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2239 | &nbsp;&nbsp;&nbsp;&nbsp;2067 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3139 | &nbsp;&nbsp;&nbsp;&nbsp;2703 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;12983 | &nbsp;&nbsp;10869 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;20322 | &nbsp;&nbsp;15992 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;3664 | &nbsp;&nbsp;&nbsp;&nbsp;3141 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;32100 | &nbsp;&nbsp;21596 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;33574 | &nbsp;&nbsp;23550 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5055 | &nbsp;&nbsp;&nbsp;&nbsp;2851 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;12442 | &nbsp;&nbsp;&nbsp;&nbsp;7618 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;45351 | &nbsp;&nbsp;32990 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;12469 | &nbsp;&nbsp;11329 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/25/54 | &nbsp;&nbsp;13109 | &nbsp;&nbsp;12579 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;14510 | &nbsp;&nbsp;10088 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;1527 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;2.534% | &nbsp;&nbsp;3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;3768 | &nbsp;&nbsp;&nbsp;&nbsp;3657 |
| <sup>6</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.436% | &nbsp;&nbsp;7/8/28 | &nbsp;&nbsp;21900 | &nbsp;&nbsp;21926 |
| <sup>6</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.688% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17228 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;2.967% | &nbsp;&nbsp;3/10/32 | &nbsp;&nbsp;14756 | &nbsp;&nbsp;13211 |
| <sup>6</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;5.337% | &nbsp;&nbsp;7/8/35 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14539 |
| <sup>3</sup> | Howard University | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;3875 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;7217 | &nbsp;&nbsp;&nbsp;&nbsp;7366 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3993 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;12538 | &nbsp;&nbsp;12495 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;7045 | &nbsp;&nbsp;&nbsp;&nbsp;7167 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/23/30 | &nbsp;&nbsp;25115 | &nbsp;&nbsp;25975 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;10445 | &nbsp;&nbsp;10611 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;3260 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;7240 | &nbsp;&nbsp;&nbsp;&nbsp;7248 |
|  | JD.com Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/14/30 | &nbsp;&nbsp;10156 | &nbsp;&nbsp;&nbsp;&nbsp;9720 |
|  | JD.com Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp;&nbsp;&nbsp;3058 |
| <sup>3</sup> | Johns Hopkins University | &nbsp;&nbsp;4.705% | &nbsp;&nbsp;7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;7010 |
| <sup>3</sup> | Johns Hopkins University | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;6014 | &nbsp;&nbsp;&nbsp;&nbsp;4804 |
| <sup>3</sup> | Johns Hopkins University | &nbsp;&nbsp;2.813% | &nbsp;&nbsp;1/1/60 | &nbsp;&nbsp;11702 | &nbsp;&nbsp;&nbsp;&nbsp;6904 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;15010 | &nbsp;&nbsp;15326 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;3392 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;5482 | &nbsp;&nbsp;&nbsp;&nbsp;5216 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;11887 | &nbsp;&nbsp;12212 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;5853 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;12416 | &nbsp;&nbsp;12684 |
|  | Lear Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5231 | &nbsp;&nbsp;&nbsp;&nbsp;5153 |
|  | Lear Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;10799 | &nbsp;&nbsp;10612 |
|  | Lear Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7075 |
|  | Lear Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4478 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
|  | Lear Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;14731 | &nbsp;&nbsp;12669 |
|  | Lear Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;2354 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;14220 | &nbsp;&nbsp;13798 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7365 | &nbsp;&nbsp;&nbsp;&nbsp;7168 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;3135 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;1.289% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5418 | &nbsp;&nbsp;&nbsp;&nbsp;5172 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;4.679% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4286 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;3.647% | &nbsp;&nbsp;5/1/48 | &nbsp;&nbsp;13431 | &nbsp;&nbsp;10324 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;2.413% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9166 | &nbsp;&nbsp;&nbsp;&nbsp;5436 |
|  | Lennar Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5442 | &nbsp;&nbsp;&nbsp;&nbsp;5480 |
|  | Lennar Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/29/27 | &nbsp;&nbsp;18349 | &nbsp;&nbsp;18478 |
|  | Lennar Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5222 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;10341 | &nbsp;&nbsp;10186 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/3/27 | &nbsp;&nbsp;17915 | &nbsp;&nbsp;17563 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7919 | &nbsp;&nbsp;&nbsp;&nbsp;7330 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;18157 | &nbsp;&nbsp;16799 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;3743 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;10674 | &nbsp;&nbsp;10423 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;15738 | &nbsp;&nbsp;15854 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;10447 | &nbsp;&nbsp;&nbsp;&nbsp;9099 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;31219 | &nbsp;&nbsp;28160 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;31995 | &nbsp;&nbsp;30167 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4215 | &nbsp;&nbsp;&nbsp;&nbsp;4257 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/1/33 | &nbsp;&nbsp;27500 | &nbsp;&nbsp;28065 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;12158 | &nbsp;&nbsp;11474 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3815 | &nbsp;&nbsp;&nbsp;&nbsp;2665 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6318 | &nbsp;&nbsp;&nbsp;&nbsp;4701 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/3/47 | &nbsp;&nbsp;18207 | &nbsp;&nbsp;14168 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/5/49 | &nbsp;&nbsp;30554 | &nbsp;&nbsp;25124 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8370 | &nbsp;&nbsp;&nbsp;&nbsp;7460 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;19710 | &nbsp;&nbsp;12320 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;11287 | &nbsp;&nbsp;&nbsp;&nbsp;7736 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;7737 | &nbsp;&nbsp;&nbsp;&nbsp;6054 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;7537 | &nbsp;&nbsp;&nbsp;&nbsp;7252 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;7905 | &nbsp;&nbsp;&nbsp;&nbsp;7731 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/62 | &nbsp;&nbsp;34795 | &nbsp;&nbsp;27001 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;1891 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4118 |
|  | Magna International Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/14/29 | &nbsp;&nbsp;10295 | &nbsp;&nbsp;10504 |
|  | Magna International Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8304 | &nbsp;&nbsp;&nbsp;&nbsp;7526 |
|  | Magna International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;7405 | &nbsp;&nbsp;&nbsp;&nbsp;7588 |
|  | Magna International Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3998 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;12191 | &nbsp;&nbsp;12078 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;15631 | &nbsp;&nbsp;16209 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4602 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7945 | &nbsp;&nbsp;&nbsp;&nbsp;8059 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7826 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;23334 | &nbsp;&nbsp;23410 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;22273 | &nbsp;&nbsp;20229 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;11705 | &nbsp;&nbsp;10643 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9810 | &nbsp;&nbsp;&nbsp;&nbsp;8345 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Marriott International Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;8303 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;14265 | &nbsp;&nbsp;14383 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;7163 | &nbsp;&nbsp;&nbsp;&nbsp;7164 |
|  | Masco Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7167 | &nbsp;&nbsp;&nbsp;&nbsp;7014 |
|  | Masco Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;8047 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4081 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8653 | &nbsp;&nbsp;&nbsp;&nbsp;7442 |
|  | Masco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;5900 |
|  | Masco Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
| <sup>3</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;3.959% | &nbsp;&nbsp;7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;6523 | &nbsp;&nbsp;&nbsp;&nbsp;5938 |
| <sup>3</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.989% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8607 | &nbsp;&nbsp;&nbsp;&nbsp;5780 |
| <sup>3</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;7652 | &nbsp;&nbsp;&nbsp;&nbsp;4333 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp;&nbsp;&nbsp;5391 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;4608 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/1/11 | &nbsp;&nbsp;11126 | &nbsp;&nbsp;11146 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;4.678% | &nbsp;&nbsp;7/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;7636 | &nbsp;&nbsp;&nbsp;&nbsp;6336 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.885% | &nbsp;&nbsp;7/1/16 | &nbsp;&nbsp;&nbsp;&nbsp;6855 | &nbsp;&nbsp;&nbsp;&nbsp;4736 |
|  | Mattel Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3649 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;16114 | &nbsp;&nbsp;15934 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8420 | &nbsp;&nbsp;&nbsp;&nbsp;8316 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;23006 | &nbsp;&nbsp;22812 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/28 | &nbsp;&nbsp;13205 | &nbsp;&nbsp;13449 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;8234 | &nbsp;&nbsp;&nbsp;&nbsp;8459 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;17328 | &nbsp;&nbsp;16277 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;16182 | &nbsp;&nbsp;14689 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2827 | &nbsp;&nbsp;&nbsp;&nbsp;2858 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;19223 | &nbsp;&nbsp;18597 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;5087 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/14/33 | &nbsp;&nbsp;17430 | &nbsp;&nbsp;17758 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/3/35 | &nbsp;&nbsp;41896 | &nbsp;&nbsp;41860 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/9/35 | &nbsp;&nbsp;19476 | &nbsp;&nbsp;19002 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1616 | &nbsp;&nbsp;&nbsp;&nbsp;1769 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;10529 | &nbsp;&nbsp;11505 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;10320 | &nbsp;&nbsp;10697 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2361 | &nbsp;&nbsp;&nbsp;&nbsp;2226 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;7759 | &nbsp;&nbsp;&nbsp;&nbsp;6140 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;4719 | &nbsp;&nbsp;&nbsp;&nbsp;3640 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/26/45 | &nbsp;&nbsp;11968 | &nbsp;&nbsp;10389 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/9/45 | &nbsp;&nbsp;23239 | &nbsp;&nbsp;20952 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;13564 | &nbsp;&nbsp;11464 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5276 | &nbsp;&nbsp;&nbsp;&nbsp;4412 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;13590 | &nbsp;&nbsp;10800 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;8260 | &nbsp;&nbsp;&nbsp;&nbsp;7569 |
|  | McDonald's Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/14/53 | &nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;1282 |
|  | MDC Holdings Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1163 | &nbsp;&nbsp;&nbsp;&nbsp;1020 |
|  | MDC Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;12356 | &nbsp;&nbsp;11140 |
|  | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/18/31 | &nbsp;&nbsp;10952 | &nbsp;&nbsp;13021 |
| <sup>8</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2654 |
|  | Meritage Homes Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3082 | &nbsp;&nbsp;&nbsp;&nbsp;3093 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6890 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;6261 |
|  | NIKE Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8997 | &nbsp;&nbsp;&nbsp;&nbsp;8806 |
|  | NIKE Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;8585 | &nbsp;&nbsp;&nbsp;&nbsp;8398 |
|  | NIKE Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/27/30 | &nbsp;&nbsp;29056 | &nbsp;&nbsp;27372 |
|  | NIKE Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/40 | &nbsp;&nbsp;12210 | &nbsp;&nbsp;&nbsp;&nbsp;9725 |
|  | NIKE Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2842 | &nbsp;&nbsp;&nbsp;&nbsp;2259 |
|  | NIKE Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4044 | &nbsp;&nbsp;&nbsp;&nbsp;3223 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;1847 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/27/50 | &nbsp;&nbsp;21784 | &nbsp;&nbsp;15427 |
| <sup>3</sup> | Northeastern University | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;2653 |
|  | Northwestern University | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;12/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;9366 |
| <sup>3</sup> | Northwestern University | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;13981 | &nbsp;&nbsp;13049 |
| <sup>3</sup> | Northwestern University | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5813 | &nbsp;&nbsp;&nbsp;&nbsp;3594 |
| <sup>3</sup> | Northwestern University | &nbsp;&nbsp;3.662% | &nbsp;&nbsp;12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;8287 | &nbsp;&nbsp;&nbsp;&nbsp;5934 |
|  | NVR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;11635 | &nbsp;&nbsp;10832 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;4730 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;21894 | &nbsp;&nbsp;21606 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp;&nbsp;&nbsp;5248 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;15665 | &nbsp;&nbsp;15389 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8231 | &nbsp;&nbsp;&nbsp;&nbsp;8147 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;4114 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7037 | &nbsp;&nbsp;&nbsp;&nbsp;6993 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7573 |
|  | Owens Corning | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5255 | &nbsp;&nbsp;&nbsp;&nbsp;5198 |
|  | Owens Corning | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3530 | &nbsp;&nbsp;&nbsp;&nbsp;3608 |
|  | Owens Corning | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;5432 |
|  | Owens Corning | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4830 |
|  | Owens Corning | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;10370 | &nbsp;&nbsp;10768 |
|  | Owens Corning | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;2268 | &nbsp;&nbsp;&nbsp;&nbsp;2547 |
|  | Owens Corning | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp;&nbsp;&nbsp;7936 |
|  | Owens Corning | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;4339 |
|  | Owens Corning | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;11330 | &nbsp;&nbsp;11442 |
| <sup>3</sup> | President & Fellows of Harvard College | &nbsp;&nbsp;4.609% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8130 | &nbsp;&nbsp;&nbsp;&nbsp;8061 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;6312 | &nbsp;&nbsp;&nbsp;&nbsp;6100 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;11582 | &nbsp;&nbsp;&nbsp;&nbsp;8298 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;2.517% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;13570 | &nbsp;&nbsp;&nbsp;&nbsp;8243 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.745% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7663 | &nbsp;&nbsp;&nbsp;&nbsp;5871 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;14564 | &nbsp;&nbsp;&nbsp;&nbsp;9953 |
|  | PulteGroup Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7152 | &nbsp;&nbsp;&nbsp;&nbsp;7203 |
|  | PulteGroup Inc. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1939 | &nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8056 | &nbsp;&nbsp;&nbsp;&nbsp;8637 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2232 | &nbsp;&nbsp;&nbsp;&nbsp;2336 |
|  | PVH Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/13/30 | &nbsp;&nbsp;18250 | &nbsp;&nbsp;18380 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;10997 | &nbsp;&nbsp;10280 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;15281 |
| <sup>3</sup> | Rockefeller Foundation | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;17989 | &nbsp;&nbsp;10704 |
|  | Rollins Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;3026 | &nbsp;&nbsp;&nbsp;&nbsp;3036 |
|  | Ross Stores Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;6912 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;&nbsp;&nbsp;4847 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8313 | &nbsp;&nbsp;&nbsp;&nbsp;8097 |
|  | Sands China Ltd. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;8794 | &nbsp;&nbsp;&nbsp;&nbsp;8435 |
|  | Sands China Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/8/28 | &nbsp;&nbsp;23045 | &nbsp;&nbsp;23223 |
|  | Sands China Ltd. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;8084 |
|  | Sands China Ltd. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;10986 | &nbsp;&nbsp;10503 |
|  | Sands China Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;6721 | &nbsp;&nbsp;&nbsp;&nbsp;5928 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3497 | &nbsp;&nbsp;&nbsp;&nbsp;3446 |
|  | Snap-on Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5219 | &nbsp;&nbsp;&nbsp;&nbsp;4206 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8266 | &nbsp;&nbsp;&nbsp;&nbsp;5564 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3848 | &nbsp;&nbsp;&nbsp;&nbsp;3824 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;24645 | &nbsp;&nbsp;22067 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;8502 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp;&nbsp;&nbsp;5573 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;1275 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;5229 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;6940 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;11429 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/12/30 | &nbsp;&nbsp;16676 | &nbsp;&nbsp;15121 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;6763 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;31134 | &nbsp;&nbsp;28227 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;6018 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;5985 | &nbsp;&nbsp;&nbsp;&nbsp;5413 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;13855 | &nbsp;&nbsp;13868 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3759 | &nbsp;&nbsp;&nbsp;&nbsp;3781 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;7312 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;8079 | &nbsp;&nbsp;&nbsp;&nbsp;6560 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;4260 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;11076 | &nbsp;&nbsp;&nbsp;&nbsp;9200 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;1269 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7542 | &nbsp;&nbsp;&nbsp;&nbsp;5253 |
| <sup>3</sup> | Tapestry Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;3060 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/11/30 | &nbsp;&nbsp;11867 | &nbsp;&nbsp;12022 |
|  | Tapestry Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;1341 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/11/35 | &nbsp;&nbsp;12344 | &nbsp;&nbsp;12390 |
|  | Thomas Jefferson University | &nbsp;&nbsp;3.847% | &nbsp;&nbsp;11/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;6783 | &nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;22995 | &nbsp;&nbsp;22522 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;6386 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;10166 | &nbsp;&nbsp;10027 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;5477 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6376 | &nbsp;&nbsp;&nbsp;&nbsp;5562 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;15660 | &nbsp;&nbsp;15584 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;5493 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7459 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;4329 | &nbsp;&nbsp;&nbsp;&nbsp;4371 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;4.186% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8115 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.118% | &nbsp;&nbsp;7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;6778 | &nbsp;&nbsp;&nbsp;&nbsp;6965 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;3.669% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2713 | &nbsp;&nbsp;&nbsp;&nbsp;2690 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;2.760% | &nbsp;&nbsp;7/2/29 | &nbsp;&nbsp;12302 | &nbsp;&nbsp;11648 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;9590 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2632 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;6/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;10037 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;11245 | &nbsp;&nbsp;11285 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp;&nbsp;&nbsp;8960 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;12900 | &nbsp;&nbsp;13107 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;16525 | &nbsp;&nbsp;16647 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;13703 | &nbsp;&nbsp;13514 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4277 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;12055 | &nbsp;&nbsp;12230 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/27 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;13994 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;9249 | &nbsp;&nbsp;&nbsp;&nbsp;8696 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;7965 | &nbsp;&nbsp;&nbsp;&nbsp;7998 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;6308 | &nbsp;&nbsp;&nbsp;&nbsp;6491 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;8291 | &nbsp;&nbsp;&nbsp;&nbsp;8071 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;9668 | &nbsp;&nbsp;&nbsp;&nbsp;9112 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;12012 | &nbsp;&nbsp;12395 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;8647 | &nbsp;&nbsp;&nbsp;&nbsp;8755 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/8/29 | &nbsp;&nbsp;12960 | &nbsp;&nbsp;12711 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;7280 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;7542 | &nbsp;&nbsp;&nbsp;&nbsp;7593 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/9/30 | &nbsp;&nbsp;16870 | &nbsp;&nbsp;17257 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/13/30 | &nbsp;&nbsp;16107 | &nbsp;&nbsp;14640 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;20358 | &nbsp;&nbsp;19461 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;11070 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/17/30 | &nbsp;&nbsp;20113 | &nbsp;&nbsp;20238 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/30 | &nbsp;&nbsp;14350 | &nbsp;&nbsp;15108 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;8485 | &nbsp;&nbsp;&nbsp;&nbsp;7318 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/31 | &nbsp;&nbsp;22591 | &nbsp;&nbsp;23207 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/12/31 | &nbsp;&nbsp;22184 | &nbsp;&nbsp;19030 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/31 | &nbsp;&nbsp;20265 | &nbsp;&nbsp;20293 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3517 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;3405 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;7731 | &nbsp;&nbsp;&nbsp;&nbsp;7725 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/9/35 | &nbsp;&nbsp;17405 | &nbsp;&nbsp;17858 |
|  | Tractor Supply Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7864 | &nbsp;&nbsp;&nbsp;&nbsp;6815 |
|  | Tractor Supply Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6255 | &nbsp;&nbsp;&nbsp;&nbsp;6377 |
| <sup>3</sup> | Trustees of Boston College | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5433 | &nbsp;&nbsp;&nbsp;&nbsp;3672 |
| <sup>3</sup> | Trustees of Columbia University in the City of New York | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;3948 |
|  | Trustees of Princeton University | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;10709 |
| <sup>3</sup> | Trustees of Princeton University | &nbsp;&nbsp;2.516% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;20575 | &nbsp;&nbsp;12665 |
|  | Trustees of Princeton University | &nbsp;&nbsp;4.201% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;8186 |
| <sup>3</sup> | Trustees of the University of Pennsylvania | &nbsp;&nbsp;2.396% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6311 | &nbsp;&nbsp;&nbsp;&nbsp;3647 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;9/1/12 | &nbsp;&nbsp;&nbsp;&nbsp;4392 | &nbsp;&nbsp;&nbsp;&nbsp;3600 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;3879 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
| <sup>3</sup> | University of Chicago | &nbsp;&nbsp;2.761% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6363 | &nbsp;&nbsp;&nbsp;&nbsp;4928 |
| <sup>3</sup> | University of Chicago | &nbsp;&nbsp;2.547% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;10959 | &nbsp;&nbsp;&nbsp;&nbsp;7016 |
|  | University of Chicago | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>3</sup> | University of Chicago | &nbsp;&nbsp;4.003% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;11284 | &nbsp;&nbsp;&nbsp;&nbsp;8881 |
| <sup>3</sup> | University of Miami | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;6338 |
| <sup>3</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.438% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;21835 | &nbsp;&nbsp;16778 |
| <sup>3</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.394% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;11724 | &nbsp;&nbsp;&nbsp;&nbsp;8661 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;3.028% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;12755 | &nbsp;&nbsp;10232 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;3.841% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;18940 | &nbsp;&nbsp;14935 |
|  | University of Southern California | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8447 | &nbsp;&nbsp;&nbsp;&nbsp;5346 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;2.945% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;9515 | &nbsp;&nbsp;&nbsp;&nbsp;6118 |
|  | University of Southern California | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;6295 | &nbsp;&nbsp;&nbsp;&nbsp;5804 |
|  | University of Southern California | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;3523 | &nbsp;&nbsp;&nbsp;&nbsp;3261 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;3.226% | &nbsp;&nbsp;10/1/20 | &nbsp;&nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;1460 |
| <sup>3</sup> | Washington University | &nbsp;&nbsp;3.524% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;15428 | &nbsp;&nbsp;11053 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Washington University | &nbsp;&nbsp;4.349% | &nbsp;&nbsp;4/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5221 |
| <sup>3</sup> | William Marsh Rice University | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;12743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10017 |
| <sup>3</sup> | William Marsh Rice University | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364 |
| <sup>3</sup> | Yale University | &nbsp;&nbsp;1.482% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;12477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11051 |
| <sup>3</sup> | Yale University | &nbsp;&nbsp;2.402% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;11127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6616 |
|  |  |  |  |  | &nbsp;&nbsp;**6061927** |
| **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** |
|  | Ahold Finance USA LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966 |
|  | Altria Group Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;19609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19224 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;26396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26698 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7187 |
|  | Altria Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;20911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18038 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7227 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/39 | &nbsp;&nbsp;&nbsp;&nbsp;23260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23561 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;37870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28076 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/9/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8108 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;19610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16338 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/16/46 | &nbsp;&nbsp;&nbsp;&nbsp;32323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23863 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;22798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22680 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;15555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12206 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;14740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/14/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/4/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>3</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;81547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79566 |
| <sup>3</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/46 | &nbsp;&nbsp;140662 | &nbsp;&nbsp;&nbsp;&nbsp;128846 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;25702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25053 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;37660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34308 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;69968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71204 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;31443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30341 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;11155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11474 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;11120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11355 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3688 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;12574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16039 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;22456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22830 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8484 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;14746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13917 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.439% | &nbsp;&nbsp;10/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;27902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23687 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;48130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47833 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp;19748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20228 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;16048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15759 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;12037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11492 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;18672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16843 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;5.935% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3523 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4678 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7293 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;10774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9890 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8394 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.215% | &nbsp;&nbsp;9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;21051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20759 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;14813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14885 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;14226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13995 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;31845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30126 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.462% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;11550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11099 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;20035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20303 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8473 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;13710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14424 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.726% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;18345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16530 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;13735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13632 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;13372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13678 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;10170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11744 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;19245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20947 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;11619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12244 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;15610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15871 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;32793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29338 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10753 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;18457 | &nbsp;&nbsp;14912 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.758% | &nbsp;&nbsp;9/6/49 | &nbsp;&nbsp;&nbsp;&nbsp;6916 | &nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;4/2/50 | &nbsp;&nbsp;12411 | &nbsp;&nbsp;10969 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp;7154 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/53 | &nbsp;&nbsp;12916 | &nbsp;&nbsp;14386 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp;&nbsp;&nbsp;8129 |
|  | BAT International Finance plc | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;3/16/28 | &nbsp;&nbsp;12072 | &nbsp;&nbsp;12096 |
|  | BAT International Finance plc | &nbsp;&nbsp;5.931% | &nbsp;&nbsp;2/2/29 | &nbsp;&nbsp;13623 | &nbsp;&nbsp;14297 |
|  | Brown-Forman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;13465 | &nbsp;&nbsp;13496 |
|  | Brown-Forman Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;2625 |
|  | Brown-Forman Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6227 | &nbsp;&nbsp;&nbsp;&nbsp;5368 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;11802 | &nbsp;&nbsp;11658 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;9046 | &nbsp;&nbsp;&nbsp;&nbsp;8965 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;6786 | &nbsp;&nbsp;&nbsp;&nbsp;6748 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;7574 | &nbsp;&nbsp;&nbsp;&nbsp;7491 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/14/31 | &nbsp;&nbsp;12977 | &nbsp;&nbsp;11743 |
|  | Campbell's Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;7407 | &nbsp;&nbsp;&nbsp;&nbsp;7516 |
|  | Campbell's Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;22407 | &nbsp;&nbsp;22317 |
|  | Campbell's Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7550 |
|  | Campbell's Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;5430 |
|  | Campbell's Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/21/34 | &nbsp;&nbsp;11503 | &nbsp;&nbsp;11681 |
|  | Campbell's Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/23/35 | &nbsp;&nbsp;11245 | &nbsp;&nbsp;10794 |
|  | Campbell's Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1564 | &nbsp;&nbsp;&nbsp;&nbsp;1360 |
|  | Campbell's Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;5801 | &nbsp;&nbsp;&nbsp;&nbsp;3761 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5596 | &nbsp;&nbsp;&nbsp;&nbsp;5485 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;6084 | &nbsp;&nbsp;&nbsp;&nbsp;4758 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;8221 |
|  | Clorox Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7872 | &nbsp;&nbsp;&nbsp;&nbsp;7691 |
|  | Clorox Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6495 |
|  | Clorox Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8746 | &nbsp;&nbsp;&nbsp;&nbsp;7728 |
|  | Clorox Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6934 | &nbsp;&nbsp;&nbsp;&nbsp;6928 |
|  | Coca-Cola Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;3935 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;11056 | &nbsp;&nbsp;10854 |
|  | Coca-Cola Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;17260 | &nbsp;&nbsp;16479 |
|  | Coca-Cola Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/5/28 | &nbsp;&nbsp;12265 | &nbsp;&nbsp;11536 |
|  | Coca-Cola Co. | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;15392 | &nbsp;&nbsp;14286 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;10147 | &nbsp;&nbsp;&nbsp;&nbsp;9422 |
|  | Coca-Cola Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;12747 |
|  | Coca-Cola Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;30382 | &nbsp;&nbsp;26956 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;3593 | &nbsp;&nbsp;&nbsp;&nbsp;3195 |
|  | Coca-Cola Co. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;16484 | &nbsp;&nbsp;14158 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/5/32 | &nbsp;&nbsp;18082 | &nbsp;&nbsp;15996 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;8453 | &nbsp;&nbsp;&nbsp;&nbsp;8704 |
|  | Coca-Cola Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;9852 | &nbsp;&nbsp;&nbsp;&nbsp;9903 |
|  | Coca-Cola Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;1443 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;12213 | &nbsp;&nbsp;&nbsp;&nbsp;8900 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/5/41 | &nbsp;&nbsp;&nbsp;&nbsp;6987 | &nbsp;&nbsp;&nbsp;&nbsp;5242 |
|  | Coca-Cola Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/25/50 | &nbsp;&nbsp;11145 | &nbsp;&nbsp;&nbsp;&nbsp;9311 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;25398 | &nbsp;&nbsp;15655 |
|  | Coca-Cola Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;4200 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;32408 | &nbsp;&nbsp;19433 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/13/54 | &nbsp;&nbsp;&nbsp;&nbsp;3751 | &nbsp;&nbsp;&nbsp;&nbsp;3649 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/14/55 | &nbsp;&nbsp;22831 | &nbsp;&nbsp;21848 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;9051 | &nbsp;&nbsp;&nbsp;&nbsp;5387 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/13/64 | &nbsp;&nbsp;20377 | &nbsp;&nbsp;19905 |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9045 | &nbsp;&nbsp;&nbsp;&nbsp;9323 |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5676 | &nbsp;&nbsp;&nbsp;&nbsp;5850 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;12951 | &nbsp;&nbsp;12083 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;10059 | &nbsp;&nbsp;&nbsp;&nbsp;8231 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;7143 | &nbsp;&nbsp;&nbsp;&nbsp;7097 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/43 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11120 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7405 | &nbsp;&nbsp;&nbsp;&nbsp;7279 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6999 | &nbsp;&nbsp;&nbsp;&nbsp;7121 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3063 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;18065 | &nbsp;&nbsp;16755 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;4277 |
| <sup>3</sup> | Colgate-Palmolive Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6312 | &nbsp;&nbsp;&nbsp;&nbsp;5302 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;9411 | &nbsp;&nbsp;&nbsp;&nbsp;9507 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;15279 | &nbsp;&nbsp;14258 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3628 | &nbsp;&nbsp;&nbsp;&nbsp;3884 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Conagra Brands Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7822 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5097 | &nbsp;&nbsp;&nbsp;&nbsp;5940 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/38 | &nbsp;&nbsp;17640 | &nbsp;&nbsp;16871 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2646 | &nbsp;&nbsp;&nbsp;&nbsp;2388 |
| <sup>3</sup> | Conopco Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1658 | &nbsp;&nbsp;&nbsp;&nbsp;1723 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/6/26 | &nbsp;&nbsp;13133 | &nbsp;&nbsp;13028 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/9/27 | &nbsp;&nbsp;11090 | &nbsp;&nbsp;10920 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;14733 | &nbsp;&nbsp;14474 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8087 | &nbsp;&nbsp;&nbsp;&nbsp;8146 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;8465 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;17026 | &nbsp;&nbsp;16175 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3953 | &nbsp;&nbsp;&nbsp;&nbsp;3658 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;2010 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;14247 | &nbsp;&nbsp;12358 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;5681 | &nbsp;&nbsp;&nbsp;&nbsp;5638 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/1/33 | &nbsp;&nbsp;13064 | &nbsp;&nbsp;12941 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/9/47 | &nbsp;&nbsp;15928 | &nbsp;&nbsp;13229 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;10195 | &nbsp;&nbsp;&nbsp;&nbsp;7931 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4703 | &nbsp;&nbsp;&nbsp;&nbsp;4315 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/27 | &nbsp;&nbsp;19674 | &nbsp;&nbsp;19378 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;6/20/27 | &nbsp;&nbsp;21884 | &nbsp;&nbsp;20872 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;4/20/30 | &nbsp;&nbsp;36055 | &nbsp;&nbsp;32167 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/20/32 | &nbsp;&nbsp;21160 | &nbsp;&nbsp;18106 |
|  | Delhaize America LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3805 | &nbsp;&nbsp;&nbsp;&nbsp;4561 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp;&nbsp;&nbsp;6797 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/24/29 | &nbsp;&nbsp;13567 | &nbsp;&nbsp;12586 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4/29/30 | &nbsp;&nbsp;12438 | &nbsp;&nbsp;11187 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/29/32 | &nbsp;&nbsp;17624 | &nbsp;&nbsp;15021 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;9053 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;3109 | &nbsp;&nbsp;&nbsp;&nbsp;3269 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;5293 | &nbsp;&nbsp;&nbsp;&nbsp;5669 |
|  | Diageo Capital plc | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;9083 | &nbsp;&nbsp;&nbsp;&nbsp;7303 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9708 | &nbsp;&nbsp;10001 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;6508 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;3482 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;6197 | &nbsp;&nbsp;&nbsp;&nbsp;5294 |
|  | Dollar General Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4582 | &nbsp;&nbsp;&nbsp;&nbsp;4543 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;6737 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8932 | &nbsp;&nbsp;&nbsp;&nbsp;8871 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;3025 |
|  | Dollar General Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/3/30 | &nbsp;&nbsp;40159 | &nbsp;&nbsp;38116 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1074 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;3394 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;25543 | &nbsp;&nbsp;25315 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7336 | &nbsp;&nbsp;&nbsp;&nbsp;6474 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5291 | &nbsp;&nbsp;&nbsp;&nbsp;3355 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9794 | &nbsp;&nbsp;&nbsp;&nbsp;9636 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;10274 | &nbsp;&nbsp;10309 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;13554 | &nbsp;&nbsp;12495 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;14176 | &nbsp;&nbsp;13064 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;13189 | &nbsp;&nbsp;11487 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9468 | &nbsp;&nbsp;&nbsp;&nbsp;9322 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5377 | &nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;7646 | &nbsp;&nbsp;&nbsp;&nbsp;6245 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6387 | &nbsp;&nbsp;&nbsp;&nbsp;4985 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;11602 | &nbsp;&nbsp;&nbsp;&nbsp;7424 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1879 | &nbsp;&nbsp;&nbsp;&nbsp;1780 |
|  | Flowers Foods Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6067 | &nbsp;&nbsp;&nbsp;&nbsp;5979 |
|  | Flowers Foods Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;5772 |
|  | Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | General Mills Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;5035 | &nbsp;&nbsp;&nbsp;&nbsp;5064 |
|  | General Mills Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/10/27 | &nbsp;&nbsp;15734 | &nbsp;&nbsp;15476 |
|  | General Mills Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;25845 | &nbsp;&nbsp;25803 |
|  | General Mills Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;8359 |
|  | General Mills Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9273 | &nbsp;&nbsp;&nbsp;&nbsp;8625 |
|  | General Mills Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;3504 | &nbsp;&nbsp;&nbsp;&nbsp;3049 |
|  | General Mills Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/29/33 | &nbsp;&nbsp;11005 | &nbsp;&nbsp;11028 |
|  | General Mills Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;9545 | &nbsp;&nbsp;&nbsp;&nbsp;9592 |
|  | General Mills Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;5157 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/27 | &nbsp;&nbsp;25854 | &nbsp;&nbsp;25487 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/29 | &nbsp;&nbsp;13104 | &nbsp;&nbsp;12667 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/32 | &nbsp;&nbsp;29595 | &nbsp;&nbsp;27685 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/24/52 | &nbsp;&nbsp;13087 | &nbsp;&nbsp;10107 |
|  | Hershey Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;9827 | &nbsp;&nbsp;&nbsp;&nbsp;9639 |
|  | Hershey Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;2641 | &nbsp;&nbsp;&nbsp;&nbsp;2675 |
|  | Hershey Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;3584 |
|  | Hershey Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4689 | &nbsp;&nbsp;&nbsp;&nbsp;4362 |
|  | Hershey Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4873 | &nbsp;&nbsp;&nbsp;&nbsp;4318 |
|  | Hershey Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;6366 | &nbsp;&nbsp;&nbsp;&nbsp;6316 |
|  | Hershey Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Hershey Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;6576 | &nbsp;&nbsp;&nbsp;&nbsp;4411 |
|  | Hershey Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4596 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5432 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;9916 | &nbsp;&nbsp;&nbsp;&nbsp;9272 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;6/11/30 | &nbsp;&nbsp;13838 | &nbsp;&nbsp;12305 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/3/51 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;5701 |
|  | Ingredion Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;5730 |
|  | Ingredion Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;11314 | &nbsp;&nbsp;10459 |
|  | Ingredion Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;1515 |
|  | J M Smucker Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;14290 | &nbsp;&nbsp;14043 |
|  | J M Smucker Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5875 |
|  | J M Smucker Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;&nbsp;&nbsp;9808 |
|  | J M Smucker Co. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2209 | &nbsp;&nbsp;&nbsp;&nbsp;1871 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;18955 | &nbsp;&nbsp;20350 |
|  | J M Smucker Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp;&nbsp;&nbsp;6172 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;12785 | &nbsp;&nbsp;13558 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5965 | &nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;16978 | &nbsp;&nbsp;17400 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5026 | &nbsp;&nbsp;&nbsp;&nbsp;5164 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;10703 | &nbsp;&nbsp;&nbsp;&nbsp;9961 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5952 | &nbsp;&nbsp;&nbsp;&nbsp;5444 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;22690 | &nbsp;&nbsp;23332 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;15419 | &nbsp;&nbsp;16837 |
| <sup>6,8</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12183 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/52 | &nbsp;&nbsp;15776 | &nbsp;&nbsp;12212 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/52 | &nbsp;&nbsp;34394 | &nbsp;&nbsp;35652 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;12705 | &nbsp;&nbsp;14322 |
| <sup>6,8</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/1/56 | &nbsp;&nbsp;14600 | &nbsp;&nbsp;14647 |
| <sup>6,8</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/66 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8044 |
| <sup>8</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/20/35 | &nbsp;&nbsp;12810 | &nbsp;&nbsp;13271 |
| <sup>8</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;8719 |
|  | Kellanova | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8572 | &nbsp;&nbsp;&nbsp;&nbsp;8443 |
|  | Kellanova | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7223 | &nbsp;&nbsp;&nbsp;&nbsp;7266 |
|  | Kellanova | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;2509 |
| <sup>3</sup> | Kellanova | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;11086 |
|  | Kellanova | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;9330 | &nbsp;&nbsp;&nbsp;&nbsp;7987 |
|  | Kellanova | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;3853 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;15710 | &nbsp;&nbsp;16089 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/30 | &nbsp;&nbsp;11590 | &nbsp;&nbsp;11945 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/22/32 | &nbsp;&nbsp;10055 | &nbsp;&nbsp;10172 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/22/33 | &nbsp;&nbsp;23941 | &nbsp;&nbsp;24272 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/22/43 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9561 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/53 | &nbsp;&nbsp;&nbsp;&nbsp;9945 | &nbsp;&nbsp;&nbsp;&nbsp;9236 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/22/63 | &nbsp;&nbsp;10860 | &nbsp;&nbsp;10049 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;10299 | &nbsp;&nbsp;10094 |
| <sup>3</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;8130 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;12152 | &nbsp;&nbsp;11959 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7869 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;18054 | &nbsp;&nbsp;17767 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;24894 | &nbsp;&nbsp;23468 |
| <sup>3</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;10690 | &nbsp;&nbsp;&nbsp;&nbsp;9435 |
| <sup>3</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9895 | &nbsp;&nbsp;10213 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;11960 | &nbsp;&nbsp;11494 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;7121 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;2808 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5319 | &nbsp;&nbsp;&nbsp;&nbsp;4466 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;5717 | &nbsp;&nbsp;&nbsp;&nbsp;4711 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;5/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;2601 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;13329 | &nbsp;&nbsp;&nbsp;&nbsp;9849 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5676 | &nbsp;&nbsp;&nbsp;&nbsp;3813 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;15770 | &nbsp;&nbsp;12978 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5601 | &nbsp;&nbsp;&nbsp;&nbsp;5264 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5140 | &nbsp;&nbsp;&nbsp;&nbsp;5129 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;10488 | &nbsp;&nbsp;10171 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/26/30 | &nbsp;&nbsp;10367 | &nbsp;&nbsp;&nbsp;&nbsp;9887 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/2/31 | &nbsp;&nbsp;11611 | &nbsp;&nbsp;10244 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3408 | &nbsp;&nbsp;&nbsp;&nbsp;3939 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;10284 | &nbsp;&nbsp;10166 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;7105 | &nbsp;&nbsp;&nbsp;&nbsp;4990 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp;&nbsp;&nbsp;4516 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/7/50 | &nbsp;&nbsp;&nbsp;&nbsp;3139 | &nbsp;&nbsp;&nbsp;&nbsp;2029 |
|  | Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3424 | &nbsp;&nbsp;&nbsp;&nbsp;3495 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;21357 | &nbsp;&nbsp;21191 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;5166 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5068 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;14825 | &nbsp;&nbsp;14653 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/26/39 | &nbsp;&nbsp;11687 | &nbsp;&nbsp;12943 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/9/40 | &nbsp;&nbsp;11020 | &nbsp;&nbsp;11824 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/42 | &nbsp;&nbsp;17107 | &nbsp;&nbsp;15426 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/45 | &nbsp;&nbsp;26001 | &nbsp;&nbsp;23562 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/46 | &nbsp;&nbsp;29775 | &nbsp;&nbsp;24076 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;17435 | &nbsp;&nbsp;14964 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;13801 | &nbsp;&nbsp;12889 |
|  | Kroger Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;17018 | &nbsp;&nbsp;16675 |
|  | Kroger Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp;&nbsp;&nbsp;3718 |
| <sup>3</sup> | Kroger Co. | &nbsp;&nbsp;7.700% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5860 |
|  | Kroger Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;4611 |
|  | Kroger Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4753 | &nbsp;&nbsp;&nbsp;&nbsp;4299 |
|  | Kroger Co. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7603 | &nbsp;&nbsp;&nbsp;&nbsp;8720 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;28260 | &nbsp;&nbsp;28104 |
|  | Kroger Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;7598 | &nbsp;&nbsp;&nbsp;&nbsp;8550 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;7292 | &nbsp;&nbsp;&nbsp;&nbsp;6649 |
|  | Kroger Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5702 |
|  | Kroger Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;14760 | &nbsp;&nbsp;11212 |
|  | Kroger Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/1/47 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;19040 |
|  | Kroger Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp;&nbsp;6257 |
|  | Kroger Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp;&nbsp;&nbsp;7959 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;27281 | &nbsp;&nbsp;25874 |
|  | Kroger Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/64 | &nbsp;&nbsp;21367 | &nbsp;&nbsp;20247 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;10536 | &nbsp;&nbsp;10355 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8092 | &nbsp;&nbsp;&nbsp;&nbsp;7412 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5931 | &nbsp;&nbsp;&nbsp;&nbsp;5144 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1553 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;9202 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;5838 | &nbsp;&nbsp;&nbsp;&nbsp;4654 |
|  | Mead Johnson Nutrition Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8873 |
|  | Mead Johnson Nutrition Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;6603 | &nbsp;&nbsp;&nbsp;&nbsp;5759 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;32382 | &nbsp;&nbsp;31901 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;18725 | &nbsp;&nbsp;17071 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;22876 | &nbsp;&nbsp;18250 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;11075 | &nbsp;&nbsp;10796 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;5659 | &nbsp;&nbsp;&nbsp;&nbsp;5759 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/13/30 | &nbsp;&nbsp;14709 | &nbsp;&nbsp;13652 |
|  | Mondelez International Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/4/31 | &nbsp;&nbsp;11620 | &nbsp;&nbsp;&nbsp;&nbsp;9925 |
|  | Mondelez International Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;6417 | &nbsp;&nbsp;&nbsp;&nbsp;5789 |
|  | Mondelez International Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8880 | &nbsp;&nbsp;&nbsp;&nbsp;7419 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;4860 | &nbsp;&nbsp;&nbsp;&nbsp;4795 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/4/50 | &nbsp;&nbsp;16094 | &nbsp;&nbsp;&nbsp;&nbsp;9536 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/6/26 | &nbsp;&nbsp;19323 | &nbsp;&nbsp;18942 |
|  | PepsiCo Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;7018 | &nbsp;&nbsp;&nbsp;&nbsp;7110 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;5095 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;13131 | &nbsp;&nbsp;12840 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9738 | &nbsp;&nbsp;&nbsp;&nbsp;9526 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;5945 | &nbsp;&nbsp;&nbsp;&nbsp;6018 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;9242 | &nbsp;&nbsp;&nbsp;&nbsp;9166 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;4086 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/29/29 | &nbsp;&nbsp;19345 | &nbsp;&nbsp;18283 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/19/30 | &nbsp;&nbsp;38628 | &nbsp;&nbsp;36201 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| PepsiCo Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9651 | &nbsp;&nbsp;&nbsp;&nbsp;8562 |
| PepsiCo Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;13066 | &nbsp;&nbsp;11207 |
| PepsiCo Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;6785 | &nbsp;&nbsp;&nbsp;&nbsp;5894 |
| PepsiCo Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/35 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15219 |
| PepsiCo Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/19/40 | &nbsp;&nbsp;12290 | &nbsp;&nbsp;10193 |
| PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;9263 | &nbsp;&nbsp;&nbsp;&nbsp;6550 |
| PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;9197 | &nbsp;&nbsp;&nbsp;&nbsp;7780 |
| PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/13/42 | &nbsp;&nbsp;10519 | &nbsp;&nbsp;&nbsp;&nbsp;8463 |
| PepsiCo Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;4529 | &nbsp;&nbsp;&nbsp;&nbsp;3959 |
| PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/14/46 | &nbsp;&nbsp;15373 | &nbsp;&nbsp;13571 |
| PepsiCo Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/6/46 | &nbsp;&nbsp;23363 | &nbsp;&nbsp;17435 |
| PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;7433 | &nbsp;&nbsp;&nbsp;&nbsp;6043 |
| PepsiCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/29/49 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;6830 |
| PepsiCo Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;10324 | &nbsp;&nbsp;&nbsp;&nbsp;6782 |
| PepsiCo Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;7190 |
| PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/21/51 | &nbsp;&nbsp;15887 | &nbsp;&nbsp;&nbsp;&nbsp;9910 |
| PepsiCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/18/52 | &nbsp;&nbsp;&nbsp;&nbsp;3681 | &nbsp;&nbsp;&nbsp;&nbsp;3014 |
| PepsiCo Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3547 | &nbsp;&nbsp;&nbsp;&nbsp;3129 |
| PepsiCo Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/60 | &nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;3625 |
| Pepsico Singapore Financing I Pte. Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/12/27 | &nbsp;&nbsp;11844 | &nbsp;&nbsp;11948 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;6012 | &nbsp;&nbsp;&nbsp;&nbsp;5880 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp;&nbsp;&nbsp;5691 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/17/27 | &nbsp;&nbsp;20065 | &nbsp;&nbsp;20465 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;21718 | &nbsp;&nbsp;22082 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;6262 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9780 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;8254 | &nbsp;&nbsp;&nbsp;&nbsp;8500 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/13/29 | &nbsp;&nbsp;10794 | &nbsp;&nbsp;10981 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;12649 | &nbsp;&nbsp;12204 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;9869 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/17/29 | &nbsp;&nbsp;16240 | &nbsp;&nbsp;17051 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;13711 | &nbsp;&nbsp;14108 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10223 |
| Philip Morris International Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;16412 | &nbsp;&nbsp;14782 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;7777 | &nbsp;&nbsp;&nbsp;&nbsp;8131 |
| Philip Morris International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;12785 | &nbsp;&nbsp;11143 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/13/31 | &nbsp;&nbsp;17285 | &nbsp;&nbsp;17801 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;11715 | &nbsp;&nbsp;11799 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/17/32 | &nbsp;&nbsp;23445 | &nbsp;&nbsp;24775 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;29903 | &nbsp;&nbsp;30884 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;9788 | &nbsp;&nbsp;10256 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/13/34 | &nbsp;&nbsp;24467 | &nbsp;&nbsp;24947 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3049 | &nbsp;&nbsp;&nbsp;&nbsp;3033 |
| Philip Morris International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/16/38 | &nbsp;&nbsp;15885 | &nbsp;&nbsp;17623 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;24908 | &nbsp;&nbsp;21678 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/42 | &nbsp;&nbsp;11033 | &nbsp;&nbsp;&nbsp;&nbsp;9725 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/21/42 | &nbsp;&nbsp;18275 | &nbsp;&nbsp;14875 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/4/43 | &nbsp;&nbsp;10555 | &nbsp;&nbsp;&nbsp;&nbsp;8821 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;11372 | &nbsp;&nbsp;10410 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/44 | &nbsp;&nbsp;11026 | &nbsp;&nbsp;&nbsp;&nbsp;9340 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;13425 | &nbsp;&nbsp;12950 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;17333 | &nbsp;&nbsp;15612 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/33 | &nbsp;&nbsp;18240 | &nbsp;&nbsp;19289 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8814 | &nbsp;&nbsp;&nbsp;&nbsp;9675 |
| Procter & Gamble Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;16547 | &nbsp;&nbsp;16232 |
| Procter & Gamble Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;19692 | &nbsp;&nbsp;19324 |
| Procter & Gamble Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp;&nbsp;&nbsp;3800 |
| Procter & Gamble Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/29/29 | &nbsp;&nbsp;13671 | &nbsp;&nbsp;13861 |
| Procter & Gamble Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;34493 | &nbsp;&nbsp;32912 |
| Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4251 |
| Procter & Gamble Co. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/29/30 | &nbsp;&nbsp;23004 | &nbsp;&nbsp;19846 |
| Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;1/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;6224 | &nbsp;&nbsp;&nbsp;&nbsp;6137 |
| Procter & Gamble Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/29/34 | &nbsp;&nbsp;22408 | &nbsp;&nbsp;22479 |
| Procter & Gamble Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4299 |
| Procter & Gamble Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3628 |
| Procter & Gamble Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;6412 | &nbsp;&nbsp;&nbsp;&nbsp;5460 |
| Procter & Gamble Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/47 | &nbsp;&nbsp;10637 | &nbsp;&nbsp;&nbsp;&nbsp;8163 |
| Procter & Gamble Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;6694 | &nbsp;&nbsp;&nbsp;&nbsp;5095 |
| Reynolds American Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;15455 | &nbsp;&nbsp;15769 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Reynolds American Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4338 | &nbsp;&nbsp;&nbsp;&nbsp;4839 |
| <sup>3</sup> | Reynolds American Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;3037 |
| <sup>3</sup> | Reynolds American Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3512 |
|  | Reynolds American Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;9986 | &nbsp;&nbsp;10120 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;35187 | &nbsp;&nbsp;33953 |
|  | Sysco Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;20866 | &nbsp;&nbsp;20624 |
|  | Sysco Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;23569 | &nbsp;&nbsp;23122 |
|  | Sysco Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;7017 |
|  | Sysco Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4306 |
|  | Sysco Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;11971 | &nbsp;&nbsp;12670 |
|  | Sysco Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;3564 | &nbsp;&nbsp;&nbsp;&nbsp;3654 |
|  | Sysco Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;8096 | &nbsp;&nbsp;&nbsp;&nbsp;7090 |
|  | Sysco Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;2525 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;9793 | &nbsp;&nbsp;10686 |
|  | Sysco Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;7880 | &nbsp;&nbsp;&nbsp;&nbsp;6970 |
|  | Sysco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp;&nbsp;&nbsp;4011 |
|  | Sysco Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;8421 | &nbsp;&nbsp;&nbsp;&nbsp;6987 |
|  | Sysco Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8280 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;16241 | &nbsp;&nbsp;17590 |
|  | Sysco Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/14/51 | &nbsp;&nbsp;&nbsp;&nbsp;9922 | &nbsp;&nbsp;&nbsp;&nbsp;6339 |
|  | Target Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7030 | &nbsp;&nbsp;&nbsp;&nbsp;6811 |
|  | Target Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6722 | &nbsp;&nbsp;&nbsp;&nbsp;6763 |
|  | Target Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;15174 | &nbsp;&nbsp;14763 |
|  | Target Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | Target Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;11478 | &nbsp;&nbsp;10611 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;14341 | &nbsp;&nbsp;14259 |
|  | Target Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4620 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;22811 | &nbsp;&nbsp;22110 |
|  | Target Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;10256 | &nbsp;&nbsp;10249 |
|  | Target Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;12511 |
|  | Target Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;6322 | &nbsp;&nbsp;&nbsp;&nbsp;7077 |
|  | Target Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;10847 | &nbsp;&nbsp;12579 |
|  | Target Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;14343 | &nbsp;&nbsp;12062 |
|  | Target Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;11964 | &nbsp;&nbsp;&nbsp;&nbsp;9030 |
|  | Target Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2912 | &nbsp;&nbsp;&nbsp;&nbsp;2250 |
|  | Target Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;2397 |
|  | Target Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;7217 | &nbsp;&nbsp;&nbsp;&nbsp;6387 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/27 | &nbsp;&nbsp;17372 | &nbsp;&nbsp;17136 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;18118 | &nbsp;&nbsp;18004 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;2675 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;13540 | &nbsp;&nbsp;14010 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;14877 | &nbsp;&nbsp;13545 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;5390 | &nbsp;&nbsp;&nbsp;&nbsp;4475 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/28/48 | &nbsp;&nbsp;19754 | &nbsp;&nbsp;17682 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;10905 | &nbsp;&nbsp;10658 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/5/27 | &nbsp;&nbsp;16550 | &nbsp;&nbsp;16244 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;7202 | &nbsp;&nbsp;&nbsp;&nbsp;7234 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;4124 | &nbsp;&nbsp;&nbsp;&nbsp;4071 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;8208 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;21120 | &nbsp;&nbsp;19464 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;5374 | &nbsp;&nbsp;&nbsp;&nbsp;4671 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;6427 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9824 | &nbsp;&nbsp;10710 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/33 | &nbsp;&nbsp;11950 | &nbsp;&nbsp;12272 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/12/34 | &nbsp;&nbsp;13415 | &nbsp;&nbsp;13315 |
| <sup>3</sup> | Unilever Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/12/51 | &nbsp;&nbsp;14515 | &nbsp;&nbsp;&nbsp;&nbsp;8852 |
|  | Walmart Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;1778 | &nbsp;&nbsp;&nbsp;&nbsp;1760 |
|  | Walmart Inc. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;5062 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/28/27 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;14312 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/9/27 | &nbsp;&nbsp;12712 | &nbsp;&nbsp;12723 |
|  | Walmart Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;10790 | &nbsp;&nbsp;10807 |
|  | Walmart Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/26/28 | &nbsp;&nbsp;30921 | &nbsp;&nbsp;30816 |
|  | Walmart Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/22/28 | &nbsp;&nbsp;15725 | &nbsp;&nbsp;14581 |
|  | Walmart Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/8/29 | &nbsp;&nbsp;24048 | &nbsp;&nbsp;23431 |
|  | Walmart Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/24/29 | &nbsp;&nbsp;21583 | &nbsp;&nbsp;20238 |
|  | Walmart Inc. | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;&nbsp;2321 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;2357 |
|  | Walmart Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/28/30 | &nbsp;&nbsp;24715 | &nbsp;&nbsp;24994 |
|  | Walmart Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;5757 | &nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  | Walmart Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/9/32 | &nbsp;&nbsp;16115 | &nbsp;&nbsp;15922 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;24242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23691 |
|  | Walmart Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/28/35 | &nbsp;&nbsp;38731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39240 |
|  | Walmart Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;17961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18848 |
|  | Walmart Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 |
|  | Walmart Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;15764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17719 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/28/38 | &nbsp;&nbsp;24424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22436 |
|  | Walmart Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890 |
|  | Walmart Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;5909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5967 |
|  | Walmart Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/11/43 | &nbsp;&nbsp;22106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18818 |
|  | Walmart Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949 |
|  | Walmart Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;10482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8128 |
|  | Walmart Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/29/48 | &nbsp;&nbsp;&nbsp;&nbsp;9796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8099 |
|  | Walmart Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;9891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6679 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/9/52 | &nbsp;&nbsp;14949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13074 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;15870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13892 |
|  |  |  |  |  | &nbsp;&nbsp;**5708927** |
| **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** |
| <sup>8</sup> | APA Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2867 |
| <sup>8</sup> | APA Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3634 |
|  | Apache Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5893 |
|  | Apache Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;17303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14575 |
|  | Apache Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4219 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;2.061% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8141 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;3.337% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;15680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15367 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;3.138% | &nbsp;&nbsp;11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;7454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7111 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.486% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6806 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;12442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9751 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7604 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5422 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;10065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10218 |
| <sup>3</sup> | BP Capital Markets America Inc. | &nbsp;&nbsp;3.017% | &nbsp;&nbsp;1/16/27 | &nbsp;&nbsp;12905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12686 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.543% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;14083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13944 |
| <sup>3</sup> | BP Capital Markets America Inc. | &nbsp;&nbsp;3.588% | &nbsp;&nbsp;4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;4619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;11/17/27 | &nbsp;&nbsp;14175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14438 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.937% | &nbsp;&nbsp;9/21/28 | &nbsp;&nbsp;13003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12903 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.234% | &nbsp;&nbsp;11/6/28 | &nbsp;&nbsp;27075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27098 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8296 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;11/25/29 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17880 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.633% | &nbsp;&nbsp;4/6/30 | &nbsp;&nbsp;19626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19052 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;1.749% | &nbsp;&nbsp;8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;9545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8390 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.721% | &nbsp;&nbsp;1/12/32 | &nbsp;&nbsp;19437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17383 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/13/33 | &nbsp;&nbsp;26686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26647 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.893% | &nbsp;&nbsp;9/11/33 | &nbsp;&nbsp;47449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47524 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;11/17/34 | &nbsp;&nbsp;22190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22561 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/41 | &nbsp;&nbsp;39115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28865 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/24/50 | &nbsp;&nbsp;42134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27047 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;11/10/50 | &nbsp;&nbsp;19839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12126 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/51 | &nbsp;&nbsp;30918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19399 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;9662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6096 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.379% | &nbsp;&nbsp;2/8/61 | &nbsp;&nbsp;22330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14408 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.279% | &nbsp;&nbsp;9/19/27 | &nbsp;&nbsp;30008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29451 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;16979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16710 |
|  | Burlington Resources LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6164 |
|  | Burlington Resources LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;23876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23644 |
| <sup>8</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7617 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8963 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7061 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;5909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271 |
| <sup>8</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5529 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;6338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6663 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/38 | &nbsp;&nbsp;13770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14271 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971 |
| <sup>3</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;10293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8787 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5488 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;11420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9869 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5386 | &nbsp;&nbsp;&nbsp;&nbsp;5775 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6516 | &nbsp;&nbsp;&nbsp;&nbsp;5774 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;13683 | &nbsp;&nbsp;&nbsp;&nbsp;9294 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;33312 | &nbsp;&nbsp;33636 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;23680 | &nbsp;&nbsp;22843 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;2.742% | &nbsp;&nbsp;12/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;8513 | &nbsp;&nbsp;&nbsp;&nbsp;6959 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;19485 | &nbsp;&nbsp;19456 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;20235 | &nbsp;&nbsp;20733 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;26253 | &nbsp;&nbsp;25968 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;30393 | &nbsp;&nbsp;28907 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/32 | &nbsp;&nbsp;24440 | &nbsp;&nbsp;21900 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;8128 | &nbsp;&nbsp;&nbsp;&nbsp;8481 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;15125 | &nbsp;&nbsp;15530 |
| <sup>6,8</sup> | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/35 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;16027 |
|  | Chevron Corp. | &nbsp;&nbsp;2.236% | &nbsp;&nbsp;5/11/30 | &nbsp;&nbsp;24073 | &nbsp;&nbsp;21990 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.405% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;2062 |
|  | Chevron USA Inc. | &nbsp;&nbsp;1.018% | &nbsp;&nbsp;8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;6868 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;11092 | &nbsp;&nbsp;11068 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;2/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;5881 | &nbsp;&nbsp;&nbsp;&nbsp;5951 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7261 | &nbsp;&nbsp;&nbsp;&nbsp;7044 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.687% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6948 | &nbsp;&nbsp;&nbsp;&nbsp;7090 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;7815 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3006 | &nbsp;&nbsp;&nbsp;&nbsp;3042 |
|  | Chevron USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;6650 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5332 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/43 | &nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;&nbsp;&nbsp;8689 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;3216 |
|  | CNOOC Finance 2014 ULC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;5592 |
|  | CNOOC Finance 2015 Australia Pty Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/5/45 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;2462 |
|  | CNOOC Finance 2015 USA LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/2/28 | &nbsp;&nbsp;18436 | &nbsp;&nbsp;18535 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;9260 | &nbsp;&nbsp;10195 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;15927 | &nbsp;&nbsp;18574 |
|  | Columbia Pipeline Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3888 | &nbsp;&nbsp;&nbsp;&nbsp;3760 |
|  | ConocoPhillips | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;14016 | &nbsp;&nbsp;14054 |
|  | ConocoPhillips | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp;&nbsp;&nbsp;5896 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;10303 | &nbsp;&nbsp;11110 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;5652 |
|  | ConocoPhillips | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;19664 | &nbsp;&nbsp;21947 |
|  | ConocoPhillips | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;7086 | &nbsp;&nbsp;&nbsp;&nbsp;6271 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;22595 | &nbsp;&nbsp;22909 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;19079 | &nbsp;&nbsp;19286 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;14310 | &nbsp;&nbsp;14301 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;11376 | &nbsp;&nbsp;&nbsp;&nbsp;9102 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;13032 | &nbsp;&nbsp;10842 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;15910 | &nbsp;&nbsp;11548 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;14634 | &nbsp;&nbsp;13513 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;13535 | &nbsp;&nbsp;12930 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;34645 | &nbsp;&nbsp;32845 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;23120 | &nbsp;&nbsp;16646 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;9234 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/65 | &nbsp;&nbsp;17405 | &nbsp;&nbsp;16526 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;13057 | &nbsp;&nbsp;12875 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;10922 | &nbsp;&nbsp;&nbsp;&nbsp;8589 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;18046 | &nbsp;&nbsp;17824 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7637 | &nbsp;&nbsp;&nbsp;&nbsp;7560 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;3341 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;10490 | &nbsp;&nbsp;&nbsp;&nbsp;9764 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5509 | &nbsp;&nbsp;&nbsp;&nbsp;5628 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6315 | &nbsp;&nbsp;&nbsp;&nbsp;6412 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6849 | &nbsp;&nbsp;&nbsp;&nbsp;6046 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;6305 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5605 | &nbsp;&nbsp;&nbsp;&nbsp;5616 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5569 | &nbsp;&nbsp;&nbsp;&nbsp;5571 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;10468 | &nbsp;&nbsp;10351 |
|  | Devon Energy Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/30/31 | &nbsp;&nbsp;10718 | &nbsp;&nbsp;12346 |
|  | Devon Energy Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;5075 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/41 | &nbsp;&nbsp;16742 | &nbsp;&nbsp;15470 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;8751 | &nbsp;&nbsp;&nbsp;&nbsp;7325 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;10813 | &nbsp;&nbsp;10658 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/18/27 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;11787 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;17331 | &nbsp;&nbsp;16574 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11831 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/24/31 | &nbsp;&nbsp;13281 | &nbsp;&nbsp;12173 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;14585 | &nbsp;&nbsp;15534 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/18/34 | &nbsp;&nbsp;16527 | &nbsp;&nbsp;16568 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;11504 | &nbsp;&nbsp;11628 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;9929 | &nbsp;&nbsp;&nbsp;&nbsp;7671 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;11259 | &nbsp;&nbsp;&nbsp;&nbsp;8484 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;22330 | &nbsp;&nbsp;22073 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/54 | &nbsp;&nbsp;18422 | &nbsp;&nbsp;17103 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/64 | &nbsp;&nbsp;13790 | &nbsp;&nbsp;12792 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp;&nbsp;&nbsp;6632 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;11740 | &nbsp;&nbsp;11241 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4425 |
|  | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;5813 |
| <sup>3</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;3653 |
| <sup>3</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;5158 | &nbsp;&nbsp;&nbsp;&nbsp;4361 |
| <sup>3</sup> | Enbridge Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;10215 | &nbsp;&nbsp;11765 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5651 | &nbsp;&nbsp;&nbsp;&nbsp;5456 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/15/45 | &nbsp;&nbsp;11832 | &nbsp;&nbsp;13540 |
|  | Enbridge Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;3543 | &nbsp;&nbsp;&nbsp;&nbsp;3424 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;10583 | &nbsp;&nbsp;10781 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;14084 | &nbsp;&nbsp;14063 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;10284 | &nbsp;&nbsp;10438 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;13749 | &nbsp;&nbsp;13578 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2519 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;10185 | &nbsp;&nbsp;10697 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp;10065 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;14827 | &nbsp;&nbsp;14010 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;6743 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;10185 | &nbsp;&nbsp;10900 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/33 | &nbsp;&nbsp;32571 | &nbsp;&nbsp;33782 |
|  | Enbridge Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;15185 | &nbsp;&nbsp;12636 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/5/34 | &nbsp;&nbsp;11312 | &nbsp;&nbsp;11636 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;8260 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;9886 | &nbsp;&nbsp;&nbsp;&nbsp;8124 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;6462 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/1/51 | &nbsp;&nbsp;16992 | &nbsp;&nbsp;11264 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;24945 | &nbsp;&nbsp;26997 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/54 | &nbsp;&nbsp;15865 | &nbsp;&nbsp;15701 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/27/54 | &nbsp;&nbsp;10270 | &nbsp;&nbsp;10554 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5756 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6585 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;13688 | &nbsp;&nbsp;13689 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;9073 |
| <sup>3</sup> | Energy Transfer LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;18208 | &nbsp;&nbsp;18537 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;12235 | &nbsp;&nbsp;12148 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;2680 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;21322 | &nbsp;&nbsp;21616 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;18015 | &nbsp;&nbsp;18275 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;18732 | &nbsp;&nbsp;19181 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5868 | &nbsp;&nbsp;&nbsp;&nbsp;6014 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1862 | &nbsp;&nbsp;&nbsp;&nbsp;1903 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;17175 | &nbsp;&nbsp;16480 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp;7825 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;10605 | &nbsp;&nbsp;11009 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4347 | &nbsp;&nbsp;&nbsp;&nbsp;4716 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;15129 | &nbsp;&nbsp;15327 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;18480 | &nbsp;&nbsp;18760 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7498 | &nbsp;&nbsp;&nbsp;&nbsp;7184 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;7047 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;7014 | &nbsp;&nbsp;&nbsp;&nbsp;7572 |
| <sup>3</sup> | Energy Transfer LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;12005 | &nbsp;&nbsp;12063 |
|  | Energy Transfer LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;7599 | &nbsp;&nbsp;&nbsp;&nbsp;8689 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6911 | &nbsp;&nbsp;&nbsp;&nbsp;6903 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;13430 | &nbsp;&nbsp;13948 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;11581 | &nbsp;&nbsp;11479 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;1574 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;3163 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5243 | &nbsp;&nbsp;&nbsp;&nbsp;5020 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;9591 | &nbsp;&nbsp;&nbsp;&nbsp;8577 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;11593 | &nbsp;&nbsp;10219 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;12310 | &nbsp;&nbsp;11104 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/45 | &nbsp;&nbsp;22503 | &nbsp;&nbsp;22120 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;11928 | &nbsp;&nbsp;10507 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;13839 | &nbsp;&nbsp;12339 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;22412 | &nbsp;&nbsp;21556 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;23499 | &nbsp;&nbsp;23206 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;30803 | &nbsp;&nbsp;25773 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;39010 | &nbsp;&nbsp;37072 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;35178 | &nbsp;&nbsp;33800 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;15025 | &nbsp;&nbsp;14796 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6483 | &nbsp;&nbsp;&nbsp;&nbsp;6460 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7735 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;55565 | &nbsp;&nbsp;53145 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;10695 | &nbsp;&nbsp;10026 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;14750 | &nbsp;&nbsp;14857 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;4152 | &nbsp;&nbsp;&nbsp;&nbsp;4304 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9273 | &nbsp;&nbsp;10440 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4409 | &nbsp;&nbsp;&nbsp;&nbsp;4897 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;17140 | &nbsp;&nbsp;17084 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12095 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;5561 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;9288 | &nbsp;&nbsp;&nbsp;&nbsp;9901 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;9729 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;12482 | &nbsp;&nbsp;11413 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;14807 | &nbsp;&nbsp;12812 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;14857 | &nbsp;&nbsp;13405 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;9330 | &nbsp;&nbsp;&nbsp;&nbsp;8672 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;21400 | &nbsp;&nbsp;19233 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;19557 | &nbsp;&nbsp;15864 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;18212 | &nbsp;&nbsp;15875 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/31/50 | &nbsp;&nbsp;22938 | &nbsp;&nbsp;18202 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/31/51 | &nbsp;&nbsp;13356 | &nbsp;&nbsp;&nbsp;&nbsp;9667 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;13680 | &nbsp;&nbsp;&nbsp;&nbsp;8931 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;14882 | &nbsp;&nbsp;&nbsp;&nbsp;9851 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;10153 | &nbsp;&nbsp;&nbsp;&nbsp;8879 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/16/55 | &nbsp;&nbsp;18365 | &nbsp;&nbsp;17713 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/31/60 | &nbsp;&nbsp;13588 | &nbsp;&nbsp;&nbsp;&nbsp;9918 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/77 | &nbsp;&nbsp;&nbsp;&nbsp;5389 | &nbsp;&nbsp;&nbsp;&nbsp;5327 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/78 | &nbsp;&nbsp;&nbsp;&nbsp;9183 | &nbsp;&nbsp;&nbsp;&nbsp;9028 |
| <sup>6</sup> | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5307 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;16777 | &nbsp;&nbsp;16779 |
| <sup>6</sup> | EOG Resources Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;12546 |
|  | EOG Resources Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>6</sup> | EOG Resources Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;19375 | &nbsp;&nbsp;19641 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;14446 | &nbsp;&nbsp;12830 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;12840 | &nbsp;&nbsp;12559 |
| <sup>6</sup> | EOG Resources Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;5828 |
|  | EQT Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8348 | &nbsp;&nbsp;&nbsp;&nbsp;8236 |
|  | EQT Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6635 | &nbsp;&nbsp;&nbsp;&nbsp;6822 |
|  | EQT Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8217 | &nbsp;&nbsp;&nbsp;&nbsp;8282 |
|  | EQT Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6772 | &nbsp;&nbsp;&nbsp;&nbsp;7334 |
|  | EQT Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;11595 | &nbsp;&nbsp;11985 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;2202 |
|  | Expand Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;28305 | &nbsp;&nbsp;27485 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;12365 | &nbsp;&nbsp;12555 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.275% | &nbsp;&nbsp;8/16/26 | &nbsp;&nbsp;17452 | &nbsp;&nbsp;17112 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.294% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;10530 | &nbsp;&nbsp;10446 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.440% | &nbsp;&nbsp;8/16/29 | &nbsp;&nbsp;20013 | &nbsp;&nbsp;18863 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.482% | &nbsp;&nbsp;3/19/30 | &nbsp;&nbsp;25540 | &nbsp;&nbsp;24832 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.610% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;29568 | &nbsp;&nbsp;27368 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.995% | &nbsp;&nbsp;8/16/39 | &nbsp;&nbsp;11592 | &nbsp;&nbsp;&nbsp;&nbsp;9047 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;3/19/40 | &nbsp;&nbsp;27954 | &nbsp;&nbsp;24992 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;3/6/45 | &nbsp;&nbsp;14078 | &nbsp;&nbsp;10819 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;26261 | &nbsp;&nbsp;21566 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.095% | &nbsp;&nbsp;8/16/49 | &nbsp;&nbsp;21690 | &nbsp;&nbsp;14524 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.327% | &nbsp;&nbsp;3/19/50 | &nbsp;&nbsp;35315 | &nbsp;&nbsp;29315 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.452% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;39184 | &nbsp;&nbsp;27768 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Halliburton Co. | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;19023 | &nbsp;&nbsp;17701 |
|  | Halliburton Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;16171 |
|  | Halliburton Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/15/38 | &nbsp;&nbsp;13520 | &nbsp;&nbsp;14835 |
|  | Halliburton Co. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;9/15/39 | &nbsp;&nbsp;23891 | &nbsp;&nbsp;27970 |
|  | Halliburton Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6456 | &nbsp;&nbsp;&nbsp;&nbsp;5534 |
|  | Halliburton Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;11606 | &nbsp;&nbsp;10086 |
|  | Halliburton Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;29117 | &nbsp;&nbsp;25770 |
| <sup>8</sup> | Helmerich & Payne Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;6865 |
| <sup>8</sup> | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;4690 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/29/31 | &nbsp;&nbsp;10870 | &nbsp;&nbsp;&nbsp;&nbsp;9090 |
| <sup>8</sup> | Helmerich & Payne Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5035 |
|  | Hess Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;14246 | &nbsp;&nbsp;14217 |
|  | Hess Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;7939 |
|  | Hess Corp. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8611 | &nbsp;&nbsp;&nbsp;&nbsp;9772 |
|  | Hess Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;11183 | &nbsp;&nbsp;11777 |
|  | Hess Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;18408 | &nbsp;&nbsp;18278 |
|  | Hess Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;10794 | &nbsp;&nbsp;10725 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7823 | &nbsp;&nbsp;&nbsp;&nbsp;7588 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp;&nbsp;&nbsp;8972 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;10940 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1180 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4816 | &nbsp;&nbsp;&nbsp;&nbsp;5433 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8709 | &nbsp;&nbsp;&nbsp;&nbsp;9007 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;17296 | &nbsp;&nbsp;18344 |
| <sup>3</sup> | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;10117 | &nbsp;&nbsp;11215 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;7268 | &nbsp;&nbsp;&nbsp;&nbsp;7742 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;7074 | &nbsp;&nbsp;&nbsp;&nbsp;8083 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3273 | &nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;7879 | &nbsp;&nbsp;&nbsp;&nbsp;7574 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5217 | &nbsp;&nbsp;&nbsp;&nbsp;4667 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;11679 | &nbsp;&nbsp;10126 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;4874 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;9363 | &nbsp;&nbsp;&nbsp;&nbsp;8844 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;4711 | &nbsp;&nbsp;&nbsp;&nbsp;4367 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6873 | &nbsp;&nbsp;&nbsp;&nbsp;6645 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;30164 | &nbsp;&nbsp;30189 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;4630 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9985 | &nbsp;&nbsp;&nbsp;&nbsp;8709 |
| <sup>3</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5321 | &nbsp;&nbsp;&nbsp;&nbsp;6130 |
| <sup>3</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6917 | &nbsp;&nbsp;&nbsp;&nbsp;7985 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;19739 | &nbsp;&nbsp;19778 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;9431 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;23287 | &nbsp;&nbsp;22010 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/46 | &nbsp;&nbsp;13410 | &nbsp;&nbsp;11854 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp;&nbsp;&nbsp;3140 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6110 | &nbsp;&nbsp;&nbsp;&nbsp;3955 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4724 | &nbsp;&nbsp;&nbsp;&nbsp;3256 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;10145 | &nbsp;&nbsp;&nbsp;&nbsp;9979 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;23308 | &nbsp;&nbsp;23510 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9960 | &nbsp;&nbsp;&nbsp;&nbsp;9821 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7885 | &nbsp;&nbsp;&nbsp;&nbsp;8040 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;23590 | &nbsp;&nbsp;23919 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;15385 | &nbsp;&nbsp;16056 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;11287 | &nbsp;&nbsp;&nbsp;&nbsp;9404 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;6521 | &nbsp;&nbsp;&nbsp;&nbsp;5052 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4693 | &nbsp;&nbsp;&nbsp;&nbsp;3842 |
|  | MPLX LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;10442 | &nbsp;&nbsp;10390 |
|  | MPLX LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;21689 | &nbsp;&nbsp;21613 |
|  | MPLX LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;18284 | &nbsp;&nbsp;18099 |
|  | MPLX LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;19372 | &nbsp;&nbsp;17537 |
|  | MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;11905 | &nbsp;&nbsp;11793 |
|  | MPLX LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;14910 | &nbsp;&nbsp;14706 |
|  | MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8845 | &nbsp;&nbsp;&nbsp;&nbsp;8888 |
|  | MPLX LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;5375 |
|  | MPLX LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;20767 | &nbsp;&nbsp;18386 |
|  | MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;12935 | &nbsp;&nbsp;11301 |
|  | MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4203 | &nbsp;&nbsp;&nbsp;&nbsp;3664 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| MPLX LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/48 | &nbsp;&nbsp;11005 | &nbsp;&nbsp;&nbsp;&nbsp;8927 |
| MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;18153 | &nbsp;&nbsp;16421 |
| MPLX LP | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;4847 | &nbsp;&nbsp;&nbsp;&nbsp;4462 |
| MPLX LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;5429 | &nbsp;&nbsp;&nbsp;&nbsp;5172 |
| NOV Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;6564 |
| NOV Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;15073 | &nbsp;&nbsp;11313 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7526 | &nbsp;&nbsp;&nbsp;&nbsp;7973 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8566 | &nbsp;&nbsp;&nbsp;&nbsp;8909 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;16254 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;13236 | &nbsp;&nbsp;15155 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;13152 | &nbsp;&nbsp;13910 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/1/31 | &nbsp;&nbsp;16006 | &nbsp;&nbsp;16597 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;12281 | &nbsp;&nbsp;13525 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6881 | &nbsp;&nbsp;&nbsp;&nbsp;7729 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3372 | &nbsp;&nbsp;&nbsp;&nbsp;3348 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9145 | &nbsp;&nbsp;&nbsp;&nbsp;8974 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/36 | &nbsp;&nbsp;24561 | &nbsp;&nbsp;25146 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5702 | &nbsp;&nbsp;&nbsp;&nbsp;6430 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;6651 | &nbsp;&nbsp;&nbsp;&nbsp;6486 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;14271 | &nbsp;&nbsp;14075 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;8801 | &nbsp;&nbsp;&nbsp;&nbsp;6467 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;3797 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;12110 |
| ONEOK Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7243 | &nbsp;&nbsp;&nbsp;&nbsp;7256 |
| ONEOK Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6329 | &nbsp;&nbsp;&nbsp;&nbsp;6415 |
| ONEOK Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;15219 | &nbsp;&nbsp;15126 |
| ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/24/27 | &nbsp;&nbsp;14881 | &nbsp;&nbsp;14861 |
| ONEOK Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;14676 | &nbsp;&nbsp;14724 |
| ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5792 |
| ONEOK Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;13287 | &nbsp;&nbsp;13189 |
| ONEOK Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7302 |
| ONEOK Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;15434 | &nbsp;&nbsp;14737 |
| ONEOK Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;15520 | &nbsp;&nbsp;14509 |
| ONEOK Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3552 | &nbsp;&nbsp;&nbsp;&nbsp;3329 |
| ONEOK Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9896 | &nbsp;&nbsp;10361 |
| ONEOK Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4211 | &nbsp;&nbsp;&nbsp;&nbsp;4502 |
| ONEOK Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;10135 | &nbsp;&nbsp;10048 |
| ONEOK Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/33 | &nbsp;&nbsp;12525 | &nbsp;&nbsp;13152 |
| ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;11925 | &nbsp;&nbsp;12083 |
| ONEOK Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;26950 | &nbsp;&nbsp;26230 |
| ONEOK Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;1989 |
| ONEOK Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;14830 | &nbsp;&nbsp;13528 |
| ONEOK Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;5152 |
| ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6453 | &nbsp;&nbsp;&nbsp;&nbsp;4910 |
| ONEOK Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;9960 | &nbsp;&nbsp;&nbsp;&nbsp;8845 |
| ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/13/47 | &nbsp;&nbsp;12418 | &nbsp;&nbsp;10416 |
| ONEOK Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/3/47 | &nbsp;&nbsp;13586 | &nbsp;&nbsp;10217 |
| ONEOK Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;10753 | &nbsp;&nbsp;&nbsp;&nbsp;9358 |
| ONEOK Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;7610 | &nbsp;&nbsp;&nbsp;&nbsp;6193 |
| ONEOK Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;11752 | &nbsp;&nbsp;&nbsp;&nbsp;9035 |
| ONEOK Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;6249 |
| ONEOK Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6406 | &nbsp;&nbsp;&nbsp;&nbsp;4937 |
| ONEOK Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8737 | &nbsp;&nbsp;&nbsp;&nbsp;9407 |
| ONEOK Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/53 | &nbsp;&nbsp;21935 | &nbsp;&nbsp;22809 |
| ONEOK Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;8459 |
| ONEOK Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/64 | &nbsp;&nbsp;10210 | &nbsp;&nbsp;&nbsp;&nbsp;9477 |
| ONEOK Partners LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;10026 | &nbsp;&nbsp;10771 |
| ONEOK Partners LP | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3971 | &nbsp;&nbsp;&nbsp;&nbsp;4336 |
| ONEOK Partners LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;7699 | &nbsp;&nbsp;&nbsp;&nbsp;7701 |
| ONEOK Partners LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4186 | &nbsp;&nbsp;&nbsp;&nbsp;4168 |
| Ovintiv Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;10363 | &nbsp;&nbsp;10656 |
| Ovintiv Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6666 | &nbsp;&nbsp;&nbsp;&nbsp;7284 |
| Ovintiv Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5563 | &nbsp;&nbsp;&nbsp;&nbsp;5742 |
| Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp;&nbsp;1783 |
| Ovintiv Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;14799 | &nbsp;&nbsp;15133 |
| Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;5295 | &nbsp;&nbsp;&nbsp;&nbsp;5337 |
| Ovintiv Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp;&nbsp;6049 |
| Patterson-UTI Energy Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;6222 |
| Patterson-UTI Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4753 | &nbsp;&nbsp;&nbsp;&nbsp;4684 |
| Patterson-UTI Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp;&nbsp;&nbsp;8226 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Phillips 66 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;11252 | &nbsp;&nbsp;11137 |
|  | Phillips 66 | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;21118 | &nbsp;&nbsp;18604 |
|  | Phillips 66 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;11055 | &nbsp;&nbsp;10552 |
|  | Phillips 66 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp;&nbsp;&nbsp;3623 |
|  | Phillips 66 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;20757 | &nbsp;&nbsp;18030 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3238 | &nbsp;&nbsp;&nbsp;&nbsp;3203 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4048 | &nbsp;&nbsp;&nbsp;&nbsp;4110 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7294 | &nbsp;&nbsp;&nbsp;&nbsp;7187 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;10866 | &nbsp;&nbsp;10299 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;12295 | &nbsp;&nbsp;12636 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;14915 | &nbsp;&nbsp;15090 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5849 | &nbsp;&nbsp;&nbsp;&nbsp;5673 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;8390 | &nbsp;&nbsp;&nbsp;&nbsp;7041 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;6073 | &nbsp;&nbsp;&nbsp;&nbsp;5135 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;20501 | &nbsp;&nbsp;18177 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;13088 | &nbsp;&nbsp;11624 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;12745 | &nbsp;&nbsp;12764 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;12722 | &nbsp;&nbsp;12157 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;10922 | &nbsp;&nbsp;10440 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2214 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;17640 | &nbsp;&nbsp;18139 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4174 | &nbsp;&nbsp;&nbsp;&nbsp;4509 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;7769 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/31/43 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1088 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;10760 | &nbsp;&nbsp;&nbsp;&nbsp;8940 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;8276 | &nbsp;&nbsp;&nbsp;&nbsp;7056 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;28844 | &nbsp;&nbsp;29016 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;26009 | &nbsp;&nbsp;25879 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;35285 | &nbsp;&nbsp;35217 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;9007 | &nbsp;&nbsp;&nbsp;&nbsp;9432 |
| <sup>8</sup> | Schlumberger Holdings Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/26/30 | &nbsp;&nbsp;19760 | &nbsp;&nbsp;18214 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/7/29 | &nbsp;&nbsp;28325 | &nbsp;&nbsp;26345 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/6/30 | &nbsp;&nbsp;22312 | &nbsp;&nbsp;20930 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;5029 | &nbsp;&nbsp;&nbsp;&nbsp;4752 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/43 | &nbsp;&nbsp;17959 | &nbsp;&nbsp;15855 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/45 | &nbsp;&nbsp;40107 | &nbsp;&nbsp;33946 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/46 | &nbsp;&nbsp;31249 | &nbsp;&nbsp;24897 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/46 | &nbsp;&nbsp;11723 | &nbsp;&nbsp;&nbsp;&nbsp;9025 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/6/50 | &nbsp;&nbsp;23287 | &nbsp;&nbsp;15947 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/12/26 | &nbsp;&nbsp;13768 | &nbsp;&nbsp;13532 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/13/28 | &nbsp;&nbsp;14499 | &nbsp;&nbsp;14455 |
|  | Shell International Finance BV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;12/15/38 | &nbsp;&nbsp;38470 | &nbsp;&nbsp;42732 |
|  | Shell International Finance BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/40 | &nbsp;&nbsp;14025 | &nbsp;&nbsp;14290 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;7276 | &nbsp;&nbsp;&nbsp;&nbsp;5244 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/7/49 | &nbsp;&nbsp;21765 | &nbsp;&nbsp;14568 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/26/51 | &nbsp;&nbsp;13062 | &nbsp;&nbsp;&nbsp;&nbsp;8406 |
| <sup>8</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6692 |
| <sup>8</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.026% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10985 |
| <sup>8</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.584% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;17945 | &nbsp;&nbsp;17748 |
| <sup>8</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;6.176% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;&nbsp;&nbsp;9377 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;14544 | &nbsp;&nbsp;14342 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;13947 | &nbsp;&nbsp;11468 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8868 | &nbsp;&nbsp;&nbsp;&nbsp;9792 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5102 | &nbsp;&nbsp;&nbsp;&nbsp;5290 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;7951 | &nbsp;&nbsp;&nbsp;&nbsp;8599 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;1921 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;10509 | &nbsp;&nbsp;&nbsp;&nbsp;7779 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/51 | &nbsp;&nbsp;25829 | &nbsp;&nbsp;18133 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;17595 | &nbsp;&nbsp;18510 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;7138 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;12375 | &nbsp;&nbsp;11596 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;11764 | &nbsp;&nbsp;12409 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3441 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;36030 | &nbsp;&nbsp;36173 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;10949 | &nbsp;&nbsp;11004 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5046 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;6440 | &nbsp;&nbsp;&nbsp;&nbsp;6379 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;12410 | &nbsp;&nbsp;12740 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;11839 | &nbsp;&nbsp;11593 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;4078 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Targa Resources Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9763 | &nbsp;&nbsp;&nbsp;&nbsp;9770 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;6898 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;10622 | &nbsp;&nbsp;10775 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;11383 | &nbsp;&nbsp;11286 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;19544 |
|  | TC PipeLines LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;6143 | &nbsp;&nbsp;&nbsp;&nbsp;6070 |
|  | Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1458 |
|  | Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;5643 |
|  | Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;2184 | &nbsp;&nbsp;&nbsp;&nbsp;2526 |
|  | Texas Eastern Transmission LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7795 | &nbsp;&nbsp;&nbsp;&nbsp;8633 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.455% | &nbsp;&nbsp;2/19/29 | &nbsp;&nbsp;16875 | &nbsp;&nbsp;16497 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;2.829% | &nbsp;&nbsp;1/10/30 | &nbsp;&nbsp;17433 | &nbsp;&nbsp;16515 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;2.986% | &nbsp;&nbsp;6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;9311 | &nbsp;&nbsp;&nbsp;&nbsp;6868 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.461% | &nbsp;&nbsp;7/12/49 | &nbsp;&nbsp;12046 | &nbsp;&nbsp;&nbsp;&nbsp;8548 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;5/29/50 | &nbsp;&nbsp;37259 | &nbsp;&nbsp;24601 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/29/60 | &nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;3458 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;3.883% | &nbsp;&nbsp;10/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;9393 | &nbsp;&nbsp;&nbsp;&nbsp;9349 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/5/34 | &nbsp;&nbsp;16135 | &nbsp;&nbsp;16527 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;41965 | &nbsp;&nbsp;41693 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;4/5/54 | &nbsp;&nbsp;24132 | &nbsp;&nbsp;23222 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;9/10/54 | &nbsp;&nbsp;12280 | &nbsp;&nbsp;11503 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.638% | &nbsp;&nbsp;4/5/64 | &nbsp;&nbsp;18600 | &nbsp;&nbsp;18029 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;9/10/64 | &nbsp;&nbsp;36240 | &nbsp;&nbsp;33897 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;16081 | &nbsp;&nbsp;16031 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;18184 | &nbsp;&nbsp;17818 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;22972 | &nbsp;&nbsp;22020 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;4682 | &nbsp;&nbsp;&nbsp;&nbsp;4768 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;7711 | &nbsp;&nbsp;&nbsp;&nbsp;7949 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;30410 | &nbsp;&nbsp;31883 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;5503 | &nbsp;&nbsp;&nbsp;&nbsp;6245 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;15706 | &nbsp;&nbsp;16304 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/65 | &nbsp;&nbsp;23055 | &nbsp;&nbsp;23110 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9286 | &nbsp;&nbsp;&nbsp;&nbsp;9199 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;22233 | &nbsp;&nbsp;20978 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3431 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4539 | &nbsp;&nbsp;&nbsp;&nbsp;3861 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;9636 | &nbsp;&nbsp;&nbsp;&nbsp;8088 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6318 | &nbsp;&nbsp;&nbsp;&nbsp;4791 |
|  | Valero Energy Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;&nbsp;&nbsp;7177 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;1617 |
|  | Valero Energy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7001 | &nbsp;&nbsp;&nbsp;&nbsp;6238 |
|  | Valero Energy Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9387 | &nbsp;&nbsp;10737 |
|  | Valero Energy Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;21228 | &nbsp;&nbsp;22876 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;8555 |
|  | Valero Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7667 | &nbsp;&nbsp;&nbsp;&nbsp;7683 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp;2329 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;16422 | &nbsp;&nbsp;15801 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3868 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp;9250 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;9136 | &nbsp;&nbsp;&nbsp;&nbsp;7951 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;8868 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2927 | &nbsp;&nbsp;&nbsp;&nbsp;2504 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;18220 | &nbsp;&nbsp;15347 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;20954 | &nbsp;&nbsp;20718 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9620 | &nbsp;&nbsp;&nbsp;&nbsp;9886 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9140 | &nbsp;&nbsp;&nbsp;&nbsp;9255 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6631 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;15013 | &nbsp;&nbsp;14198 |
| <sup>3</sup> | Williams Cos. Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;22080 | &nbsp;&nbsp;19787 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6602 | &nbsp;&nbsp;&nbsp;&nbsp;6477 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9010 | &nbsp;&nbsp;&nbsp;&nbsp;9363 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;13425 | &nbsp;&nbsp;13409 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;11552 | &nbsp;&nbsp;11878 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;9535 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;19390 | &nbsp;&nbsp;20608 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;5036 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;8367 | &nbsp;&nbsp;&nbsp;&nbsp;7861 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;8929 | &nbsp;&nbsp;&nbsp;&nbsp;8768 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;10076 | &nbsp;&nbsp;&nbsp;&nbsp;8847 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;16698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15142 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;11747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10175 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7723 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;10360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10124 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5832 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7697 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/19/30 | &nbsp;&nbsp;18783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19040 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7150 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/12/34 | &nbsp;&nbsp;16250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15670 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/35 | &nbsp;&nbsp;15327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15654 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/12/54 | &nbsp;&nbsp;12075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10901 |
|  |  |  |  |  | &nbsp;&nbsp;**6474341** |
| **Financials (7.4%)** | **Financials (7.4%)** | **Financials (7.4%)** | **Financials (7.4%)** | **Financials (7.4%)** | **Financials (7.4%)** |
|  | ACE Capital Trust II | &nbsp;&nbsp;9.700% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3944 |
| <sup>3</sup> | Aegon Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;6909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6940 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;10/29/26 | &nbsp;&nbsp;49367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48098 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4117 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;7/21/27 | &nbsp;&nbsp;46959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46271 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/23/28 | &nbsp;&nbsp;21296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20970 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10356 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/6/28 | &nbsp;&nbsp;12364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12795 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/29/28 | &nbsp;&nbsp;67803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64606 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;33680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33689 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;11030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11763 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10288 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/30/32 | &nbsp;&nbsp;67935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61544 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/29/33 | &nbsp;&nbsp;26922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23724 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;19065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18655 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/41 | &nbsp;&nbsp;21762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17430 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/10/55 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/31/56 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;10092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9467 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4914 |
|  | Aflac Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6033 |
|  | Aflac Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22047 |
|  | Aflac Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742 |
|  | Aflac Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880 |
|  | Air Lease Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;11931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11601 |
|  | Air Lease Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;10460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10130 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;15570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15333 |
|  | Air Lease Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10346 |
|  | Air Lease Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7321 |
|  | Air Lease Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9133 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7729 |
| <sup>3</sup> | Air Lease Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5206 |
| <sup>3</sup> | Air Lease Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5157 |
| <sup>3</sup> | Air Lease Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;12170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10826 |
|  | Alleghany Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520 |
|  | Alleghany Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 |
|  | Allstate Corp. | &nbsp;&nbsp;3.280% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
|  | Allstate Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;5003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5134 |
|  | Allstate Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8519 |
|  | Allstate Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5791 |
|  | Allstate Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 |
|  | Allstate Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;9821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10203 |
|  | Allstate Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;3763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4008 |
|  | Allstate Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;10625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9225 |
|  | Allstate Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;9076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7412 |
|  | Allstate Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;16666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12740 |
| <sup>3</sup> | Allstate Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;6951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7126 |
|  | Ally Financial Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;7503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7546 |
|  | Ally Financial Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3951 |
|  | Ally Financial Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;11/2/28 | &nbsp;&nbsp;11850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10935 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  | Ally Financial Inc. | &nbsp;&nbsp;6.992% | &nbsp;&nbsp;6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 |

---

------

Total Bond Market Index 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> | Ally Financial Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;24946 | &nbsp;&nbsp;28407 |
|  | Ally Financial Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7988 | &nbsp;&nbsp;&nbsp;&nbsp;9027 |
|  | American Express Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;11/4/26 | &nbsp;&nbsp;16102 | &nbsp;&nbsp;15574 |
|  | American Express Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/4/27 | &nbsp;&nbsp;33767 | &nbsp;&nbsp;32887 |
|  | American Express Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/3/27 | &nbsp;&nbsp;33600 | &nbsp;&nbsp;33089 |
|  | American Express Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;7/28/27 | &nbsp;&nbsp;14235 | &nbsp;&nbsp;14374 |
|  | American Express Co. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;14024 | &nbsp;&nbsp;14185 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;8480 | &nbsp;&nbsp;&nbsp;&nbsp;8599 |
|  | American Express Co. | &nbsp;&nbsp;4.731% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;17550 | &nbsp;&nbsp;17741 |
|  | American Express Co. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;7/27/29 | &nbsp;&nbsp;14871 | &nbsp;&nbsp;15292 |
|  | American Express Co. | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;20653 | &nbsp;&nbsp;21470 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10739 |
|  | American Express Co. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;4/25/31 | &nbsp;&nbsp;20285 | &nbsp;&nbsp;20720 |
|  | American Express Co. | &nbsp;&nbsp;6.489% | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;28500 | &nbsp;&nbsp;31055 |
|  | American Express Co. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;5/26/33 | &nbsp;&nbsp;10215 | &nbsp;&nbsp;10235 |
|  | American Express Co. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/3/33 | &nbsp;&nbsp;20599 | &nbsp;&nbsp;20089 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;25104 | &nbsp;&nbsp;25326 |
|  | American Express Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;8305 | &nbsp;&nbsp;&nbsp;&nbsp;8503 |
|  | American Express Co. | &nbsp;&nbsp;5.915% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;8005 |
|  | American Express Co. | &nbsp;&nbsp;5.284% | &nbsp;&nbsp;7/26/35 | &nbsp;&nbsp;22774 | &nbsp;&nbsp;23076 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/36 | &nbsp;&nbsp;29530 | &nbsp;&nbsp;30135 |
|  | American Express Co. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;4/25/36 | &nbsp;&nbsp;22250 | &nbsp;&nbsp;23049 |
|  | American Express Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/3/42 | &nbsp;&nbsp;13540 | &nbsp;&nbsp;11457 |
| <sup>3</sup> | American Express Credit Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | American Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp;&nbsp;6399 |
|  | American Financial Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6185 | &nbsp;&nbsp;&nbsp;&nbsp;5013 |
|  | American International Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;12270 | &nbsp;&nbsp;11675 |
|  | American International Group Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;6237 | &nbsp;&nbsp;&nbsp;&nbsp;6341 |
|  | American International Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5231 | &nbsp;&nbsp;&nbsp;&nbsp;4779 |
|  | American International Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8196 |
|  | American International Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;23214 | &nbsp;&nbsp;20592 |
|  | American International Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/30/50 | &nbsp;&nbsp;13222 | &nbsp;&nbsp;11064 |
|  | American National Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6926 | &nbsp;&nbsp;&nbsp;&nbsp;6956 |
|  | American National Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4360 | &nbsp;&nbsp;&nbsp;&nbsp;4466 |
|  | American National Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;9190 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;11646 | &nbsp;&nbsp;11476 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6480 | &nbsp;&nbsp;&nbsp;&nbsp;6789 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;6410 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;7306 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;20565 | &nbsp;&nbsp;20708 |
| <sup>3</sup> | Andrew W Mellon Foundation | &nbsp;&nbsp;0.947% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;4060 |
| <sup>3</sup> | Aon Corp. | &nbsp;&nbsp;8.205% | &nbsp;&nbsp;1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2643 | &nbsp;&nbsp;&nbsp;&nbsp;2783 |
|  | Aon Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;5034 | &nbsp;&nbsp;&nbsp;&nbsp;4908 |
|  | Aon Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;10319 | &nbsp;&nbsp;10379 |
|  | Aon Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/2/29 | &nbsp;&nbsp;11745 | &nbsp;&nbsp;11495 |
|  | Aon Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;23781 | &nbsp;&nbsp;22046 |
|  | Aon Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;3522 |
|  | Aon Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;6211 |
|  | Aon Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;7894 | &nbsp;&nbsp;&nbsp;&nbsp;4879 |
|  | Aon Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/28/52 | &nbsp;&nbsp;12635 | &nbsp;&nbsp;&nbsp;&nbsp;9355 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/14/44 | &nbsp;&nbsp;12097 | &nbsp;&nbsp;10489 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;3068 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3957 | &nbsp;&nbsp;&nbsp;&nbsp;4006 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;12490 | &nbsp;&nbsp;12793 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;8971 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;39807 | &nbsp;&nbsp;40890 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/54 | &nbsp;&nbsp;45737 | &nbsp;&nbsp;45078 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/13/29 | &nbsp;&nbsp;21885 | &nbsp;&nbsp;22830 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;7/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;9302 | &nbsp;&nbsp;&nbsp;&nbsp;9656 |
| <sup>8</sup> | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5421 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;7511 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/54 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;10680 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;5631 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;4.011% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;11601 | &nbsp;&nbsp;11550 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4762 | &nbsp;&nbsp;&nbsp;&nbsp;4310 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;5278 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;6/30/50 | &nbsp;&nbsp;12970 | &nbsp;&nbsp;&nbsp;&nbsp;9478 |
|  | Arch Capital Group US Inc. | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5983 | &nbsp;&nbsp;&nbsp;&nbsp;5571 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;30655 | &nbsp;&nbsp;29870 |
|  | Ares Capital Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;11696 | &nbsp;&nbsp;12073 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2338 | &nbsp;&nbsp;&nbsp;&nbsp;2260 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6579 | &nbsp;&nbsp;&nbsp;&nbsp;6200 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;19105 | &nbsp;&nbsp;19473 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;14523 | &nbsp;&nbsp;14862 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;11870 | &nbsp;&nbsp;11830 |
|  | Ares Capital Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7065 | &nbsp;&nbsp;&nbsp;&nbsp;6156 |
| <sup>3</sup> | Ares Capital Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/32 | &nbsp;&nbsp;13035 | &nbsp;&nbsp;12983 |
|  | Ares Management Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/11/54 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;5905 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;13560 | &nbsp;&nbsp;13665 |
| <sup>8</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5276 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;10520 | &nbsp;&nbsp;10787 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;5027 |
| <sup>8</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8277 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/21/32 | &nbsp;&nbsp;12760 | &nbsp;&nbsp;12820 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2570 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3672 | &nbsp;&nbsp;&nbsp;&nbsp;3726 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;5743 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;2397 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;5414 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;6604 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3698 | &nbsp;&nbsp;&nbsp;&nbsp;3787 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;11830 | &nbsp;&nbsp;11837 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/51 | &nbsp;&nbsp;12195 | &nbsp;&nbsp;&nbsp;&nbsp;8477 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;6410 | &nbsp;&nbsp;&nbsp;&nbsp;4042 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/53 | &nbsp;&nbsp;&nbsp;&nbsp;8910 | &nbsp;&nbsp;&nbsp;&nbsp;8745 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6780 | &nbsp;&nbsp;&nbsp;&nbsp;6647 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;14540 | &nbsp;&nbsp;13951 |
|  | Associated Banc-Corp. | &nbsp;&nbsp;6.455% | &nbsp;&nbsp;8/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;5807 |
|  | Assurant Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;3874 | &nbsp;&nbsp;&nbsp;&nbsp;3904 |
|  | Assurant Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;5146 | &nbsp;&nbsp;&nbsp;&nbsp;4897 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4930 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6231 | &nbsp;&nbsp;&nbsp;&nbsp;5756 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5934 | &nbsp;&nbsp;&nbsp;&nbsp;4045 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;12739 | &nbsp;&nbsp;12613 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/3/30 | &nbsp;&nbsp;18460 | &nbsp;&nbsp;19588 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;12361 | &nbsp;&nbsp;11633 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;11995 | &nbsp;&nbsp;12416 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;6659 | &nbsp;&nbsp;&nbsp;&nbsp;4700 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;9886 | &nbsp;&nbsp;&nbsp;&nbsp;6299 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;17355 | &nbsp;&nbsp;17113 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;8562 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp;&nbsp;&nbsp;6548 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/28/55 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7759 |
| <sup>3</sup> | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/16/26 | &nbsp;&nbsp;16745 | &nbsp;&nbsp;16829 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/16/27 | &nbsp;&nbsp;10615 | &nbsp;&nbsp;10784 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.615% | &nbsp;&nbsp;12/16/29 | &nbsp;&nbsp;14850 | &nbsp;&nbsp;15100 |
|  | AXA SA | &nbsp;&nbsp;8.600% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;11754 | &nbsp;&nbsp;13998 |
|  | AXIS Specialty Finance LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;4020 |
| <sup>3</sup> | AXIS Specialty Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;3268 | &nbsp;&nbsp;&nbsp;&nbsp;3147 |
|  | AXIS Specialty Finance plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/27 | &nbsp;&nbsp;15699 | &nbsp;&nbsp;15540 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;3258 | &nbsp;&nbsp;&nbsp;&nbsp;3157 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6346 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;9230 | &nbsp;&nbsp;&nbsp;&nbsp;9542 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;7.883% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;13144 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;3/13/35 | &nbsp;&nbsp;14425 | &nbsp;&nbsp;15006 |
|  | Banco Santander SA | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;11/19/25 | &nbsp;&nbsp;21783 | &nbsp;&nbsp;21808 |
|  | Banco Santander SA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/11/27 | &nbsp;&nbsp;14687 | &nbsp;&nbsp;14650 |
|  | Banco Santander SA | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;9127 | &nbsp;&nbsp;&nbsp;&nbsp;9278 |
|  | Banco Santander SA | &nbsp;&nbsp;6.527% | &nbsp;&nbsp;11/7/27 | &nbsp;&nbsp;22005 | &nbsp;&nbsp;22597 |
|  | Banco Santander SA | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/28 | &nbsp;&nbsp;18630 | &nbsp;&nbsp;18304 |
|  | Banco Santander SA | &nbsp;&nbsp;5.552% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;13555 | &nbsp;&nbsp;13773 |
|  | Banco Santander SA | &nbsp;&nbsp;4.175% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;21290 | &nbsp;&nbsp;21160 |
|  | Banco Santander SA | &nbsp;&nbsp;4.379% | &nbsp;&nbsp;4/12/28 | &nbsp;&nbsp;21341 | &nbsp;&nbsp;21279 |
| <sup>3</sup> | Banco Santander SA | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;11515 | &nbsp;&nbsp;11722 |
|  | Banco Santander SA | &nbsp;&nbsp;5.588% | &nbsp;&nbsp;8/8/28 | &nbsp;&nbsp;23986 | &nbsp;&nbsp;24773 |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;38490 | &nbsp;&nbsp;41046 |
|  | Banco Santander SA | &nbsp;&nbsp;3.306% | &nbsp;&nbsp;6/27/29 | &nbsp;&nbsp;16985 | &nbsp;&nbsp;16292 |
|  | Banco Santander SA | &nbsp;&nbsp;5.538% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;12860 | &nbsp;&nbsp;13243 |
|  | Banco Santander SA | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;13579 | &nbsp;&nbsp;12898 |
|  | Banco Santander SA | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;12/3/30 | &nbsp;&nbsp;22502 | &nbsp;&nbsp;20043 |

---

------

Total Bond Market Index 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;2.958% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;10143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9264 |
|  | Banco Santander SA | &nbsp;&nbsp;5.439% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9895 | &nbsp;&nbsp;&nbsp;&nbsp;10277 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;32419 | &nbsp;&nbsp;&nbsp;&nbsp;35122 |
|  | Banco Santander SA | &nbsp;&nbsp;6.938% | &nbsp;&nbsp;11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;24555 | &nbsp;&nbsp;&nbsp;&nbsp;27740 |
|  | Banco Santander SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;20960 | &nbsp;&nbsp;&nbsp;&nbsp;21934 |
|  | Banco Santander SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;11825 | &nbsp;&nbsp;&nbsp;&nbsp;12455 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/3/26 | &nbsp;&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>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.827% | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4881 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;38127 | &nbsp;&nbsp;&nbsp;&nbsp;38060 |
|  | Bank of America Corp. | &nbsp;&nbsp;1.734% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;54984 | &nbsp;&nbsp;&nbsp;&nbsp;53450 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.933% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;26070 | &nbsp;&nbsp;&nbsp;&nbsp;26525 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.248% | &nbsp;&nbsp;10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;50653 | &nbsp;&nbsp;&nbsp;&nbsp;49691 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.183% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;58708 | &nbsp;&nbsp;&nbsp;&nbsp;58492 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.824% | &nbsp;&nbsp;1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;35068 | &nbsp;&nbsp;&nbsp;&nbsp;34769 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;12023 | &nbsp;&nbsp;&nbsp;&nbsp;11686 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.705% | &nbsp;&nbsp;4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;47070 | &nbsp;&nbsp;&nbsp;&nbsp;46521 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.376% | &nbsp;&nbsp;4/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;23678 | &nbsp;&nbsp;&nbsp;&nbsp;23673 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.593% | &nbsp;&nbsp;7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;70442 | &nbsp;&nbsp;&nbsp;&nbsp;69353 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;10618 | &nbsp;&nbsp;&nbsp;&nbsp;10740 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;110377 | &nbsp;&nbsp;107871 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;27972 | &nbsp;&nbsp;&nbsp;&nbsp;27657 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;41077 | &nbsp;&nbsp;&nbsp;&nbsp;41979 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.623% | &nbsp;&nbsp;5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;30997 | &nbsp;&nbsp;&nbsp;&nbsp;31200 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;63219 | &nbsp;&nbsp;&nbsp;&nbsp;59259 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;94408 | &nbsp;&nbsp;&nbsp;&nbsp;94146 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.819% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;35320 | &nbsp;&nbsp;&nbsp;&nbsp;36818 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;32202 | &nbsp;&nbsp;&nbsp;&nbsp;30656 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.884% | &nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;10041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9396 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;95948 | &nbsp;&nbsp;&nbsp;&nbsp;87654 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.592% | &nbsp;&nbsp;4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;65084 | &nbsp;&nbsp;&nbsp;&nbsp;59516 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;1.898% | &nbsp;&nbsp;7/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;1.922% | &nbsp;&nbsp;10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;31165 | &nbsp;&nbsp;&nbsp;&nbsp;27166 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;111244 | &nbsp;&nbsp;&nbsp;&nbsp;99886 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;61098 | &nbsp;&nbsp;&nbsp;&nbsp;53236 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;53506 | &nbsp;&nbsp;&nbsp;&nbsp;47098 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8210 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.571% | &nbsp;&nbsp;4/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;23935 | &nbsp;&nbsp;&nbsp;&nbsp;23539 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.015% | &nbsp;&nbsp;7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp;20540 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.288% | &nbsp;&nbsp;4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;86642 | &nbsp;&nbsp;&nbsp;&nbsp;88407 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.872% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;16661 | &nbsp;&nbsp;&nbsp;&nbsp;17584 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;17764 | &nbsp;&nbsp;&nbsp;&nbsp;18248 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;15587 | &nbsp;&nbsp;&nbsp;&nbsp;15578 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.518% | &nbsp;&nbsp;10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;55113 | &nbsp;&nbsp;&nbsp;&nbsp;54977 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;79980 | &nbsp;&nbsp;&nbsp;&nbsp;82258 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;30515 | &nbsp;&nbsp;&nbsp;&nbsp;30998 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.482% | &nbsp;&nbsp;9/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;34311 | &nbsp;&nbsp;&nbsp;&nbsp;29082 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;1/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;35211 | &nbsp;&nbsp;&nbsp;&nbsp;37203 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.846% | &nbsp;&nbsp;3/8/37 | &nbsp;&nbsp;&nbsp;&nbsp;18600 | &nbsp;&nbsp;&nbsp;&nbsp;17016 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.244% | &nbsp;&nbsp;4/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;40204 | &nbsp;&nbsp;&nbsp;&nbsp;36622 |
|  | Bank of America Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;22738 | &nbsp;&nbsp;&nbsp;&nbsp;27151 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;42492 | &nbsp;&nbsp;&nbsp;&nbsp;36903 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;82660 | &nbsp;&nbsp;&nbsp;&nbsp;58908 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;20474 | &nbsp;&nbsp;&nbsp;&nbsp;21395 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;53624 | &nbsp;&nbsp;&nbsp;&nbsp;41167 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;14620 | &nbsp;&nbsp;&nbsp;&nbsp;13814 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;11957 | &nbsp;&nbsp;&nbsp;&nbsp;10607 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;42019 | &nbsp;&nbsp;&nbsp;&nbsp;34894 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;3/20/51 | &nbsp;&nbsp;114520 | &nbsp;&nbsp;&nbsp;&nbsp;91034 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.831% | &nbsp;&nbsp;10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3598 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;3/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5379 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp;34175 | &nbsp;&nbsp;&nbsp;&nbsp;22073 |
|  | Bank of America NA | &nbsp;&nbsp;5.526% | &nbsp;&nbsp;8/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;31518 | &nbsp;&nbsp;&nbsp;&nbsp;31967 |
| <sup>3</sup> | Bank of America NA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;21210 | &nbsp;&nbsp;&nbsp;&nbsp;22403 |
| <sup>3</sup> | Bank of Montreal | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;18830 | &nbsp;&nbsp;&nbsp;&nbsp;18382 |
|  | Bank of Montreal | &nbsp;&nbsp;5.370% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
|  | Bank of Montreal | &nbsp;&nbsp;4.567% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7936 |
| <sup>3</sup> | Bank of Montreal | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Bank of Montreal | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3756 | &nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | Bank of Montreal | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;13183 | &nbsp;&nbsp;13742 |
|  | Bank of Montreal | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;14055 | &nbsp;&nbsp;14694 |
| <sup>3</sup> | Bank of Montreal | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;29293 | &nbsp;&nbsp;28532 |
|  | Bank of Montreal | &nbsp;&nbsp;3.088% | &nbsp;&nbsp;1/10/37 | &nbsp;&nbsp;15025 | &nbsp;&nbsp;13039 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/17/26 | &nbsp;&nbsp;19185 | &nbsp;&nbsp;18828 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;8489 | &nbsp;&nbsp;&nbsp;&nbsp;8233 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/16/27 | &nbsp;&nbsp;28538 | &nbsp;&nbsp;28148 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/29/28 | &nbsp;&nbsp;10319 | &nbsp;&nbsp;10151 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.442% | &nbsp;&nbsp;2/7/28 | &nbsp;&nbsp;20265 | &nbsp;&nbsp;20029 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5078 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.992% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;8842 | &nbsp;&nbsp;&nbsp;&nbsp;8254 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/21/28 | &nbsp;&nbsp;12725 | &nbsp;&nbsp;12895 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;9683 | &nbsp;&nbsp;&nbsp;&nbsp;9327 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;13362 | &nbsp;&nbsp;13464 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;2904 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;3133 | &nbsp;&nbsp;&nbsp;&nbsp;3101 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;9879 | &nbsp;&nbsp;&nbsp;&nbsp;9485 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.317% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;27945 | &nbsp;&nbsp;29660 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;24085 | &nbsp;&nbsp;24649 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;2/11/31 | &nbsp;&nbsp;32740 | &nbsp;&nbsp;33415 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/26/32 | &nbsp;&nbsp;10539 | &nbsp;&nbsp;&nbsp;&nbsp;9297 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/32 | &nbsp;&nbsp;45285 | &nbsp;&nbsp;46293 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;29901 | &nbsp;&nbsp;31716 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.706% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;25006 | &nbsp;&nbsp;24728 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;4/26/34 | &nbsp;&nbsp;31665 | &nbsp;&nbsp;31774 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;18677 | &nbsp;&nbsp;20563 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/35 | &nbsp;&nbsp;19880 | &nbsp;&nbsp;20134 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.225% | &nbsp;&nbsp;11/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;3989 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/3/26 | &nbsp;&nbsp;24493 | &nbsp;&nbsp;24111 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;18273 | &nbsp;&nbsp;17653 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;7754 | &nbsp;&nbsp;&nbsp;&nbsp;7866 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;8113 | &nbsp;&nbsp;&nbsp;&nbsp;7852 |
| <sup>3</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;5437 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;14297 | &nbsp;&nbsp;14729 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.404% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6612 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.932% | &nbsp;&nbsp;2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp;7430 |
| <sup>3</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;&nbsp;&nbsp;4798 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8572 | &nbsp;&nbsp;&nbsp;&nbsp;8732 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;2/14/31 | &nbsp;&nbsp;14222 | &nbsp;&nbsp;14483 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;7210 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;9068 | &nbsp;&nbsp;&nbsp;&nbsp;9060 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;10556 | &nbsp;&nbsp;11066 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.588% | &nbsp;&nbsp;5/4/37 | &nbsp;&nbsp;20340 | &nbsp;&nbsp;19222 |
|  | Barclays plc | &nbsp;&nbsp;7.325% | &nbsp;&nbsp;11/2/26 | &nbsp;&nbsp;26360 | &nbsp;&nbsp;26579 |
|  | Barclays plc | &nbsp;&nbsp;6.496% | &nbsp;&nbsp;9/13/27 | &nbsp;&nbsp;15085 | &nbsp;&nbsp;15427 |
|  | Barclays plc | &nbsp;&nbsp;2.279% | &nbsp;&nbsp;11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;1265 |
|  | Barclays plc | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;18648 | &nbsp;&nbsp;18592 |
|  | Barclays plc | &nbsp;&nbsp;5.674% | &nbsp;&nbsp;3/12/28 | &nbsp;&nbsp;10563 | &nbsp;&nbsp;10765 |
|  | Barclays plc | &nbsp;&nbsp;4.836% | &nbsp;&nbsp;5/9/28 | &nbsp;&nbsp;38927 | &nbsp;&nbsp;38996 |
|  | Barclays plc | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;8/9/28 | &nbsp;&nbsp;14815 | &nbsp;&nbsp;15105 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/28 | &nbsp;&nbsp;24407 | &nbsp;&nbsp;24591 |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/28 | &nbsp;&nbsp;27871 | &nbsp;&nbsp;29587 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/29 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13569 |
| <sup>3</sup> | Barclays plc | &nbsp;&nbsp;4.972% | &nbsp;&nbsp;5/16/29 | &nbsp;&nbsp;31004 | &nbsp;&nbsp;31325 |
|  | Barclays plc | &nbsp;&nbsp;6.490% | &nbsp;&nbsp;9/13/29 | &nbsp;&nbsp;22891 | &nbsp;&nbsp;24189 |
|  | Barclays plc | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/12/30 | &nbsp;&nbsp;13660 | &nbsp;&nbsp;14136 |
| <sup>3</sup> | Barclays plc | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;22029 | &nbsp;&nbsp;22111 |
|  | Barclays plc | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/10/30 | &nbsp;&nbsp;25537 | &nbsp;&nbsp;25725 |
|  | Barclays plc | &nbsp;&nbsp;5.367% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;15170 | &nbsp;&nbsp;15490 |
|  | Barclays plc | &nbsp;&nbsp;2.645% | &nbsp;&nbsp;6/24/31 | &nbsp;&nbsp;29117 | &nbsp;&nbsp;26311 |
|  | Barclays plc | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;7968 | &nbsp;&nbsp;&nbsp;&nbsp;7073 |
|  | Barclays plc | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;11/24/32 | &nbsp;&nbsp;13764 | &nbsp;&nbsp;12188 |
|  | Barclays plc | &nbsp;&nbsp;5.746% | &nbsp;&nbsp;8/9/33 | &nbsp;&nbsp;17335 | &nbsp;&nbsp;17967 |
|  | Barclays plc | &nbsp;&nbsp;7.437% | &nbsp;&nbsp;11/2/33 | &nbsp;&nbsp;57707 | &nbsp;&nbsp;65449 |
|  | Barclays plc | &nbsp;&nbsp;6.224% | &nbsp;&nbsp;5/9/34 | &nbsp;&nbsp;20471 | &nbsp;&nbsp;21730 |
|  | Barclays plc | &nbsp;&nbsp;7.119% | &nbsp;&nbsp;6/27/34 | &nbsp;&nbsp;21676 | &nbsp;&nbsp;23651 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Barclays plc | &nbsp;&nbsp;6.692% | &nbsp;&nbsp;9/13/34 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;22939 |
|  | Barclays plc | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;9/10/35 | &nbsp;&nbsp;20674 | &nbsp;&nbsp;20531 |
|  | Barclays plc | &nbsp;&nbsp;3.564% | &nbsp;&nbsp;9/23/35 | &nbsp;&nbsp;27955 | &nbsp;&nbsp;25683 |
|  | Barclays plc | &nbsp;&nbsp;5.785% | &nbsp;&nbsp;2/25/36 | &nbsp;&nbsp;25577 | &nbsp;&nbsp;26143 |
|  | Barclays plc | &nbsp;&nbsp;3.811% | &nbsp;&nbsp;3/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;5888 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;8667 | &nbsp;&nbsp;&nbsp;&nbsp;6425 |
|  | Barclays plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;9399 | &nbsp;&nbsp;&nbsp;&nbsp;9016 |
|  | Barclays plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/10/47 | &nbsp;&nbsp;25133 | &nbsp;&nbsp;22831 |
|  | Barclays plc | &nbsp;&nbsp;6.036% | &nbsp;&nbsp;3/12/55 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;10793 |
| <sup>8</sup> | Barings Private Credit Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;9220 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;12257 | &nbsp;&nbsp;11956 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;5814 | &nbsp;&nbsp;&nbsp;&nbsp;5269 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3966 | &nbsp;&nbsp;&nbsp;&nbsp;3656 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;8626 | &nbsp;&nbsp;&nbsp;&nbsp;9327 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;11571 | &nbsp;&nbsp;10692 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;8912 | &nbsp;&nbsp;&nbsp;&nbsp;7857 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;27535 | &nbsp;&nbsp;23138 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;27154 | &nbsp;&nbsp;22953 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;25266 | &nbsp;&nbsp;16315 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9256 | &nbsp;&nbsp;&nbsp;&nbsp;5556 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;49034 | &nbsp;&nbsp;37928 |
|  | Berkshire Hathaway Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;5544 | &nbsp;&nbsp;&nbsp;&nbsp;5172 |
|  | BGC Group Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5108 | &nbsp;&nbsp;&nbsp;&nbsp;5463 |
| <sup>8</sup> | BGC Group Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;3214 | &nbsp;&nbsp;&nbsp;&nbsp;3260 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7491 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/34 | &nbsp;&nbsp;13087 | &nbsp;&nbsp;13376 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/8/35 | &nbsp;&nbsp;11705 | &nbsp;&nbsp;11845 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/54 | &nbsp;&nbsp;20326 | &nbsp;&nbsp;19519 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/8/55 | &nbsp;&nbsp;&nbsp;&nbsp;9817 | &nbsp;&nbsp;&nbsp;&nbsp;9570 |
|  | Blackrock Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9466 | &nbsp;&nbsp;&nbsp;&nbsp;9341 |
|  | Blackrock Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;13490 | &nbsp;&nbsp;13109 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;10285 | &nbsp;&nbsp;&nbsp;&nbsp;9463 |
|  | Blackrock Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/28/31 | &nbsp;&nbsp;16855 | &nbsp;&nbsp;14830 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;2/25/32 | &nbsp;&nbsp;15875 | &nbsp;&nbsp;13695 |
|  | Blackrock Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;8752 | &nbsp;&nbsp;&nbsp;&nbsp;8849 |
|  | BlackRock TCP Capital Corp. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;1917 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;13169 | &nbsp;&nbsp;12722 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;2134 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/26/27 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;10009 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1361 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;7039 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/22/29 | &nbsp;&nbsp;14420 | &nbsp;&nbsp;14517 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;4039 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;19485 | &nbsp;&nbsp;20039 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/29/32 | &nbsp;&nbsp;12365 | &nbsp;&nbsp;12440 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;6769 | &nbsp;&nbsp;&nbsp;&nbsp;6628 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5475 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;7373 | &nbsp;&nbsp;&nbsp;&nbsp;7180 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;13309 | &nbsp;&nbsp;13594 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10576 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;5476 | &nbsp;&nbsp;&nbsp;&nbsp;5098 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4854 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8511 | &nbsp;&nbsp;&nbsp;&nbsp;8370 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;10626 | &nbsp;&nbsp;10267 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/11/28 | &nbsp;&nbsp;28674 | &nbsp;&nbsp;26722 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;22165 | &nbsp;&nbsp;22282 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3032 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;14780 | &nbsp;&nbsp;15810 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;11130 | &nbsp;&nbsp;11463 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;14165 | &nbsp;&nbsp;14206 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;3028 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/18/34 | &nbsp;&nbsp;12870 | &nbsp;&nbsp;13235 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/7/51 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;1392 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8646 | &nbsp;&nbsp;&nbsp;&nbsp;8283 |
| <sup>8</sup> | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;10565 | &nbsp;&nbsp;10618 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/4/29 | &nbsp;&nbsp;14880 | &nbsp;&nbsp;15183 |
| <sup>3</sup> | BPCE SA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;8154 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8058 | &nbsp;&nbsp;&nbsp;&nbsp;8269 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;7046 | &nbsp;&nbsp;&nbsp;&nbsp;5396 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;9423 | &nbsp;&nbsp;&nbsp;&nbsp;6052 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5287 |
|  | Brookfield Capital Finance LLC | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;6508 | &nbsp;&nbsp;&nbsp;&nbsp;6903 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;11659 | &nbsp;&nbsp;11522 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/29/29 | &nbsp;&nbsp;18824 | &nbsp;&nbsp;19004 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;11545 | &nbsp;&nbsp;11400 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp;&nbsp;&nbsp;4958 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/5/34 | &nbsp;&nbsp;11609 | &nbsp;&nbsp;12458 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;16125 | &nbsp;&nbsp;16535 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;6916 | &nbsp;&nbsp;&nbsp;&nbsp;5894 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;7097 | &nbsp;&nbsp;&nbsp;&nbsp;4812 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7033 | &nbsp;&nbsp;&nbsp;&nbsp;4843 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.968% | &nbsp;&nbsp;3/4/54 | &nbsp;&nbsp;10820 | &nbsp;&nbsp;10812 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.813% | &nbsp;&nbsp;3/3/55 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7339 |
|  | Brookfield Finance LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;15659 | &nbsp;&nbsp;10626 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6530 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2623 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8711 | &nbsp;&nbsp;&nbsp;&nbsp;8705 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2624 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;18817 | &nbsp;&nbsp;16561 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;4286 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;1366 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;4784 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/23/35 | &nbsp;&nbsp;12925 | &nbsp;&nbsp;13185 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;6754 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/23/55 | &nbsp;&nbsp;13020 | &nbsp;&nbsp;13429 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.615% | &nbsp;&nbsp;7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;6950 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/7/27 | &nbsp;&nbsp;10765 | &nbsp;&nbsp;10628 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;8773 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.508% | &nbsp;&nbsp;9/11/27 | &nbsp;&nbsp;12745 | &nbsp;&nbsp;12766 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.001% | &nbsp;&nbsp;4/28/28 | &nbsp;&nbsp;16206 | &nbsp;&nbsp;16516 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.986% | &nbsp;&nbsp;10/3/28 | &nbsp;&nbsp;13891 | &nbsp;&nbsp;14579 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.857% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;11180 | &nbsp;&nbsp;11298 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;5671 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;7393 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/7/32 | &nbsp;&nbsp;25730 | &nbsp;&nbsp;23952 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;6.092% | &nbsp;&nbsp;10/3/33 | &nbsp;&nbsp;18176 | &nbsp;&nbsp;19476 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;38456 | &nbsp;&nbsp;38098 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/9/27 | &nbsp;&nbsp;34663 | &nbsp;&nbsp;34504 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/9/27 | &nbsp;&nbsp;46353 | &nbsp;&nbsp;45988 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/11/27 | &nbsp;&nbsp;17253 | &nbsp;&nbsp;17065 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;7.149% | &nbsp;&nbsp;10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;7381 | &nbsp;&nbsp;&nbsp;&nbsp;7630 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;1.878% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;15058 | &nbsp;&nbsp;14548 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;53600 | &nbsp;&nbsp;52912 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;5/10/28 | &nbsp;&nbsp;11359 | &nbsp;&nbsp;11446 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;&nbsp;&nbsp;9671 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp;&nbsp;&nbsp;8829 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;24134 | &nbsp;&nbsp;24964 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;16033 | &nbsp;&nbsp;15338 |
| <sup>3</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;11071 | &nbsp;&nbsp;12508 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/2/32 | &nbsp;&nbsp;10118 | &nbsp;&nbsp;&nbsp;&nbsp;8829 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.817% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;45026 | &nbsp;&nbsp;46434 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;6/8/34 | &nbsp;&nbsp;29922 | &nbsp;&nbsp;31834 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;15427 | &nbsp;&nbsp;16096 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/36 | &nbsp;&nbsp;28255 | &nbsp;&nbsp;28718 |
| <sup>3</sup> | Capital One NA | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;20013 | &nbsp;&nbsp;19788 |
| <sup>3</sup> | Capital One NA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/13/28 | &nbsp;&nbsp;18632 | &nbsp;&nbsp;18726 |
| <sup>3</sup> | Capital One NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;7547 | &nbsp;&nbsp;&nbsp;&nbsp;6947 |
|  | Carlyle Secured Lending Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;1518 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;16441 | &nbsp;&nbsp;16305 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;6688 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/24/26 | &nbsp;&nbsp;13830 | &nbsp;&nbsp;14064 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/2/27 | &nbsp;&nbsp;15510 | &nbsp;&nbsp;15275 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;20463 | &nbsp;&nbsp;19889 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;25521 | &nbsp;&nbsp;25182 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;9196 | &nbsp;&nbsp;&nbsp;&nbsp;9003 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;4528 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;12360 | &nbsp;&nbsp;12274 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.643% | &nbsp;&nbsp;5/19/29 | &nbsp;&nbsp;15610 | &nbsp;&nbsp;16174 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/22/29 | &nbsp;&nbsp;11375 | &nbsp;&nbsp;10985 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;11808 | &nbsp;&nbsp;11086 |

---

------

Total Bond Market Index 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;1.650% | &nbsp;&nbsp;3/11/31 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;14096 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;16187 | &nbsp;&nbsp;14401 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;20226 | &nbsp;&nbsp;17297 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/3/32 | &nbsp;&nbsp;33504 | &nbsp;&nbsp;30131 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/34 | &nbsp;&nbsp;14137 | &nbsp;&nbsp;15288 |
|  | Chubb Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;8958 | &nbsp;&nbsp;&nbsp;&nbsp;9721 |
| <sup>3</sup> | Chubb Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;9403 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;19851 | &nbsp;&nbsp;17267 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;13360 | &nbsp;&nbsp;13606 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2524 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;1678 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/3/45 | &nbsp;&nbsp;40082 | &nbsp;&nbsp;34677 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;3552 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;12/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
|  | CI Financial Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/17/30 | &nbsp;&nbsp;11016 | &nbsp;&nbsp;&nbsp;&nbsp;9724 |
| <sup>3</sup> | Cincinnati Financial Corp. | &nbsp;&nbsp;6.920% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;7467 |
|  | Cincinnati Financial Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6189 | &nbsp;&nbsp;&nbsp;&nbsp;6578 |
|  | Citibank NA | &nbsp;&nbsp;4.929% | &nbsp;&nbsp;8/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;10064 |
| <sup>3</sup> | Citibank NA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;12/4/26 | &nbsp;&nbsp;31612 | &nbsp;&nbsp;32124 |
|  | Citibank NA | &nbsp;&nbsp;4.576% | &nbsp;&nbsp;5/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | Citibank NA | &nbsp;&nbsp;4.876% | &nbsp;&nbsp;11/19/27 | &nbsp;&nbsp;44541 | &nbsp;&nbsp;44820 |
|  | Citibank NA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;9/29/28 | &nbsp;&nbsp;32127 | &nbsp;&nbsp;33597 |
|  | Citibank NA | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;8/6/29 | &nbsp;&nbsp;11014 | &nbsp;&nbsp;11246 |
| <sup>3</sup> | Citibank NA | &nbsp;&nbsp;4.914% | &nbsp;&nbsp;5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7898 |
| <sup>3</sup> | Citibank NA | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/30/34 | &nbsp;&nbsp;27265 | &nbsp;&nbsp;28373 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;66503 | &nbsp;&nbsp;65589 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;9421 | &nbsp;&nbsp;&nbsp;&nbsp;9405 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/29/27 | &nbsp;&nbsp;61893 | &nbsp;&nbsp;61933 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;74458 | &nbsp;&nbsp;73784 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.070% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;3791 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/28 | &nbsp;&nbsp;12210 | &nbsp;&nbsp;12246 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;6852 | &nbsp;&nbsp;&nbsp;&nbsp;6879 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;7/24/28 | &nbsp;&nbsp;52401 | &nbsp;&nbsp;51583 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;14158 | &nbsp;&nbsp;14060 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.520% | &nbsp;&nbsp;10/27/28 | &nbsp;&nbsp;31397 | &nbsp;&nbsp;30746 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.786% | &nbsp;&nbsp;3/4/29 | &nbsp;&nbsp;25440 | &nbsp;&nbsp;25623 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;4.075% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;15186 | &nbsp;&nbsp;15036 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;2/13/30 | &nbsp;&nbsp;24502 | &nbsp;&nbsp;24991 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.980% | &nbsp;&nbsp;3/20/30 | &nbsp;&nbsp;23662 | &nbsp;&nbsp;23183 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/30 | &nbsp;&nbsp;22670 | &nbsp;&nbsp;22558 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;2.976% | &nbsp;&nbsp;11/5/30 | &nbsp;&nbsp;33632 | &nbsp;&nbsp;31459 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;2.666% | &nbsp;&nbsp;1/29/31 | &nbsp;&nbsp;36757 | &nbsp;&nbsp;33676 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/31/31 | &nbsp;&nbsp;64010 | &nbsp;&nbsp;63312 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;5/7/31 | &nbsp;&nbsp;13580 | &nbsp;&nbsp;13736 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;5887 | &nbsp;&nbsp;&nbsp;&nbsp;5338 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8026 | &nbsp;&nbsp;&nbsp;&nbsp;8751 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.520% | &nbsp;&nbsp;11/3/32 | &nbsp;&nbsp;16991 | &nbsp;&nbsp;14853 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;1/25/33 | &nbsp;&nbsp;66852 | &nbsp;&nbsp;59771 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;8753 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.785% | &nbsp;&nbsp;3/17/33 | &nbsp;&nbsp;99142 | &nbsp;&nbsp;92503 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/31/33 | &nbsp;&nbsp;16303 | &nbsp;&nbsp;17145 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.270% | &nbsp;&nbsp;11/17/33 | &nbsp;&nbsp;36564 | &nbsp;&nbsp;39381 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/34 | &nbsp;&nbsp;11775 | &nbsp;&nbsp;12294 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/35 | &nbsp;&nbsp;11044 | &nbsp;&nbsp;11258 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;13625 | &nbsp;&nbsp;13989 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/25/36 | &nbsp;&nbsp;17223 | &nbsp;&nbsp;17834 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/39 | &nbsp;&nbsp;26185 | &nbsp;&nbsp;22561 |
|  | Citigroup Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/15/39 | &nbsp;&nbsp;31884 | &nbsp;&nbsp;40135 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;3/26/41 | &nbsp;&nbsp;16705 | &nbsp;&nbsp;16308 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/30/42 | &nbsp;&nbsp;11355 | &nbsp;&nbsp;11746 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;11/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;7355 | &nbsp;&nbsp;&nbsp;&nbsp;5215 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;8502 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/7/43 | &nbsp;&nbsp;&nbsp;&nbsp;5019 | &nbsp;&nbsp;&nbsp;&nbsp;4447 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/6/44 | &nbsp;&nbsp;24609 | &nbsp;&nbsp;23026 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/45 | &nbsp;&nbsp;13783 | &nbsp;&nbsp;12108 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/18/46 | &nbsp;&nbsp;49182 | &nbsp;&nbsp;42103 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;4.281% | &nbsp;&nbsp;4/24/48 | &nbsp;&nbsp;14961 | &nbsp;&nbsp;12307 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/48 | &nbsp;&nbsp;24770 | &nbsp;&nbsp;21365 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.612% | &nbsp;&nbsp;3/4/56 | &nbsp;&nbsp;20863 | &nbsp;&nbsp;20464 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Citizens Bank NA | &nbsp;&nbsp;4.575% | &nbsp;&nbsp;8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;9586 | &nbsp;&nbsp;&nbsp;&nbsp;9603 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;31336 | &nbsp;&nbsp;30787 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.841% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;8327 | &nbsp;&nbsp;&nbsp;&nbsp;8621 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;6913 | &nbsp;&nbsp;&nbsp;&nbsp;6270 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3171 | &nbsp;&nbsp;&nbsp;&nbsp;2970 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;11840 | &nbsp;&nbsp;11997 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.718% | &nbsp;&nbsp;7/23/32 | &nbsp;&nbsp;14760 | &nbsp;&nbsp;15284 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.638% | &nbsp;&nbsp;9/30/32 | &nbsp;&nbsp;14433 | &nbsp;&nbsp;12146 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;6.645% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;7702 | &nbsp;&nbsp;&nbsp;&nbsp;8305 |
|  | CME Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp;&nbsp;&nbsp;4759 |
|  | CME Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;9082 |
|  | CME Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6657 | &nbsp;&nbsp;&nbsp;&nbsp;5962 |
|  | CME Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;10304 | &nbsp;&nbsp;10328 |
|  | CME Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;4412 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;10335 | &nbsp;&nbsp;10137 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;5036 |
|  | CNA Financial Corp. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;5454 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5469 | &nbsp;&nbsp;&nbsp;&nbsp;5610 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7373 | &nbsp;&nbsp;&nbsp;&nbsp;7382 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;9502 | &nbsp;&nbsp;&nbsp;&nbsp;9590 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;10446 | &nbsp;&nbsp;10966 |
|  | Comerica Bank | &nbsp;&nbsp;5.332% | &nbsp;&nbsp;8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | Comerica Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6659 | &nbsp;&nbsp;&nbsp;&nbsp;6506 |
|  | Comerica Inc. | &nbsp;&nbsp;5.982% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;10735 | &nbsp;&nbsp;10994 |
|  | Commonwealth Bank of Australia | &nbsp;&nbsp;4.577% | &nbsp;&nbsp;11/27/26 | &nbsp;&nbsp;12235 | &nbsp;&nbsp;12322 |
|  | Commonwealth Bank of Australia | &nbsp;&nbsp;4.423% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;10235 | &nbsp;&nbsp;10331 |
| <sup>3</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;21588 | &nbsp;&nbsp;21429 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;16430 | &nbsp;&nbsp;16700 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.041% | &nbsp;&nbsp;3/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;2228 | &nbsp;&nbsp;&nbsp;&nbsp;2262 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.372% | &nbsp;&nbsp;5/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.883% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13784 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/9/29 | &nbsp;&nbsp;14265 | &nbsp;&nbsp;14533 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;10/17/29 | &nbsp;&nbsp;13465 | &nbsp;&nbsp;13609 |
| <sup>3</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/41 | &nbsp;&nbsp;22936 | &nbsp;&nbsp;22574 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/43 | &nbsp;&nbsp;17991 | &nbsp;&nbsp;18133 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/4/45 | &nbsp;&nbsp;20126 | &nbsp;&nbsp;19013 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;13808 | &nbsp;&nbsp;13635 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;19852 | &nbsp;&nbsp;19458 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/32 | &nbsp;&nbsp;20052 | &nbsp;&nbsp;18822 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;6130 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;12049 | &nbsp;&nbsp;12520 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;7813 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/52 | &nbsp;&nbsp;20696 | &nbsp;&nbsp;16555 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;12840 | &nbsp;&nbsp;13238 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;10465 | &nbsp;&nbsp;10440 |
|  | Credit Suisse USA LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;19301 | &nbsp;&nbsp;21966 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.129% | &nbsp;&nbsp;11/24/26 | &nbsp;&nbsp;30032 | &nbsp;&nbsp;29729 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.146% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;17185 | &nbsp;&nbsp;17623 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.311% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;27539 | &nbsp;&nbsp;26722 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.552% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;8482 | &nbsp;&nbsp;&nbsp;&nbsp;8238 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.706% | &nbsp;&nbsp;2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;7346 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.720% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;44309 | &nbsp;&nbsp;46520 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.819% | &nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;19720 | &nbsp;&nbsp;21024 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/30 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;16003 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;5/9/31 | &nbsp;&nbsp;14150 | &nbsp;&nbsp;14372 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;4617 | &nbsp;&nbsp;&nbsp;&nbsp;4733 |
| <sup>3</sup> | Deutsche Bank AG | &nbsp;&nbsp;3.547% | &nbsp;&nbsp;9/18/31 | &nbsp;&nbsp;10636 | &nbsp;&nbsp;&nbsp;&nbsp;9940 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;1/14/32 | &nbsp;&nbsp;17869 | &nbsp;&nbsp;16355 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;5/28/32 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10764 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;17312 | &nbsp;&nbsp;17116 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.742% | &nbsp;&nbsp;1/7/33 | &nbsp;&nbsp;17234 | &nbsp;&nbsp;15492 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/34 | &nbsp;&nbsp;10464 | &nbsp;&nbsp;11155 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/11/35 | &nbsp;&nbsp;24215 | &nbsp;&nbsp;24080 |
|  | Eaton Vance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;4655 | &nbsp;&nbsp;&nbsp;&nbsp;4595 |
|  | Enact Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/28/29 | &nbsp;&nbsp;10755 | &nbsp;&nbsp;11161 |
|  | Enstar Finance LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;8128 | &nbsp;&nbsp;&nbsp;&nbsp;7995 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp;6461 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6523 | &nbsp;&nbsp;&nbsp;&nbsp;5799 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;20271 | &nbsp;&nbsp;20227 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;6915 | &nbsp;&nbsp;&nbsp;&nbsp;7191 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/48 | &nbsp;&nbsp;18656 | &nbsp;&nbsp;16484 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;3/28/55 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;6228 |
|  | Essent Group Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;7172 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;4648 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;12785 | &nbsp;&nbsp;&nbsp;&nbsp;8734 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;13005 | &nbsp;&nbsp;&nbsp;&nbsp;8059 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;7091 | &nbsp;&nbsp;&nbsp;&nbsp;7321 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;7160 | &nbsp;&nbsp;&nbsp;&nbsp;7112 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;13157 | &nbsp;&nbsp;13275 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;7073 | &nbsp;&nbsp;&nbsp;&nbsp;7049 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;3547 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/32 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;10572 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;5244 |
| <sup>8</sup> | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;5510 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/22/54 | &nbsp;&nbsp;14265 | &nbsp;&nbsp;14507 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;7835 | &nbsp;&nbsp;&nbsp;&nbsp;7730 |
| <sup>8</sup> | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5513 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9735 | &nbsp;&nbsp;&nbsp;&nbsp;9712 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;12931 | &nbsp;&nbsp;12086 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4639 | &nbsp;&nbsp;&nbsp;&nbsp;4026 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/17/51 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;&nbsp;&nbsp;7249 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/5/27 | &nbsp;&nbsp;17146 | &nbsp;&nbsp;16608 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;1.707% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;10362 | &nbsp;&nbsp;10004 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;21069 | &nbsp;&nbsp;20868 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.055% | &nbsp;&nbsp;4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;3579 | &nbsp;&nbsp;&nbsp;&nbsp;3556 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/29 | &nbsp;&nbsp;16935 | &nbsp;&nbsp;17833 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;7/28/30 | &nbsp;&nbsp;10104 | &nbsp;&nbsp;10161 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;9556 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;5.631% | &nbsp;&nbsp;1/29/32 | &nbsp;&nbsp;13720 | &nbsp;&nbsp;14278 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;17188 | &nbsp;&nbsp;20702 |
| <sup>3</sup> | Fifth Third Bank NA | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8001 | &nbsp;&nbsp;&nbsp;&nbsp;7760 |
|  | First American Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2461 | &nbsp;&nbsp;&nbsp;&nbsp;2359 |
|  | First American Financial Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9708 | &nbsp;&nbsp;&nbsp;&nbsp;8316 |
|  | First American Financial Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;7192 |
| <sup>3</sup> | First Horizon Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;7439 |
|  | First Horizon Corp. | &nbsp;&nbsp;5.514% | &nbsp;&nbsp;3/7/31 | &nbsp;&nbsp;10635 | &nbsp;&nbsp;10788 |
|  | First-Citizens Bank & Trust Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;6196 | &nbsp;&nbsp;&nbsp;&nbsp;6431 |
|  | FNB Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;12/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;5121 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;10/30/30 | &nbsp;&nbsp;21099 | &nbsp;&nbsp;18168 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;6653 | &nbsp;&nbsp;&nbsp;&nbsp;4076 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3141 | &nbsp;&nbsp;&nbsp;&nbsp;3014 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;9157 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;1211 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;18788 | &nbsp;&nbsp;18691 |
|  | GATX Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;4173 |
|  | GATX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1532 | &nbsp;&nbsp;&nbsp;&nbsp;1553 |
|  | GATX Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/30/27 | &nbsp;&nbsp;14206 | &nbsp;&nbsp;14065 |
|  | GATX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7278 | &nbsp;&nbsp;&nbsp;&nbsp;7106 |
|  | GATX Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;10653 | &nbsp;&nbsp;10669 |
|  | GATX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;5582 |
|  | GATX Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;5275 |
|  | GATX Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5072 |
|  | GATX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;6165 |
|  | GATX Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;6170 |
|  | GATX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
|  | GATX Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;10458 |
|  | GATX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;4941 |
|  | GATX Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2016 | &nbsp;&nbsp;&nbsp;&nbsp;1841 |
|  | GATX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;&nbsp;&nbsp;1589 |
|  | GATX Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;7442 | &nbsp;&nbsp;&nbsp;&nbsp;4634 |
|  | GATX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/5/54 | &nbsp;&nbsp;16700 | &nbsp;&nbsp;16689 |
|  | Globe Life Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7062 | &nbsp;&nbsp;&nbsp;&nbsp;7097 |
|  | Globe Life Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;5886 |
|  | Goldman Sachs Capital I | &nbsp;&nbsp;6.345% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;17608 | &nbsp;&nbsp;18286 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;71767 | &nbsp;&nbsp;70947 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;17188 | &nbsp;&nbsp;17663 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;36185 | &nbsp;&nbsp;35949 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.542% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;20764 | &nbsp;&nbsp;20050 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.948% | &nbsp;&nbsp;10/21/27 | &nbsp;&nbsp;40673 | &nbsp;&nbsp;39394 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;28429 | &nbsp;&nbsp;27614 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;3.615% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;35100 | &nbsp;&nbsp;34629 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.937% | &nbsp;&nbsp;4/23/28 | &nbsp;&nbsp;10705 | &nbsp;&nbsp;10794 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;6/5/28 | &nbsp;&nbsp;37409 | &nbsp;&nbsp;36891 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.482% | &nbsp;&nbsp;8/23/28 | &nbsp;&nbsp;13043 | &nbsp;&nbsp;13059 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;88335 | &nbsp;&nbsp;86886 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;26903 | &nbsp;&nbsp;26752 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/24/29 | &nbsp;&nbsp;16394 | &nbsp;&nbsp;17395 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;72680 | &nbsp;&nbsp;70918 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.727% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;26670 | &nbsp;&nbsp;27761 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/30 | &nbsp;&nbsp;11470 | &nbsp;&nbsp;11504 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;1/28/31 | &nbsp;&nbsp;40990 | &nbsp;&nbsp;41938 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;4/23/31 | &nbsp;&nbsp;23437 | &nbsp;&nbsp;24033 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/27/32 | &nbsp;&nbsp;30274 | &nbsp;&nbsp;26208 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.615% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;21805 | &nbsp;&nbsp;19395 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;21339 | &nbsp;&nbsp;18636 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/21/32 | &nbsp;&nbsp;42893 | &nbsp;&nbsp;37836 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9613 | &nbsp;&nbsp;10510 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;2/24/33 | &nbsp;&nbsp;34224 | &nbsp;&nbsp;30810 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;10/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;2511 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.851% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2491 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;7/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;7190 | &nbsp;&nbsp;&nbsp;&nbsp;7275 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;10/23/35 | &nbsp;&nbsp;36435 | &nbsp;&nbsp;35995 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;1/28/36 | &nbsp;&nbsp;80000 | &nbsp;&nbsp;82048 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/1/36 | &nbsp;&nbsp;21657 | &nbsp;&nbsp;23144 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;64932 | &nbsp;&nbsp;71249 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;10/31/38 | &nbsp;&nbsp;64172 | &nbsp;&nbsp;55929 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/39 | &nbsp;&nbsp;59244 | &nbsp;&nbsp;53381 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;25109 | &nbsp;&nbsp;26855 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;30708 | &nbsp;&nbsp;22953 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.908% | &nbsp;&nbsp;7/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.436% | &nbsp;&nbsp;2/24/43 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2174 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/44 | &nbsp;&nbsp;30160 | &nbsp;&nbsp;27106 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/45 | &nbsp;&nbsp;40704 | &nbsp;&nbsp;36590 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/45 | &nbsp;&nbsp;40085 | &nbsp;&nbsp;39474 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.734% | &nbsp;&nbsp;1/28/56 | &nbsp;&nbsp;30246 | &nbsp;&nbsp;30282 |
| <sup>8</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;1278 |
| <sup>8</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;1800 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;3402 | &nbsp;&nbsp;&nbsp;&nbsp;3311 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;4736 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;5823 | &nbsp;&nbsp;&nbsp;&nbsp;6121 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;24499 | &nbsp;&nbsp;24827 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;5891 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7494 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;15325 | &nbsp;&nbsp;15503 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;11430 | &nbsp;&nbsp;11440 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;10310 |
|  | Hanover Insurance Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2759 | &nbsp;&nbsp;&nbsp;&nbsp;2456 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;7917 | &nbsp;&nbsp;&nbsp;&nbsp;7446 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp;&nbsp;&nbsp;4748 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6091 | &nbsp;&nbsp;&nbsp;&nbsp;6313 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp;6266 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5309 | &nbsp;&nbsp;&nbsp;&nbsp;4449 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/19/49 | &nbsp;&nbsp;17661 | &nbsp;&nbsp;12918 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;3645 |
|  | Hercules Capital Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9402 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;2442 | &nbsp;&nbsp;&nbsp;&nbsp;2450 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;12467 | &nbsp;&nbsp;12891 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5501 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;7858 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/32 | &nbsp;&nbsp;14808 | &nbsp;&nbsp;14731 |
| <sup>3</sup> | HSBC Bank USA NA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5079 | &nbsp;&nbsp;&nbsp;&nbsp;5370 |
| <sup>3</sup> | HSBC Bank USA NA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;10486 | &nbsp;&nbsp;12025 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;20652 | &nbsp;&nbsp;20841 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.887% | &nbsp;&nbsp;8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.251% | &nbsp;&nbsp;11/22/27 | &nbsp;&nbsp;20946 | &nbsp;&nbsp;20297 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.041% | &nbsp;&nbsp;3/13/28 | &nbsp;&nbsp;36640 | &nbsp;&nbsp;36338 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;5/17/28 | &nbsp;&nbsp;21355 | &nbsp;&nbsp;21763 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;47526 | &nbsp;&nbsp;47685 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/11/28 | &nbsp;&nbsp;26904 | &nbsp;&nbsp;27283 |

---

------

Total Bond Market Index 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> | HSBC Holdings plc | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;9/22/28 | &nbsp;&nbsp;59714 | &nbsp;&nbsp;56568 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;11/3/28 | &nbsp;&nbsp;23828 | &nbsp;&nbsp;25295 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;5670 | &nbsp;&nbsp;&nbsp;&nbsp;5742 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;3/3/29 | &nbsp;&nbsp;15585 | &nbsp;&nbsp;15713 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.161% | &nbsp;&nbsp;3/9/29 | &nbsp;&nbsp;22900 | &nbsp;&nbsp;23810 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/29 | &nbsp;&nbsp;34895 | &nbsp;&nbsp;34944 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.206% | &nbsp;&nbsp;8/17/29 | &nbsp;&nbsp;29639 | &nbsp;&nbsp;27601 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;20473 | &nbsp;&nbsp;20811 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;43678 | &nbsp;&nbsp;42518 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;11/19/30 | &nbsp;&nbsp;29825 | &nbsp;&nbsp;30464 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8304 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.848% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;20680 | &nbsp;&nbsp;18895 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.357% | &nbsp;&nbsp;8/18/31 | &nbsp;&nbsp;20641 | &nbsp;&nbsp;18325 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.733% | &nbsp;&nbsp;5/17/32 | &nbsp;&nbsp;13680 | &nbsp;&nbsp;14222 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp;&nbsp;&nbsp;9053 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/32 | &nbsp;&nbsp;49756 | &nbsp;&nbsp;44184 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;11/22/32 | &nbsp;&nbsp;42897 | &nbsp;&nbsp;37927 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;2192 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;3/29/33 | &nbsp;&nbsp;19732 | &nbsp;&nbsp;19288 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.402% | &nbsp;&nbsp;8/11/33 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;12337 |
|  | HSBC Holdings plc | &nbsp;&nbsp;8.113% | &nbsp;&nbsp;11/3/33 | &nbsp;&nbsp;25802 | &nbsp;&nbsp;29804 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;3/9/34 | &nbsp;&nbsp;29847 | &nbsp;&nbsp;31912 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.547% | &nbsp;&nbsp;6/20/34 | &nbsp;&nbsp;13705 | &nbsp;&nbsp;14541 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.399% | &nbsp;&nbsp;11/13/34 | &nbsp;&nbsp;28300 | &nbsp;&nbsp;31660 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.719% | &nbsp;&nbsp;3/4/35 | &nbsp;&nbsp;17070 | &nbsp;&nbsp;17704 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;11/18/35 | &nbsp;&nbsp;27979 | &nbsp;&nbsp;28294 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/3/36 | &nbsp;&nbsp;30600 | &nbsp;&nbsp;30765 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/2/36 | &nbsp;&nbsp;22844 | &nbsp;&nbsp;24221 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;5/13/36 | &nbsp;&nbsp;26148 | &nbsp;&nbsp;26910 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;46304 | &nbsp;&nbsp;49069 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;6/1/38 | &nbsp;&nbsp;13358 | &nbsp;&nbsp;14449 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;9368 | &nbsp;&nbsp;&nbsp;&nbsp;9904 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/44 | &nbsp;&nbsp;29850 | &nbsp;&nbsp;32083 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/44 | &nbsp;&nbsp;33754 | &nbsp;&nbsp;31984 |
|  | HSBC USA Inc. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;3/4/27 | &nbsp;&nbsp;14255 | &nbsp;&nbsp;14490 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4940 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/29 | &nbsp;&nbsp;20660 | &nbsp;&nbsp;21673 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/4/30 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;17389 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.272% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;14815 | &nbsp;&nbsp;15174 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.023% | &nbsp;&nbsp;5/17/33 | &nbsp;&nbsp;10099 | &nbsp;&nbsp;&nbsp;&nbsp;9977 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/35 | &nbsp;&nbsp;16412 | &nbsp;&nbsp;16769 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.141% | &nbsp;&nbsp;11/18/39 | &nbsp;&nbsp;14160 | &nbsp;&nbsp;14451 |
| <sup>3</sup> | Huntington National Bank | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5680 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;8111 |
|  | Huntington National Bank | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;5/17/28 | &nbsp;&nbsp;22868 | &nbsp;&nbsp;22938 |
|  | Industrial & Commercial Bank of China Ltd. | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7941 |
|  | ING Groep NV | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/29/27 | &nbsp;&nbsp;20413 | &nbsp;&nbsp;20318 |
|  | ING Groep NV | &nbsp;&nbsp;6.083% | &nbsp;&nbsp;9/11/27 | &nbsp;&nbsp;16194 | &nbsp;&nbsp;16493 |
|  | ING Groep NV | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;6117 | &nbsp;&nbsp;&nbsp;&nbsp;6078 |
|  | ING Groep NV | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/2/28 | &nbsp;&nbsp;16600 | &nbsp;&nbsp;16674 |
|  | ING Groep NV | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6567 |
|  | ING Groep NV | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;5892 | &nbsp;&nbsp;&nbsp;&nbsp;5817 |
|  | ING Groep NV | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;3453 | &nbsp;&nbsp;&nbsp;&nbsp;3543 |
|  | ING Groep NV | &nbsp;&nbsp;5.066% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;8576 |
|  | ING Groep NV | &nbsp;&nbsp;2.727% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6059 | &nbsp;&nbsp;&nbsp;&nbsp;5440 |
|  | ING Groep NV | &nbsp;&nbsp;4.252% | &nbsp;&nbsp;3/28/33 | &nbsp;&nbsp;13053 | &nbsp;&nbsp;12550 |
|  | ING Groep NV | &nbsp;&nbsp;6.114% | &nbsp;&nbsp;9/11/34 | &nbsp;&nbsp;10515 | &nbsp;&nbsp;11173 |
|  | ING Groep NV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/19/35 | &nbsp;&nbsp;20035 | &nbsp;&nbsp;20522 |
|  | ING Groep NV | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;3/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4071 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6041 | &nbsp;&nbsp;&nbsp;&nbsp;5903 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;14385 | &nbsp;&nbsp;14105 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/21/28 | &nbsp;&nbsp;12232 | &nbsp;&nbsp;12043 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8311 | &nbsp;&nbsp;&nbsp;&nbsp;8338 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;21356 | &nbsp;&nbsp;19144 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;38448 | &nbsp;&nbsp;31916 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;26096 | &nbsp;&nbsp;25969 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;16216 | &nbsp;&nbsp;11734 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/21/48 | &nbsp;&nbsp;&nbsp;&nbsp;9194 | &nbsp;&nbsp;&nbsp;&nbsp;7584 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;34450 | &nbsp;&nbsp;22495 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;10848 | &nbsp;&nbsp;&nbsp;&nbsp;9804 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;26839 | &nbsp;&nbsp;16308 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;8422 | &nbsp;&nbsp;&nbsp;&nbsp;7851 |
|  | Invesco Finance plc | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/30/43 | &nbsp;&nbsp;11517 | &nbsp;&nbsp;10885 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;8227 | &nbsp;&nbsp;&nbsp;&nbsp;7294 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;8039 | &nbsp;&nbsp;&nbsp;&nbsp;5460 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8326 | &nbsp;&nbsp;&nbsp;&nbsp;8396 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3368 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;5934 | &nbsp;&nbsp;&nbsp;&nbsp;6154 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;15322 | &nbsp;&nbsp;14970 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3665 | &nbsp;&nbsp;&nbsp;&nbsp;3189 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/14/34 | &nbsp;&nbsp;23635 | &nbsp;&nbsp;24685 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;9648 | &nbsp;&nbsp;10022 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;5079 | &nbsp;&nbsp;&nbsp;&nbsp;5288 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;59612 | &nbsp;&nbsp;58745 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;12767 | &nbsp;&nbsp;13324 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;21484 | &nbsp;&nbsp;21463 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/29/27 | &nbsp;&nbsp;16018 | &nbsp;&nbsp;17097 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;9/22/27 | &nbsp;&nbsp;24318 | &nbsp;&nbsp;23461 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;24787 | &nbsp;&nbsp;24896 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;20289 | &nbsp;&nbsp;20013 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;1/23/28 | &nbsp;&nbsp;35325 | &nbsp;&nbsp;35704 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.782% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;80624 | &nbsp;&nbsp;79919 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.947% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;6199 | &nbsp;&nbsp;&nbsp;&nbsp;6058 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.571% | &nbsp;&nbsp;4/22/28 | &nbsp;&nbsp;26161 | &nbsp;&nbsp;26696 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.323% | &nbsp;&nbsp;4/26/28 | &nbsp;&nbsp;26244 | &nbsp;&nbsp;26226 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;31936 | &nbsp;&nbsp;31469 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.182% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;15326 | &nbsp;&nbsp;14722 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;13855 | &nbsp;&nbsp;14032 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;21523 | &nbsp;&nbsp;21746 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/28 | &nbsp;&nbsp;11355 | &nbsp;&nbsp;11389 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.509% | &nbsp;&nbsp;1/23/29 | &nbsp;&nbsp;47414 | &nbsp;&nbsp;46441 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.915% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;24950 | &nbsp;&nbsp;25282 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;38944 | &nbsp;&nbsp;38587 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;39370 | &nbsp;&nbsp;36949 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.203% | &nbsp;&nbsp;7/23/29 | &nbsp;&nbsp;38605 | &nbsp;&nbsp;38450 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.299% | &nbsp;&nbsp;7/24/29 | &nbsp;&nbsp;44993 | &nbsp;&nbsp;46196 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;12/5/29 | &nbsp;&nbsp;26889 | &nbsp;&nbsp;26942 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;25478 | &nbsp;&nbsp;25948 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.581% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;45546 | &nbsp;&nbsp;47304 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;14397 | &nbsp;&nbsp;14016 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.565% | &nbsp;&nbsp;6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;3608 | &nbsp;&nbsp;&nbsp;&nbsp;3623 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;34314 | &nbsp;&nbsp;34936 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6067 | &nbsp;&nbsp;&nbsp;&nbsp;7168 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;82728 | &nbsp;&nbsp;77117 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;22290 | &nbsp;&nbsp;22368 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;55065 | &nbsp;&nbsp;56488 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;3/24/31 | &nbsp;&nbsp;38550 | &nbsp;&nbsp;38477 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;4/22/31 | &nbsp;&nbsp;25293 | &nbsp;&nbsp;23116 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.103% | &nbsp;&nbsp;4/22/31 | &nbsp;&nbsp;14909 | &nbsp;&nbsp;15278 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.956% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;50650 | &nbsp;&nbsp;46819 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.764% | &nbsp;&nbsp;11/19/31 | &nbsp;&nbsp;27845 | &nbsp;&nbsp;24129 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;38162 | &nbsp;&nbsp;33107 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;30972 | &nbsp;&nbsp;27661 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.545% | &nbsp;&nbsp;11/8/32 | &nbsp;&nbsp;49638 | &nbsp;&nbsp;43696 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;1/25/33 | &nbsp;&nbsp;59111 | &nbsp;&nbsp;53111 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.586% | &nbsp;&nbsp;4/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;8517 | &nbsp;&nbsp;&nbsp;&nbsp;8431 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;58518 | &nbsp;&nbsp;58855 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/14/33 | &nbsp;&nbsp;27046 | &nbsp;&nbsp;28180 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;54287 | &nbsp;&nbsp;55909 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.336% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;33521 | &nbsp;&nbsp;34288 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;4/22/35 | &nbsp;&nbsp;32846 | &nbsp;&nbsp;34494 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;7/22/35 | &nbsp;&nbsp;37115 | &nbsp;&nbsp;37785 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.946% | &nbsp;&nbsp;10/22/35 | &nbsp;&nbsp;72465 | &nbsp;&nbsp;71717 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;8555 | &nbsp;&nbsp;&nbsp;&nbsp;8815 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.572% | &nbsp;&nbsp;4/22/36 | &nbsp;&nbsp;54624 | &nbsp;&nbsp;56664 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;27860 | &nbsp;&nbsp;30948 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;7/24/38 | &nbsp;&nbsp;50496 | &nbsp;&nbsp;44546 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;19816 | &nbsp;&nbsp;20206 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/41 | &nbsp;&nbsp;42359 | &nbsp;&nbsp;32400 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/41 | &nbsp;&nbsp;16476 | &nbsp;&nbsp;16910 |

---

------

Total Bond Market Index 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;2.525% | &nbsp;&nbsp;11/19/41 | &nbsp;&nbsp;35904 | &nbsp;&nbsp;25176 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/6/42 | &nbsp;&nbsp;20779 | &nbsp;&nbsp;20823 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;27870 | &nbsp;&nbsp;21034 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/43 | &nbsp;&nbsp;17730 | &nbsp;&nbsp;17854 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/44 | &nbsp;&nbsp;10618 | &nbsp;&nbsp;&nbsp;&nbsp;9879 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;19121 | &nbsp;&nbsp;17476 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.534% | &nbsp;&nbsp;11/29/45 | &nbsp;&nbsp;31690 | &nbsp;&nbsp;31790 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;2/22/48 | &nbsp;&nbsp;20979 | &nbsp;&nbsp;17664 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.032% | &nbsp;&nbsp;7/24/48 | &nbsp;&nbsp;33941 | &nbsp;&nbsp;27497 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;79497 | &nbsp;&nbsp;63587 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.897% | &nbsp;&nbsp;1/23/49 | &nbsp;&nbsp;29352 | &nbsp;&nbsp;23168 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/51 | &nbsp;&nbsp;36533 | &nbsp;&nbsp;24573 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;4/22/52 | &nbsp;&nbsp;23776 | &nbsp;&nbsp;16654 |
|  | JPMorgan Chase Bank NA | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;5692 |
|  | Kemper Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5890 |
|  | Kemper Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;6490 | &nbsp;&nbsp;&nbsp;&nbsp;5917 |
| <sup>3</sup> | KeyBank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;11231 | &nbsp;&nbsp;11593 |
| <sup>3</sup> | KeyBank NA | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;12/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;2746 |
| <sup>3</sup> | KeyBank NA | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3953 | &nbsp;&nbsp;&nbsp;&nbsp;4168 |
| <sup>3</sup> | KeyBank NA | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/8/32 | &nbsp;&nbsp;18200 | &nbsp;&nbsp;17557 |
|  | KeyBank NA | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/33 | &nbsp;&nbsp;18190 | &nbsp;&nbsp;17935 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;3618 | &nbsp;&nbsp;&nbsp;&nbsp;3489 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7254 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;17900 | &nbsp;&nbsp;16523 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;6616 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;4.789% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7435 | &nbsp;&nbsp;&nbsp;&nbsp;7247 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp;10640 |
|  | Lazard Group LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;14122 | &nbsp;&nbsp;13882 |
|  | Lazard Group LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;8142 | &nbsp;&nbsp;&nbsp;&nbsp;8113 |
|  | Lazard Group LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;7758 | &nbsp;&nbsp;&nbsp;&nbsp;7675 |
|  | Lazard Group LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4799 |
|  | Legg Mason Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8618 | &nbsp;&nbsp;&nbsp;&nbsp;8573 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/12/26 | &nbsp;&nbsp;11014 | &nbsp;&nbsp;10881 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;11296 | &nbsp;&nbsp;11111 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7922 | &nbsp;&nbsp;&nbsp;&nbsp;7446 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;4795 |
|  | Lincoln National Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/9/37 | &nbsp;&nbsp;&nbsp;&nbsp;5154 | &nbsp;&nbsp;&nbsp;&nbsp;5388 |
|  | Lincoln National Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;8507 | &nbsp;&nbsp;&nbsp;&nbsp;9431 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;31823 | &nbsp;&nbsp;31544 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;8/7/27 | &nbsp;&nbsp;21378 | &nbsp;&nbsp;21699 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;&nbsp;3422 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;43200 | &nbsp;&nbsp;43144 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;18675 | &nbsp;&nbsp;18737 |
| <sup>3</sup> | Lloyds Banking Group plc | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;50153 | &nbsp;&nbsp;49083 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;8485 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.871% | &nbsp;&nbsp;3/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;7620 | &nbsp;&nbsp;&nbsp;&nbsp;7879 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.721% | &nbsp;&nbsp;6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1267 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;8/11/33 | &nbsp;&nbsp;33085 | &nbsp;&nbsp;32847 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;7.953% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;8255 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.679% | &nbsp;&nbsp;1/5/35 | &nbsp;&nbsp;21458 | &nbsp;&nbsp;22022 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;11/26/35 | &nbsp;&nbsp;10880 | &nbsp;&nbsp;11060 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;6/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;5009 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4392 | &nbsp;&nbsp;&nbsp;&nbsp;4087 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.369% | &nbsp;&nbsp;12/14/46 | &nbsp;&nbsp;16250 | &nbsp;&nbsp;11589 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.344% | &nbsp;&nbsp;1/9/48 | &nbsp;&nbsp;14224 | &nbsp;&nbsp;11309 |
|  | Loews Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;8937 |
|  | Loews Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;4182 |
|  | Loews Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;7862 | &nbsp;&nbsp;&nbsp;&nbsp;6670 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;6975 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4382 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;7135 | &nbsp;&nbsp;&nbsp;&nbsp;7612 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9948 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;6935 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6734 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6573 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;14360 | &nbsp;&nbsp;14384 |
| <sup>3</sup> | M&T Bank Corp. | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;3470 | &nbsp;&nbsp;&nbsp;&nbsp;3499 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/29 | &nbsp;&nbsp;13731 | &nbsp;&nbsp;14899 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;24570 | &nbsp;&nbsp;24982 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/32 | &nbsp;&nbsp;13008 | &nbsp;&nbsp;13730 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/34 | &nbsp;&nbsp;30287 | &nbsp;&nbsp;29862 |
| <sup>3</sup> | M&T Bank Corp. | &nbsp;&nbsp;5.385% | &nbsp;&nbsp;1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;3747 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;7995 | &nbsp;&nbsp;&nbsp;&nbsp;7823 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6341 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
| <sup>3</sup> | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;6617 | &nbsp;&nbsp;&nbsp;&nbsp;6460 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/28 | &nbsp;&nbsp;18623 | &nbsp;&nbsp;18788 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/28 | &nbsp;&nbsp;14750 | &nbsp;&nbsp;14847 |
| <sup>3</sup> | Manulife Financial Corp. | &nbsp;&nbsp;4.061% | &nbsp;&nbsp;2/24/32 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;10279 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;3.703% | &nbsp;&nbsp;3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;8691 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/4/46 | &nbsp;&nbsp;10728 | &nbsp;&nbsp;10572 |
|  | Marex Group plc | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;7214 |
|  | Marex Group plc | &nbsp;&nbsp;6.404% | &nbsp;&nbsp;11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;8660 | &nbsp;&nbsp;&nbsp;&nbsp;8912 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;6864 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3881 | &nbsp;&nbsp;&nbsp;&nbsp;3737 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/5/46 | &nbsp;&nbsp;&nbsp;&nbsp;6438 | &nbsp;&nbsp;&nbsp;&nbsp;5716 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5483 | &nbsp;&nbsp;&nbsp;&nbsp;4345 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;6576 | &nbsp;&nbsp;&nbsp;&nbsp;5752 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;5271 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;3552 |
|  | Markel Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp;7885 | &nbsp;&nbsp;&nbsp;&nbsp;7884 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/8/27 | &nbsp;&nbsp;10955 | &nbsp;&nbsp;11041 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8589 | &nbsp;&nbsp;&nbsp;&nbsp;8625 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;11388 | &nbsp;&nbsp;11524 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;10206 | &nbsp;&nbsp;&nbsp;&nbsp;9139 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;13780 | &nbsp;&nbsp;13987 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3463 | &nbsp;&nbsp;&nbsp;&nbsp;3689 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5729 | &nbsp;&nbsp;&nbsp;&nbsp;6115 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6974 | &nbsp;&nbsp;&nbsp;&nbsp;7229 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5719 | &nbsp;&nbsp;&nbsp;&nbsp;5837 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;25790 | &nbsp;&nbsp;25772 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;25468 | &nbsp;&nbsp;24188 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;6588 | &nbsp;&nbsp;&nbsp;&nbsp;5567 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;6766 | &nbsp;&nbsp;&nbsp;&nbsp;5561 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;13585 | &nbsp;&nbsp;12255 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4607 | &nbsp;&nbsp;&nbsp;&nbsp;4953 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;2730 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;14472 | &nbsp;&nbsp;14549 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5601 | &nbsp;&nbsp;&nbsp;&nbsp;5401 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;7738 | &nbsp;&nbsp;&nbsp;&nbsp;7459 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/21/26 | &nbsp;&nbsp;24845 | &nbsp;&nbsp;24500 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/26/27 | &nbsp;&nbsp;17970 | &nbsp;&nbsp;17781 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7966 | &nbsp;&nbsp;&nbsp;&nbsp;7995 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;6241 | &nbsp;&nbsp;&nbsp;&nbsp;6165 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp;&nbsp;&nbsp;8831 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2971 | &nbsp;&nbsp;&nbsp;&nbsp;3013 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;13359 | &nbsp;&nbsp;12829 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/26/30 | &nbsp;&nbsp;19465 | &nbsp;&nbsp;18776 |
|  | Mastercard Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6736 | &nbsp;&nbsp;&nbsp;&nbsp;5945 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;9909 | &nbsp;&nbsp;&nbsp;&nbsp;8636 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;16918 | &nbsp;&nbsp;16846 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8920 | &nbsp;&nbsp;&nbsp;&nbsp;9177 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;7564 | &nbsp;&nbsp;&nbsp;&nbsp;7657 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;26120 | &nbsp;&nbsp;25672 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/21/46 | &nbsp;&nbsp;11183 | &nbsp;&nbsp;&nbsp;&nbsp;8938 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/26/48 | &nbsp;&nbsp;16007 | &nbsp;&nbsp;12892 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;13721 | &nbsp;&nbsp;10481 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/26/50 | &nbsp;&nbsp;20617 | &nbsp;&nbsp;16268 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9443 | &nbsp;&nbsp;&nbsp;&nbsp;6228 |
|  | Mercury General Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4959 | &nbsp;&nbsp;&nbsp;&nbsp;4916 |
|  | MetLife Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/23/30 | &nbsp;&nbsp;24355 | &nbsp;&nbsp;24684 |
|  | MetLife Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;16022 | &nbsp;&nbsp;16679 |
|  | MetLife Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5486 | &nbsp;&nbsp;&nbsp;&nbsp;6072 |
|  | MetLife Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;15906 | &nbsp;&nbsp;16335 |
| <sup>3</sup> | MetLife Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;10213 | &nbsp;&nbsp;10616 |
| <sup>3</sup> | MetLife Inc. | &nbsp;&nbsp;10.750% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;3596 | &nbsp;&nbsp;&nbsp;&nbsp;4816 |
|  | MetLife Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/6/41 | &nbsp;&nbsp;19324 | &nbsp;&nbsp;20030 |
|  | MetLife Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/13/42 | &nbsp;&nbsp;12108 | &nbsp;&nbsp;10177 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/43 | &nbsp;&nbsp;14830 | &nbsp;&nbsp;13611 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | MetLife Inc. | &nbsp;&nbsp;4.721% | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8024 | &nbsp;&nbsp;&nbsp;&nbsp;7140 |
|  | MetLife Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;13115 | &nbsp;&nbsp;10728 |
|  | MetLife Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/13/46 | &nbsp;&nbsp;&nbsp;&nbsp;4078 | &nbsp;&nbsp;&nbsp;&nbsp;3611 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;19890 | &nbsp;&nbsp;18034 |
|  | MetLife Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;17181 | &nbsp;&nbsp;16182 |
| <sup>3</sup> | MetLife Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;13030 | &nbsp;&nbsp;13377 |
|  | MGIC Investment Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3416 | &nbsp;&nbsp;&nbsp;&nbsp;3416 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.757% | &nbsp;&nbsp;9/13/26 | &nbsp;&nbsp;16733 | &nbsp;&nbsp;16435 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.677% | &nbsp;&nbsp;2/22/27 | &nbsp;&nbsp;59117 | &nbsp;&nbsp;58583 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;1.538% | &nbsp;&nbsp;7/20/27 | &nbsp;&nbsp;18076 | &nbsp;&nbsp;17537 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;7/25/27 | &nbsp;&nbsp;27153 | &nbsp;&nbsp;26686 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;1.640% | &nbsp;&nbsp;10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.341% | &nbsp;&nbsp;1/19/28 | &nbsp;&nbsp;27339 | &nbsp;&nbsp;26482 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/2/28 | &nbsp;&nbsp;20609 | &nbsp;&nbsp;20486 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;4/19/28 | &nbsp;&nbsp;11630 | &nbsp;&nbsp;11564 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;14866 | &nbsp;&nbsp;15049 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;6188 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;9/13/28 | &nbsp;&nbsp;14387 | &nbsp;&nbsp;14700 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.422% | &nbsp;&nbsp;2/22/29 | &nbsp;&nbsp;13129 | &nbsp;&nbsp;13459 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;3/7/29 | &nbsp;&nbsp;23308 | &nbsp;&nbsp;22861 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.242% | &nbsp;&nbsp;4/19/29 | &nbsp;&nbsp;27675 | &nbsp;&nbsp;28282 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.195% | &nbsp;&nbsp;7/18/29 | &nbsp;&nbsp;25302 | &nbsp;&nbsp;24115 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.559% | &nbsp;&nbsp;2/25/30 | &nbsp;&nbsp;33448 | &nbsp;&nbsp;30686 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/30 | &nbsp;&nbsp;12210 | &nbsp;&nbsp;12517 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.048% | &nbsp;&nbsp;7/17/30 | &nbsp;&nbsp;13351 | &nbsp;&nbsp;11852 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;1/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;7410 | &nbsp;&nbsp;&nbsp;&nbsp;7585 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;7/20/32 | &nbsp;&nbsp;30981 | &nbsp;&nbsp;26982 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.494% | &nbsp;&nbsp;10/13/32 | &nbsp;&nbsp;14583 | &nbsp;&nbsp;12753 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;1/19/33 | &nbsp;&nbsp;21730 | &nbsp;&nbsp;19214 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;9963 | &nbsp;&nbsp;&nbsp;&nbsp;9586 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.133% | &nbsp;&nbsp;7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;6747 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.441% | &nbsp;&nbsp;2/22/34 | &nbsp;&nbsp;16951 | &nbsp;&nbsp;17432 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.406% | &nbsp;&nbsp;4/19/34 | &nbsp;&nbsp;35324 | &nbsp;&nbsp;36225 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.426% | &nbsp;&nbsp;4/17/35 | &nbsp;&nbsp;39785 | &nbsp;&nbsp;40597 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;1/16/36 | &nbsp;&nbsp;10223 | &nbsp;&nbsp;10505 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.615% | &nbsp;&nbsp;4/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5147 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.286% | &nbsp;&nbsp;7/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;2754 | &nbsp;&nbsp;&nbsp;&nbsp;2549 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;5374 | &nbsp;&nbsp;&nbsp;&nbsp;4956 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;7/18/39 | &nbsp;&nbsp;21712 | &nbsp;&nbsp;18677 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.663% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;3148 | &nbsp;&nbsp;&nbsp;&nbsp;3118 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;1.554% | &nbsp;&nbsp;7/9/27 | &nbsp;&nbsp;11495 | &nbsp;&nbsp;11163 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.018% | &nbsp;&nbsp;3/5/28 | &nbsp;&nbsp;21821 | &nbsp;&nbsp;21723 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;5/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp;&nbsp;&nbsp;8648 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;7/6/29 | &nbsp;&nbsp;11060 | &nbsp;&nbsp;11483 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.254% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;17140 | &nbsp;&nbsp;17041 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.153% | &nbsp;&nbsp;7/16/30 | &nbsp;&nbsp;31495 | &nbsp;&nbsp;29808 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.869% | &nbsp;&nbsp;9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;6033 | &nbsp;&nbsp;&nbsp;&nbsp;5630 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4889 |
| <sup>6</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.711% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;12150 | &nbsp;&nbsp;12150 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.201% | &nbsp;&nbsp;7/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;7278 | &nbsp;&nbsp;&nbsp;&nbsp;6475 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;1.979% | &nbsp;&nbsp;9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;1738 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.564% | &nbsp;&nbsp;9/13/31 | &nbsp;&nbsp;12080 | &nbsp;&nbsp;10539 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;5/22/32 | &nbsp;&nbsp;26030 | &nbsp;&nbsp;22505 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.748% | &nbsp;&nbsp;7/6/34 | &nbsp;&nbsp;38420 | &nbsp;&nbsp;39957 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.579% | &nbsp;&nbsp;5/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;5823 | &nbsp;&nbsp;&nbsp;&nbsp;5974 |
| <sup>6</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.323% | &nbsp;&nbsp;7/8/36 | &nbsp;&nbsp;16150 | &nbsp;&nbsp;16187 |
|  | Morgan Stanley | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/24/25 | &nbsp;&nbsp;32219 | &nbsp;&nbsp;32232 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;42244 | &nbsp;&nbsp;41718 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/9/26 | &nbsp;&nbsp;22349 | &nbsp;&nbsp;22798 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;56052 | &nbsp;&nbsp;55973 |
|  | Morgan Stanley | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/20/27 | &nbsp;&nbsp;45058 | &nbsp;&nbsp;44683 |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/27 | &nbsp;&nbsp;60154 | &nbsp;&nbsp;59771 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;1.512% | &nbsp;&nbsp;7/20/27 | &nbsp;&nbsp;22469 | &nbsp;&nbsp;21800 |
|  | Morgan Stanley | &nbsp;&nbsp;2.475% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;16966 | &nbsp;&nbsp;16473 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;20760 | &nbsp;&nbsp;21221 |
|  | Morgan Stanley | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;24886 | &nbsp;&nbsp;24825 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;55277 | &nbsp;&nbsp;54304 |
|  | Morgan Stanley | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;30391 | &nbsp;&nbsp;31662 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.772% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;17062 | &nbsp;&nbsp;16800 |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;42388 | &nbsp;&nbsp;43128 |

---

------

Total Bond Market Index 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> | Morgan Stanley | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;26522 | &nbsp;&nbsp;&nbsp;&nbsp;26911 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;35810 | &nbsp;&nbsp;&nbsp;&nbsp;36514 |
|  | Morgan Stanley | &nbsp;&nbsp;5.449% | &nbsp;&nbsp;7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;32396 | &nbsp;&nbsp;&nbsp;&nbsp;33313 |
|  | Morgan Stanley | &nbsp;&nbsp;6.407% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2119 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;35768 | &nbsp;&nbsp;&nbsp;&nbsp;35686 |
|  | Morgan Stanley | &nbsp;&nbsp;5.656% | &nbsp;&nbsp;4/18/30 | &nbsp;&nbsp;122241 | &nbsp;&nbsp;127045 |
|  | Morgan Stanley | &nbsp;&nbsp;5.042% | &nbsp;&nbsp;7/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;29010 | &nbsp;&nbsp;&nbsp;&nbsp;29507 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;25925 | &nbsp;&nbsp;&nbsp;&nbsp;25979 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;141040 | &nbsp;&nbsp;144623 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.699% | &nbsp;&nbsp;1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;78277 | &nbsp;&nbsp;&nbsp;&nbsp;72145 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.622% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;53209 | &nbsp;&nbsp;&nbsp;&nbsp;51009 |
|  | Morgan Stanley | &nbsp;&nbsp;5.192% | &nbsp;&nbsp;4/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7711 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;1.794% | &nbsp;&nbsp;2/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;63529 | &nbsp;&nbsp;&nbsp;&nbsp;54338 |
|  | Morgan Stanley | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;28720 | &nbsp;&nbsp;&nbsp;&nbsp;33068 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;1.928% | &nbsp;&nbsp;4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;27942 | &nbsp;&nbsp;&nbsp;&nbsp;23892 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;45900 | &nbsp;&nbsp;&nbsp;&nbsp;39753 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;21701 | &nbsp;&nbsp;&nbsp;&nbsp;19012 |
|  | Morgan Stanley | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;27532 | &nbsp;&nbsp;&nbsp;&nbsp;24571 |
|  | Morgan Stanley | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;10/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;41415 | &nbsp;&nbsp;&nbsp;&nbsp;44970 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;11970 | &nbsp;&nbsp;&nbsp;&nbsp;12266 |
|  | Morgan Stanley | &nbsp;&nbsp;6.627% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;31460 | &nbsp;&nbsp;&nbsp;&nbsp;34684 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;43821 | &nbsp;&nbsp;&nbsp;&nbsp;44817 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;50735 | &nbsp;&nbsp;&nbsp;&nbsp;53185 |
|  | Morgan Stanley | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;7/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;80805 | &nbsp;&nbsp;&nbsp;&nbsp;81783 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;49155 | &nbsp;&nbsp;&nbsp;&nbsp;50542 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;41465 |
|  | Morgan Stanley | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;9/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;41791 | &nbsp;&nbsp;&nbsp;&nbsp;35504 |
|  | Morgan Stanley | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;4/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;18418 | &nbsp;&nbsp;&nbsp;&nbsp;18329 |
|  | Morgan Stanley | &nbsp;&nbsp;5.948% | &nbsp;&nbsp;1/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;23704 | &nbsp;&nbsp;&nbsp;&nbsp;24379 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;27838 | &nbsp;&nbsp;&nbsp;&nbsp;24240 |
|  | Morgan Stanley | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;2/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;10140 | &nbsp;&nbsp;&nbsp;&nbsp;10410 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;32523 | &nbsp;&nbsp;&nbsp;&nbsp;30099 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;15317 | &nbsp;&nbsp;&nbsp;&nbsp;11640 |
|  | Morgan Stanley | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;39453 | &nbsp;&nbsp;&nbsp;&nbsp;43128 |
|  | Morgan Stanley | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;54855 | &nbsp;&nbsp;&nbsp;&nbsp;46743 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;13494 | &nbsp;&nbsp;&nbsp;&nbsp;11510 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;23028 | &nbsp;&nbsp;&nbsp;&nbsp;22837 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.802% | &nbsp;&nbsp;1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;33520 | &nbsp;&nbsp;&nbsp;&nbsp;20724 |
|  | Morgan Stanley | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;11/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;22267 | &nbsp;&nbsp;&nbsp;&nbsp;21768 |
| <sup>3</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;23882 | &nbsp;&nbsp;&nbsp;&nbsp;24392 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;4.447% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;36915 | &nbsp;&nbsp;&nbsp;&nbsp;36968 |
| <sup>3</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;30336 | &nbsp;&nbsp;&nbsp;&nbsp;30591 |
| <sup>3</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;41805 | &nbsp;&nbsp;&nbsp;&nbsp;42691 |
| <sup>3</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;14749 | &nbsp;&nbsp;&nbsp;&nbsp;14928 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;29840 | &nbsp;&nbsp;&nbsp;&nbsp;30302 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9219 |
| <sup>8</sup> | MSD Investment Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4312 |
| <sup>3</sup> | Munich Re America Corp. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4629 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413 |
|  | Nasdaq Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8245 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6369 |
|  | Nasdaq Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;10232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7097 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5752 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;10219 |
|  | Nasdaq Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/28/63 | &nbsp;&nbsp;&nbsp;&nbsp;11890 | &nbsp;&nbsp;&nbsp;&nbsp;12154 |
| <sup>3</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;27991 | &nbsp;&nbsp;&nbsp;&nbsp;27522 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8210 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.308% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;21410 | &nbsp;&nbsp;&nbsp;&nbsp;21940 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;11570 | &nbsp;&nbsp;&nbsp;&nbsp;11813 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6474 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.534% | &nbsp;&nbsp;6/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4551 |
|  | National Bank of Canada | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;10715 | &nbsp;&nbsp;&nbsp;&nbsp;11125 |
| <sup>3</sup> | Nationwide Financial Services Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3191 |
|  | NatWest Group plc | &nbsp;&nbsp;7.472% | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9876 |
|  | NatWest Group plc | &nbsp;&nbsp;5.583% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2198 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;24094 | &nbsp;&nbsp;&nbsp;&nbsp;23491 |
|  | NatWest Group plc | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8045 |

---

------

Total Bond Market Index 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> | NatWest Group plc | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;45010 | &nbsp;&nbsp;&nbsp;&nbsp;45445 |
|  | NatWest Group plc | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;12145 | &nbsp;&nbsp;&nbsp;&nbsp;12604 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;5.076% | &nbsp;&nbsp;1/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;46596 | &nbsp;&nbsp;&nbsp;&nbsp;47266 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;4.445% | &nbsp;&nbsp;5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5578 |
|  | NatWest Group plc | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;10382 | &nbsp;&nbsp;&nbsp;&nbsp;10503 |
|  | NatWest Group plc | &nbsp;&nbsp;6.016% | &nbsp;&nbsp;3/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;10195 | &nbsp;&nbsp;&nbsp;&nbsp;10783 |
|  | NatWest Group plc | &nbsp;&nbsp;6.475% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;13395 | &nbsp;&nbsp;&nbsp;&nbsp;14007 |
|  | NatWest Group plc | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;22838 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;3.032% | &nbsp;&nbsp;11/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;23863 | &nbsp;&nbsp;&nbsp;&nbsp;21510 |
|  | New Mountain Finance Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2901 |
|  | NMI Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3528 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;1.653% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;19275 | &nbsp;&nbsp;&nbsp;&nbsp;18718 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.329% | &nbsp;&nbsp;1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6808 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2101 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.386% | &nbsp;&nbsp;7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;18580 | &nbsp;&nbsp;&nbsp;&nbsp;18894 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3798 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;13822 | &nbsp;&nbsp;&nbsp;&nbsp;12900 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;10795 | &nbsp;&nbsp;&nbsp;&nbsp;11181 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;47342 | &nbsp;&nbsp;&nbsp;&nbsp;44192 |
| <sup>6</sup> | Nomura Holdings Inc. | &nbsp;&nbsp;4.904% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.679% | &nbsp;&nbsp;7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.608% | &nbsp;&nbsp;7/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.999% | &nbsp;&nbsp;1/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8003 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.783% | &nbsp;&nbsp;7/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;19779 | &nbsp;&nbsp;&nbsp;&nbsp;20443 |
| <sup>6</sup> | Nomura Holdings Inc. | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;6/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5634 |
|  | North Haven Private Income Fund LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2028 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8723 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;13129 | &nbsp;&nbsp;&nbsp;&nbsp;12665 |
|  | Northern Trust Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6130 |
| <sup>3</sup> | Northern Trust Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;20194 | &nbsp;&nbsp;&nbsp;&nbsp;19609 |
|  | Northern Trust Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;14433 | &nbsp;&nbsp;&nbsp;&nbsp;15584 |
|  | Oaktree Specialty Lending Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8490 |
|  | Oaktree Specialty Lending Corp. | &nbsp;&nbsp;6.340% | &nbsp;&nbsp;2/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862 |
| <sup>3</sup> | Oaktree Strategic Credit Fund | &nbsp;&nbsp;8.400% | &nbsp;&nbsp;11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 |
|  | Oaktree Strategic Credit Fund | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5368 |
|  | Old Republic International Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6126 |
|  | Old Republic International Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5632 |
|  | Old Republic International Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/11/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7023 |
|  | ORIX Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 |
|  | ORIX Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013 |
|  | ORIX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4256 |
|  | ORIX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8424 |
|  | ORIX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7905 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8807 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3031 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;12384 | &nbsp;&nbsp;&nbsp;&nbsp;12081 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;14112 | &nbsp;&nbsp;&nbsp;&nbsp;13775 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;24966 | &nbsp;&nbsp;&nbsp;&nbsp;24774 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;13233 | &nbsp;&nbsp;&nbsp;&nbsp;12319 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;11614 | &nbsp;&nbsp;&nbsp;&nbsp;11427 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;13975 | &nbsp;&nbsp;&nbsp;&nbsp;13722 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.102% | &nbsp;&nbsp;7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7703 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.615% | &nbsp;&nbsp;10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;10612 | &nbsp;&nbsp;&nbsp;&nbsp;10912 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5583 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;43208 | &nbsp;&nbsp;&nbsp;&nbsp;42053 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;21664 | &nbsp;&nbsp;&nbsp;&nbsp;22440 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;31413 | &nbsp;&nbsp;&nbsp;&nbsp;29121 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;35060 | &nbsp;&nbsp;&nbsp;&nbsp;36315 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;21630 | &nbsp;&nbsp;&nbsp;&nbsp;22203 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;13375 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;10/21/32 | &nbsp;&nbsp;104935 | &nbsp;&nbsp;105192 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.037% | &nbsp;&nbsp;10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;31517 | &nbsp;&nbsp;&nbsp;&nbsp;33506 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.068% | &nbsp;&nbsp;1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;12754 | &nbsp;&nbsp;&nbsp;&nbsp;12805 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.939% | &nbsp;&nbsp;8/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;12445 | &nbsp;&nbsp;&nbsp;&nbsp;13176 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;32825 | &nbsp;&nbsp;&nbsp;&nbsp;36682 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.676% | &nbsp;&nbsp;1/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;47315 | &nbsp;&nbsp;&nbsp;&nbsp;49138 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;1/29/36 | &nbsp;&nbsp;&nbsp;&nbsp;59430 | &nbsp;&nbsp;&nbsp;&nbsp;61266 |
|  | Primerica Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6811 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;11165 | &nbsp;&nbsp;&nbsp;&nbsp;10977 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;13312 | &nbsp;&nbsp;11867 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;2075 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;6013 | &nbsp;&nbsp;&nbsp;&nbsp;5340 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;5225 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;8356 | &nbsp;&nbsp;&nbsp;&nbsp;6969 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;4115 | &nbsp;&nbsp;&nbsp;&nbsp;3963 |
|  | Progressive Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9219 | &nbsp;&nbsp;&nbsp;&nbsp;8992 |
|  | Progressive Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9722 | &nbsp;&nbsp;&nbsp;&nbsp;9662 |
|  | Progressive Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  | Progressive Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;9161 | &nbsp;&nbsp;&nbsp;&nbsp;8746 |
|  | Progressive Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;10197 |
|  | Progressive Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1558 | &nbsp;&nbsp;&nbsp;&nbsp;1712 |
|  | Progressive Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5233 |
|  | Progressive Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;4039 |
|  | Progressive Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;16983 | &nbsp;&nbsp;13959 |
|  | Progressive Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6542 | &nbsp;&nbsp;&nbsp;&nbsp;5412 |
|  | Progressive Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;8310 | &nbsp;&nbsp;&nbsp;&nbsp;6510 |
|  | Progressive Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;5664 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;5380 | &nbsp;&nbsp;&nbsp;&nbsp;5354 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;4026 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;3514 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;3807 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/14/36 | &nbsp;&nbsp;11714 | &nbsp;&nbsp;12296 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;7588 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp;&nbsp;&nbsp;4240 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;7266 | &nbsp;&nbsp;&nbsp;&nbsp;8170 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2876 | &nbsp;&nbsp;&nbsp;&nbsp;2624 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;6447 | &nbsp;&nbsp;&nbsp;&nbsp;5696 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;8821 | &nbsp;&nbsp;&nbsp;&nbsp;8678 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.905% | &nbsp;&nbsp;12/7/47 | &nbsp;&nbsp;27742 | &nbsp;&nbsp;21670 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;9294 | &nbsp;&nbsp;&nbsp;&nbsp;9402 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/49 | &nbsp;&nbsp;30800 | &nbsp;&nbsp;23563 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;13025 | &nbsp;&nbsp;11893 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/51 | &nbsp;&nbsp;13868 | &nbsp;&nbsp;10190 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;8610 | &nbsp;&nbsp;&nbsp;&nbsp;8311 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/1/52 | &nbsp;&nbsp;13794 | &nbsp;&nbsp;13905 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;3692 | &nbsp;&nbsp;&nbsp;&nbsp;3868 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;13243 | &nbsp;&nbsp;13647 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/14/30 | &nbsp;&nbsp;13979 | &nbsp;&nbsp;13200 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;6278 | &nbsp;&nbsp;&nbsp;&nbsp;5839 |
|  | Radian Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9197 | &nbsp;&nbsp;&nbsp;&nbsp;9560 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;14236 | &nbsp;&nbsp;14440 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;14452 | &nbsp;&nbsp;13001 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;7495 |
| <sup>3</sup> | Regions Bank | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;7855 |
|  | Regions Financial Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;9617 | &nbsp;&nbsp;&nbsp;&nbsp;8887 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/30 | &nbsp;&nbsp;11375 | &nbsp;&nbsp;11749 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/35 | &nbsp;&nbsp;13820 | &nbsp;&nbsp;13849 |
|  | Regions Financial Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;12/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;5313 | &nbsp;&nbsp;&nbsp;&nbsp;5916 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4804 | &nbsp;&nbsp;&nbsp;&nbsp;4778 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;14989 | &nbsp;&nbsp;14715 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6489 | &nbsp;&nbsp;&nbsp;&nbsp;6063 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;5354 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;9274 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;9052 |
|  | RenaissanceRe Finance Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5266 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5352 | &nbsp;&nbsp;&nbsp;&nbsp;5179 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/5/33 | &nbsp;&nbsp;11007 | &nbsp;&nbsp;11320 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8829 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;27272 | &nbsp;&nbsp;26443 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;11/2/26 | &nbsp;&nbsp;27470 | &nbsp;&nbsp;26524 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/19/27 | &nbsp;&nbsp;12099 | &nbsp;&nbsp;12224 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;6109 | &nbsp;&nbsp;&nbsp;&nbsp;5924 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/4/27 | &nbsp;&nbsp;16485 | &nbsp;&nbsp;16332 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.069% | &nbsp;&nbsp;7/23/27 | &nbsp;&nbsp;11220 | &nbsp;&nbsp;11302 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;9163 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;9245 | &nbsp;&nbsp;&nbsp;&nbsp;9261 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;25593 | &nbsp;&nbsp;26601 |

---

------

Total Bond Market Index 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> | Royal Bank of Canada | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;15539 | &nbsp;&nbsp;15819 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;8325 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;14125 | &nbsp;&nbsp;14329 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;7395 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.969% | &nbsp;&nbsp;8/2/30 | &nbsp;&nbsp;14015 | &nbsp;&nbsp;14208 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;2/4/31 | &nbsp;&nbsp;41600 | &nbsp;&nbsp;42450 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;5/2/31 | &nbsp;&nbsp;43464 | &nbsp;&nbsp;44105 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/3/31 | &nbsp;&nbsp;40602 | &nbsp;&nbsp;35620 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/4/32 | &nbsp;&nbsp;12672 | &nbsp;&nbsp;12121 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;42011 | &nbsp;&nbsp;42665 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/2/33 | &nbsp;&nbsp;12015 | &nbsp;&nbsp;12178 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;9323 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;57760 | &nbsp;&nbsp;56871 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;30693 | &nbsp;&nbsp;30651 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.499% | &nbsp;&nbsp;3/9/29 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;11364 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;1/9/30 | &nbsp;&nbsp;11080 | &nbsp;&nbsp;11529 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;7.660% | &nbsp;&nbsp;11/9/31 | &nbsp;&nbsp;10135 | &nbsp;&nbsp;11310 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;5/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp;9375 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;6.833% | &nbsp;&nbsp;11/21/26 | &nbsp;&nbsp;12160 | &nbsp;&nbsp;12259 |
| <sup>3</sup> | Santander UK Group Holdings plc | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;7879 | &nbsp;&nbsp;&nbsp;&nbsp;7726 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;1/10/29 | &nbsp;&nbsp;32089 | &nbsp;&nbsp;33531 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;2.896% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;17758 | &nbsp;&nbsp;15826 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1402 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;3465 |
|  | SiriusPoint Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2579 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;8170 | &nbsp;&nbsp;&nbsp;&nbsp;8436 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;16570 | &nbsp;&nbsp;16603 |
| <sup>8</sup> | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;15017 | &nbsp;&nbsp;15295 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;6231 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4845 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2507 |
| <sup>8</sup> | Societe Generale SA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | State Street Bank & Trust Co. | &nbsp;&nbsp;4.782% | &nbsp;&nbsp;11/23/29 | &nbsp;&nbsp;15975 | &nbsp;&nbsp;16308 |
|  | State Street Corp. | &nbsp;&nbsp;5.272% | &nbsp;&nbsp;8/3/26 | &nbsp;&nbsp;17275 | &nbsp;&nbsp;17455 |
|  | State Street Corp. | &nbsp;&nbsp;4.993% | &nbsp;&nbsp;3/18/27 | &nbsp;&nbsp;13415 | &nbsp;&nbsp;13615 |
|  | State Street Corp. | &nbsp;&nbsp;4.536% | &nbsp;&nbsp;2/28/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10114 |
|  | State Street Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  | State Street Corp. | &nbsp;&nbsp;5.684% | &nbsp;&nbsp;11/21/29 | &nbsp;&nbsp;15325 | &nbsp;&nbsp;16011 |
| <sup>3</sup> | State Street Corp. | &nbsp;&nbsp;4.141% | &nbsp;&nbsp;12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7829 |
|  | State Street Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;23583 | &nbsp;&nbsp;21940 |
|  | State Street Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;2/28/30 | &nbsp;&nbsp;11435 | &nbsp;&nbsp;11603 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;5233 |
|  | State Street Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/3/31 | &nbsp;&nbsp;10397 | &nbsp;&nbsp;&nbsp;&nbsp;9214 |
|  | State Street Corp. | &nbsp;&nbsp;3.152% | &nbsp;&nbsp;3/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;3238 | &nbsp;&nbsp;&nbsp;&nbsp;3061 |
|  | State Street Corp. | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;1/26/34 | &nbsp;&nbsp;34820 | &nbsp;&nbsp;34726 |
|  | State Street Corp. | &nbsp;&nbsp;5.159% | &nbsp;&nbsp;5/18/34 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10925 |
| <sup>3</sup> | State Street Corp. | &nbsp;&nbsp;3.031% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;40572 | &nbsp;&nbsp;37482 |
|  | State Street Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;8830 | &nbsp;&nbsp;&nbsp;&nbsp;9417 |
|  | State Street Corp. | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;2/28/36 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16162 |
|  | Stewart Information Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;4759 |
|  | Stifel Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;3932 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;7/13/26 | &nbsp;&nbsp;18626 | &nbsp;&nbsp;18906 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.632% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;18579 | &nbsp;&nbsp;18255 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.402% | &nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;19230 | &nbsp;&nbsp;18570 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.010% | &nbsp;&nbsp;10/19/26 | &nbsp;&nbsp;20622 | &nbsp;&nbsp;20283 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.446% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;12847 | &nbsp;&nbsp;12694 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.174% | &nbsp;&nbsp;1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4543 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.364% | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;6328 | &nbsp;&nbsp;&nbsp;&nbsp;6225 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.352% | &nbsp;&nbsp;10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;1/13/28 | &nbsp;&nbsp;23344 | &nbsp;&nbsp;24021 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/17/28 | &nbsp;&nbsp;14740 | &nbsp;&nbsp;14480 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.944% | &nbsp;&nbsp;7/19/28 | &nbsp;&nbsp;31154 | &nbsp;&nbsp;30868 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.902% | &nbsp;&nbsp;9/17/28 | &nbsp;&nbsp;45285 | &nbsp;&nbsp;42013 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.306% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;13368 | &nbsp;&nbsp;13394 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2529 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;26247 | &nbsp;&nbsp;24864 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;9/27/29 | &nbsp;&nbsp;15965 | &nbsp;&nbsp;14946 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;1/13/30 | &nbsp;&nbsp;19225 | &nbsp;&nbsp;20173 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;43017 | &nbsp;&nbsp;39952 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9010 | &nbsp;&nbsp;&nbsp;&nbsp;9284 |

---

------

Total Bond Market Index 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;2.130% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;3511 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.142% | &nbsp;&nbsp;9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;2365 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.710% | &nbsp;&nbsp;1/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;5417 | &nbsp;&nbsp;&nbsp;&nbsp;4644 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.222% | &nbsp;&nbsp;9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;7227 | &nbsp;&nbsp;&nbsp;&nbsp;6290 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.454% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7730 | &nbsp;&nbsp;&nbsp;&nbsp;8005 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;1/13/33 | &nbsp;&nbsp;22635 | &nbsp;&nbsp;23763 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.776% | &nbsp;&nbsp;7/13/33 | &nbsp;&nbsp;26860 | &nbsp;&nbsp;28199 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/14/33 | &nbsp;&nbsp;10815 | &nbsp;&nbsp;11468 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.558% | &nbsp;&nbsp;7/9/34 | &nbsp;&nbsp;18700 | &nbsp;&nbsp;19309 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.296% | &nbsp;&nbsp;1/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;6578 | &nbsp;&nbsp;&nbsp;&nbsp;4470 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;9/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;3754 | &nbsp;&nbsp;&nbsp;&nbsp;2713 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;7/13/43 | &nbsp;&nbsp;14988 | &nbsp;&nbsp;15979 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;7/9/44 | &nbsp;&nbsp;12860 | &nbsp;&nbsp;13055 |
| <sup>8</sup> | Swedbank AB | &nbsp;&nbsp;1.538% | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;13138 | &nbsp;&nbsp;12681 |
|  | Synchrony Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;1311 |
|  | Synchrony Financial | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/4/26 | &nbsp;&nbsp;10194 | &nbsp;&nbsp;10095 |
|  | Synchrony Financial | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;10572 | &nbsp;&nbsp;10395 |
|  | Synchrony Financial | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/19/29 | &nbsp;&nbsp;10681 | &nbsp;&nbsp;10721 |
|  | Synchrony Financial | &nbsp;&nbsp;5.935% | &nbsp;&nbsp;8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;3430 |
|  | Synchrony Financial | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8777 |
|  | Synovus Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6361 | &nbsp;&nbsp;&nbsp;&nbsp;6431 |
|  | Synovus Financial Corp. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;6197 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;6455 | &nbsp;&nbsp;&nbsp;&nbsp;6534 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/10/26 | &nbsp;&nbsp;14344 | &nbsp;&nbsp;13848 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;12/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;9868 | &nbsp;&nbsp;10005 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;11715 | &nbsp;&nbsp;11327 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/10/27 | &nbsp;&nbsp;30536 | &nbsp;&nbsp;29828 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;10345 | &nbsp;&nbsp;10478 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;6/8/27 | &nbsp;&nbsp;20516 | &nbsp;&nbsp;20465 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;30915 | &nbsp;&nbsp;31207 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.156% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;16736 | &nbsp;&nbsp;17086 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.861% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;5519 | &nbsp;&nbsp;&nbsp;&nbsp;5593 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;5.523% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;8260 | &nbsp;&nbsp;&nbsp;&nbsp;8546 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;10350 | &nbsp;&nbsp;10559 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7638 | &nbsp;&nbsp;&nbsp;&nbsp;7551 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;7173 | &nbsp;&nbsp;&nbsp;&nbsp;6257 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.298% | &nbsp;&nbsp;1/30/32 | &nbsp;&nbsp;10881 | &nbsp;&nbsp;11176 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/10/32 | &nbsp;&nbsp;54880 | &nbsp;&nbsp;49927 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;6/8/32 | &nbsp;&nbsp;25467 | &nbsp;&nbsp;24990 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;8790 | &nbsp;&nbsp;&nbsp;&nbsp;8814 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/5/34 | &nbsp;&nbsp;12868 | &nbsp;&nbsp;13373 |
|  | Transatlantic Holdings Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;7638 | &nbsp;&nbsp;&nbsp;&nbsp;9601 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;3808 | &nbsp;&nbsp;&nbsp;&nbsp;4354 |
| <sup>3</sup> | Travelers Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;12682 | &nbsp;&nbsp;13968 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3716 | &nbsp;&nbsp;&nbsp;&nbsp;3730 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;7026 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;4768 | &nbsp;&nbsp;&nbsp;&nbsp;4028 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;6947 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;4925 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/49 | &nbsp;&nbsp;11131 | &nbsp;&nbsp;&nbsp;&nbsp;8968 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/27/50 | &nbsp;&nbsp;11547 | &nbsp;&nbsp;&nbsp;&nbsp;6899 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/8/51 | &nbsp;&nbsp;10182 | &nbsp;&nbsp;&nbsp;&nbsp;6699 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;5509 | &nbsp;&nbsp;&nbsp;&nbsp;5380 |
|  | Travelers Property Casualty Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5544 | &nbsp;&nbsp;&nbsp;&nbsp;6211 |
| <sup>3</sup> | Truist Bank | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/30/26 | &nbsp;&nbsp;17748 | &nbsp;&nbsp;17581 |
| <sup>3</sup> | Truist Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;8457 | &nbsp;&nbsp;&nbsp;&nbsp;7611 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/3/27 | &nbsp;&nbsp;13139 | &nbsp;&nbsp;12357 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;1/26/29 | &nbsp;&nbsp;18680 | &nbsp;&nbsp;18892 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/29 | &nbsp;&nbsp;19075 | &nbsp;&nbsp;18635 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.887% | &nbsp;&nbsp;6/7/29 | &nbsp;&nbsp;13210 | &nbsp;&nbsp;12291 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;8212 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/5/30 | &nbsp;&nbsp;11653 | &nbsp;&nbsp;10314 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;7/28/33 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;16038 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;10/28/33 | &nbsp;&nbsp;15745 | &nbsp;&nbsp;16711 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;1/26/34 | &nbsp;&nbsp;37730 | &nbsp;&nbsp;37713 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;6/8/34 | &nbsp;&nbsp;10453 | &nbsp;&nbsp;10915 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.711% | &nbsp;&nbsp;1/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;5761 |
|  | UBS AG | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;22225 | &nbsp;&nbsp;21506 |
|  | UBS AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/9/27 | &nbsp;&nbsp;17404 | &nbsp;&nbsp;17671 |
|  | UBS AG | &nbsp;&nbsp;4.864% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;11215 | &nbsp;&nbsp;11305 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | UBS AG | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;37230 | &nbsp;&nbsp;40152 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;21670 | &nbsp;&nbsp;22568 |
|  | UBS AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/48 | &nbsp;&nbsp;10810 | &nbsp;&nbsp;&nbsp;&nbsp;9318 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.194% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3179 |
|  | UBS Group AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;33122 | &nbsp;&nbsp;29775 |
|  | Unum Group | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;4273 |
|  | Unum Group | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;6798 | &nbsp;&nbsp;&nbsp;&nbsp;6579 |
|  | Unum Group | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7276 | &nbsp;&nbsp;&nbsp;&nbsp;5763 |
|  | Unum Group | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp;&nbsp;&nbsp;7333 |
|  | Unum Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp;&nbsp;&nbsp;1950 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;25281 | &nbsp;&nbsp;24812 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/27/27 | &nbsp;&nbsp;18153 | &nbsp;&nbsp;17835 |
|  | US Bancorp | &nbsp;&nbsp;6.787% | &nbsp;&nbsp;10/26/27 | &nbsp;&nbsp;12533 | &nbsp;&nbsp;12906 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;9027 | &nbsp;&nbsp;&nbsp;&nbsp;8970 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;4.548% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;35255 | &nbsp;&nbsp;35342 |
|  | US Bancorp | &nbsp;&nbsp;4.653% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;31576 | &nbsp;&nbsp;31783 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/29 | &nbsp;&nbsp;20242 | &nbsp;&nbsp;21009 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/29 | &nbsp;&nbsp;18198 | &nbsp;&nbsp;17226 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;11975 | &nbsp;&nbsp;12333 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;18199 | &nbsp;&nbsp;15738 |
|  | US Bancorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/23/30 | &nbsp;&nbsp;46818 | &nbsp;&nbsp;47787 |
|  | US Bancorp | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4887 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;11860 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;2.677% | &nbsp;&nbsp;1/27/33 | &nbsp;&nbsp;11490 | &nbsp;&nbsp;10075 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/33 | &nbsp;&nbsp;17630 | &nbsp;&nbsp;17410 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/33 | &nbsp;&nbsp;11260 | &nbsp;&nbsp;11846 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;37070 | &nbsp;&nbsp;36630 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;49825 | &nbsp;&nbsp;52325 |
|  | US Bancorp | &nbsp;&nbsp;5.678% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;30020 | &nbsp;&nbsp;31176 |
|  | US Bancorp | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;2/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4894 |
|  | US Bancorp | &nbsp;&nbsp;2.491% | &nbsp;&nbsp;11/3/36 | &nbsp;&nbsp;15855 | &nbsp;&nbsp;13444 |
|  | US Bank NA | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;10/22/27 | &nbsp;&nbsp;17140 | &nbsp;&nbsp;17160 |
|  | Visa Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;15987 | &nbsp;&nbsp;15442 |
|  | Visa Inc. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7318 | &nbsp;&nbsp;&nbsp;&nbsp;6867 |
|  | Visa Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;11484 | &nbsp;&nbsp;11219 |
|  | Visa Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;20331 | &nbsp;&nbsp;18500 |
|  | Visa Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;15533 | &nbsp;&nbsp;13249 |
|  | Visa Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/14/35 | &nbsp;&nbsp;26062 | &nbsp;&nbsp;24815 |
|  | Visa Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;14963 | &nbsp;&nbsp;11296 |
|  | Visa Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/14/45 | &nbsp;&nbsp;36372 | &nbsp;&nbsp;31634 |
|  | Visa Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;13634 | &nbsp;&nbsp;10622 |
|  | Visa Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;26350 | &nbsp;&nbsp;14317 |
|  | Voya Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;11404 | &nbsp;&nbsp;11086 |
|  | Voya Financial Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4049 | &nbsp;&nbsp;&nbsp;&nbsp;3498 |
| <sup>3</sup> | Voya Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;4309 | &nbsp;&nbsp;&nbsp;&nbsp;4122 |
|  | W R Berkley Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;4056 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/30/52 | &nbsp;&nbsp;&nbsp;&nbsp;9285 | &nbsp;&nbsp;&nbsp;&nbsp;6409 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/30/61 | &nbsp;&nbsp;10285 | &nbsp;&nbsp;&nbsp;&nbsp;6317 |
|  | Wachovia Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/35 | &nbsp;&nbsp;28455 | &nbsp;&nbsp;28899 |
|  | Wachovia Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;3106 |
|  | Webster Financial Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;3881 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;52821 | &nbsp;&nbsp;51916 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;27275 | &nbsp;&nbsp;27277 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/24/28 | &nbsp;&nbsp;30750 | &nbsp;&nbsp;30974 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.707% | &nbsp;&nbsp;4/22/28 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;20962 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;42594 | &nbsp;&nbsp;41949 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/28 | &nbsp;&nbsp;40940 | &nbsp;&nbsp;39454 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;33294 | &nbsp;&nbsp;33569 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;10688 | &nbsp;&nbsp;10654 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;12391 | &nbsp;&nbsp;12567 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;7/25/29 | &nbsp;&nbsp;52268 | &nbsp;&nbsp;53963 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.303% | &nbsp;&nbsp;10/23/29 | &nbsp;&nbsp;40393 | &nbsp;&nbsp;42698 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;9159 | &nbsp;&nbsp;&nbsp;&nbsp;9378 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.879% | &nbsp;&nbsp;10/30/30 | &nbsp;&nbsp;53387 | &nbsp;&nbsp;49880 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.244% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;24560 | &nbsp;&nbsp;25194 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;2/11/31 | &nbsp;&nbsp;38526 | &nbsp;&nbsp;35275 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;4/4/31 | &nbsp;&nbsp;32956 | &nbsp;&nbsp;32790 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/23/31 | &nbsp;&nbsp;20888 | &nbsp;&nbsp;21396 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6761 |

---

------

Total Bond Market Index 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> | Wells Fargo & Co. | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;70104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70096 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;64548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66096 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.557% | &nbsp;&nbsp;7/25/34 | &nbsp;&nbsp;56096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57929 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.491% | &nbsp;&nbsp;10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3498 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.499% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;42305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43398 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.211% | &nbsp;&nbsp;12/3/35 | &nbsp;&nbsp;34915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35058 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;4/23/36 | &nbsp;&nbsp;35042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36171 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4857 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/41 | &nbsp;&nbsp;52128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39409 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/43 | &nbsp;&nbsp;19224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18232 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.606% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;24485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23721 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/4/44 | &nbsp;&nbsp;33906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28982 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/45 | &nbsp;&nbsp;25289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20115 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/17/45 | &nbsp;&nbsp;43450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38189 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/46 | &nbsp;&nbsp;27572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22519 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/7/46 | &nbsp;&nbsp;28096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24056 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/51 | &nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74691 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/53 | &nbsp;&nbsp;58241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49610 |
| <sup>3</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;34615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35062 |
|  | Wells Fargo Bank NA | &nbsp;&nbsp;5.254% | &nbsp;&nbsp;12/11/26 | &nbsp;&nbsp;27730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28137 |
|  | Wells Fargo Bank NA | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/26/36 | &nbsp;&nbsp;10424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10902 |
| <sup>3</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;21815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22649 |
| <sup>3</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;16928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18735 |
|  | Western Union Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7710 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;1618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/19/26 | &nbsp;&nbsp;28302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27864 |
| <sup>3</sup> | Westpac Banking Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8081 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;25741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25456 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;9118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8981 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.535% | &nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;12517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13098 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;9334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8707 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9980 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;5997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5615 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;6/3/31 | &nbsp;&nbsp;11696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10382 |
| <sup>3</sup> | Westpac Banking Corp. | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;11/23/31 | &nbsp;&nbsp;36316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36085 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;8/10/33 | &nbsp;&nbsp;11125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11224 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/24/34 | &nbsp;&nbsp;12022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11617 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.668% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;22101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19503 |
| <sup>3</sup> | Westpac Banking Corp. | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;11/20/35 | &nbsp;&nbsp;25255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25356 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;11/18/36 | &nbsp;&nbsp;15708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13773 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;7/24/39 | &nbsp;&nbsp;10444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9437 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;11/16/40 | &nbsp;&nbsp;11859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8774 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.133% | &nbsp;&nbsp;11/18/41 | &nbsp;&nbsp;12680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9201 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4967 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7492 |
|  | Willis North America Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7660 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8563 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7052 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;11964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8828 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7244 |
|  | Wintrust Financial Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;3927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3835 |
|  | XL Group Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6581 |
|  | Zions Bancorp NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6098 |
|  | Zions Bancorp NA | &nbsp;&nbsp;6.816% | &nbsp;&nbsp;11/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;8130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 |
|  |  |  |  |  | &nbsp;&nbsp;**26605307** |
| **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** |
|  | Abbott Laboratories | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;15260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15214 |
|  | Abbott Laboratories | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;1/30/28 | &nbsp;&nbsp;11085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10370 |
|  | Abbott Laboratories | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;6432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5661 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/30/36 | &nbsp;&nbsp;17672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17571 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;5345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5924 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;4279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;6839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6987 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/30/46 | &nbsp;&nbsp;39413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37286 |
|  | AbbVie Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/21/26 | &nbsp;&nbsp;53632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52761 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;36505 | &nbsp;&nbsp;36867 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;18025 | &nbsp;&nbsp;18288 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/14/28 | &nbsp;&nbsp;24055 | &nbsp;&nbsp;24174 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;37262 | &nbsp;&nbsp;37991 |
|  | AbbVie Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/21/29 | &nbsp;&nbsp;89438 | &nbsp;&nbsp;85530 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;14360 | &nbsp;&nbsp;14709 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;30634 | &nbsp;&nbsp;31438 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;42286 | &nbsp;&nbsp;43059 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;31387 | &nbsp;&nbsp;30478 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;16472 | &nbsp;&nbsp;16828 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/35 | &nbsp;&nbsp;44166 | &nbsp;&nbsp;42669 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/14/36 | &nbsp;&nbsp;12758 | &nbsp;&nbsp;12030 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/21/39 | &nbsp;&nbsp;58446 | &nbsp;&nbsp;51208 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;7007 | &nbsp;&nbsp;&nbsp;&nbsp;6318 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/6/42 | &nbsp;&nbsp;26861 | &nbsp;&nbsp;23596 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;26158 | &nbsp;&nbsp;24087 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;8512 | &nbsp;&nbsp;&nbsp;&nbsp;7673 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/14/45 | &nbsp;&nbsp;21777 | &nbsp;&nbsp;19503 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/14/46 | &nbsp;&nbsp;25962 | &nbsp;&nbsp;22348 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/48 | &nbsp;&nbsp;23146 | &nbsp;&nbsp;20969 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/21/49 | &nbsp;&nbsp;89397 | &nbsp;&nbsp;73662 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;47240 | &nbsp;&nbsp;45943 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/64 | &nbsp;&nbsp;25410 | &nbsp;&nbsp;24645 |
|  | Adventist Health System | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5613 | &nbsp;&nbsp;&nbsp;&nbsp;5675 |
|  | Adventist Health System | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5805 | &nbsp;&nbsp;&nbsp;&nbsp;5814 |
|  | Adventist Health System | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;3619 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.829% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5102 | &nbsp;&nbsp;&nbsp;&nbsp;5048 |
| <sup>3</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;4439 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp;&nbsp;&nbsp;6990 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.387% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;6255 |
| <sup>3</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.008% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4985 | &nbsp;&nbsp;&nbsp;&nbsp;3258 |
|  | Aetna Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/36 | &nbsp;&nbsp;14795 | &nbsp;&nbsp;15895 |
|  | Aetna Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;7337 | &nbsp;&nbsp;&nbsp;&nbsp;7929 |
|  | Aetna Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;7337 | &nbsp;&nbsp;&nbsp;&nbsp;6046 |
|  | Aetna Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;5329 | &nbsp;&nbsp;&nbsp;&nbsp;4515 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;6474 | &nbsp;&nbsp;&nbsp;&nbsp;6375 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp;6796 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;8099 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/12/31 | &nbsp;&nbsp;11207 | &nbsp;&nbsp;&nbsp;&nbsp;9928 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7778 |
|  | AHS Hospital Corp. | &nbsp;&nbsp;5.024% | &nbsp;&nbsp;7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;5959 | &nbsp;&nbsp;&nbsp;&nbsp;5555 |
| <sup>3</sup> | AHS Hospital Corp. | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;7555 | &nbsp;&nbsp;&nbsp;&nbsp;4658 |
| <sup>3</sup> | Allina Health System | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5107 | &nbsp;&nbsp;&nbsp;&nbsp;3873 |
|  | Amgen Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/19/26 | &nbsp;&nbsp;23835 | &nbsp;&nbsp;23406 |
|  | Amgen Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;2/21/27 | &nbsp;&nbsp;28516 | &nbsp;&nbsp;27593 |
|  | Amgen Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;14965 | &nbsp;&nbsp;14581 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/2/28 | &nbsp;&nbsp;28545 | &nbsp;&nbsp;29162 |
|  | Amgen Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;19475 | &nbsp;&nbsp;18001 |
|  | Amgen Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;9786 | &nbsp;&nbsp;&nbsp;&nbsp;9349 |
|  | Amgen Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/18/29 | &nbsp;&nbsp;23560 | &nbsp;&nbsp;23282 |
|  | Amgen Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;21040 | &nbsp;&nbsp;19271 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/30 | &nbsp;&nbsp;31815 | &nbsp;&nbsp;32794 |
|  | Amgen Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;30040 | &nbsp;&nbsp;26700 |
|  | Amgen Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;12309 | &nbsp;&nbsp;10506 |
|  | Amgen Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/22/32 | &nbsp;&nbsp;12487 | &nbsp;&nbsp;11559 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8816 | &nbsp;&nbsp;&nbsp;&nbsp;8474 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;69930 | &nbsp;&nbsp;71621 |
|  | Amgen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/21/40 | &nbsp;&nbsp;29538 | &nbsp;&nbsp;22738 |
|  | Amgen Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5396 | &nbsp;&nbsp;&nbsp;&nbsp;3891 |
|  | Amgen Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;18306 | &nbsp;&nbsp;16858 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;11714 | &nbsp;&nbsp;11038 |
|  | Amgen Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/43 | &nbsp;&nbsp;45501 | &nbsp;&nbsp;45129 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/45 | &nbsp;&nbsp;29801 | &nbsp;&nbsp;25329 |
|  | Amgen Inc. | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7053 | &nbsp;&nbsp;&nbsp;&nbsp;5997 |
|  | Amgen Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/21/50 | &nbsp;&nbsp;10052 | &nbsp;&nbsp;&nbsp;&nbsp;7064 |
|  | Amgen Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;32593 | &nbsp;&nbsp;27902 |
|  | Amgen Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5956 | &nbsp;&nbsp;&nbsp;&nbsp;3832 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/22/52 | &nbsp;&nbsp;16326 | &nbsp;&nbsp;12764 |
|  | Amgen Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;8856 | &nbsp;&nbsp;&nbsp;&nbsp;7729 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/53 | &nbsp;&nbsp;68830 | &nbsp;&nbsp;67229 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Amgen Inc. | &nbsp;&nbsp;2.770% | &nbsp;&nbsp;9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;8226 | &nbsp;&nbsp;&nbsp;&nbsp;4877 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/22/62 | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;6274 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/63 | &nbsp;&nbsp;43155 | &nbsp;&nbsp;41955 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;16094 | &nbsp;&nbsp;15008 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;3.106% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;20971 | &nbsp;&nbsp;16386 |
|  | Ascension Health | &nbsp;&nbsp;3.945% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;16747 | &nbsp;&nbsp;13404 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;4.847% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;10110 | &nbsp;&nbsp;&nbsp;&nbsp;8974 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;16628 | &nbsp;&nbsp;16816 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;16511 | &nbsp;&nbsp;16875 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/28/28 | &nbsp;&nbsp;15345 | &nbsp;&nbsp;14389 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/29 | &nbsp;&nbsp;10284 | &nbsp;&nbsp;10513 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/30 | &nbsp;&nbsp;11886 | &nbsp;&nbsp;12191 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/26/31 | &nbsp;&nbsp;17125 | &nbsp;&nbsp;17592 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/28/31 | &nbsp;&nbsp;14449 | &nbsp;&nbsp;12932 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;18585 | &nbsp;&nbsp;18904 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/26/34 | &nbsp;&nbsp;10868 | &nbsp;&nbsp;11080 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/12/27 | &nbsp;&nbsp;10534 | &nbsp;&nbsp;10376 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;9059 | &nbsp;&nbsp;&nbsp;&nbsp;9023 |
|  | AstraZeneca plc | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/6/30 | &nbsp;&nbsp;18321 | &nbsp;&nbsp;15901 |
|  | AstraZeneca plc | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;36647 | &nbsp;&nbsp;41138 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/42 | &nbsp;&nbsp;18938 | &nbsp;&nbsp;16051 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/16/45 | &nbsp;&nbsp;14641 | &nbsp;&nbsp;12748 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;3472 | &nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | AstraZeneca plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;&nbsp;&nbsp;5506 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;8866 | &nbsp;&nbsp;&nbsp;&nbsp;5936 |
|  | Banner Health | &nbsp;&nbsp;2.338% | &nbsp;&nbsp;1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7751 | &nbsp;&nbsp;&nbsp;&nbsp;7114 |
|  | Banner Health | &nbsp;&nbsp;1.897% | &nbsp;&nbsp;1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4398 | &nbsp;&nbsp;&nbsp;&nbsp;3848 |
|  | Banner Health | &nbsp;&nbsp;2.907% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3664 | &nbsp;&nbsp;&nbsp;&nbsp;2600 |
| <sup>3</sup> | Banner Health | &nbsp;&nbsp;3.181% | &nbsp;&nbsp;1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;2888 |
|  | Banner Health | &nbsp;&nbsp;2.913% | &nbsp;&nbsp;1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;3476 |
| <sup>3</sup> | Baptist Health South Florida Foundation Inc. | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;11/15/71 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;2254 |
| <sup>3</sup> | Baptist Healthcare System Obligated Group | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7015 | &nbsp;&nbsp;&nbsp;&nbsp;4774 |
|  | Baxalta Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;6624 | &nbsp;&nbsp;&nbsp;&nbsp;6167 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8262 | &nbsp;&nbsp;&nbsp;&nbsp;8106 |
|  | Baxter International Inc. | &nbsp;&nbsp;1.915% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;23415 | &nbsp;&nbsp;22547 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.272% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;21359 | &nbsp;&nbsp;19884 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;9453 |
|  | Baxter International Inc. | &nbsp;&nbsp;1.730% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;19699 | &nbsp;&nbsp;16815 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.539% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;22146 | &nbsp;&nbsp;19318 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6056 | &nbsp;&nbsp;&nbsp;&nbsp;4325 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.132% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;11289 | &nbsp;&nbsp;&nbsp;&nbsp;7203 |
| <sup>3</sup> | BayCare Health System Inc. | &nbsp;&nbsp;3.831% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;13370 | &nbsp;&nbsp;10240 |
| <sup>3</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;1.777% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;4935 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;4.185% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6154 | &nbsp;&nbsp;&nbsp;&nbsp;5117 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;3.967% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;2050 |
| <sup>3</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;2.839% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;11550 | &nbsp;&nbsp;&nbsp;&nbsp;7268 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/6/27 | &nbsp;&nbsp;27509 | &nbsp;&nbsp;27195 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;2/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;8958 | &nbsp;&nbsp;&nbsp;&nbsp;9046 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;6353 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;2.823% | &nbsp;&nbsp;5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;6057 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;1.957% | &nbsp;&nbsp;2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;9747 | &nbsp;&nbsp;&nbsp;&nbsp;8458 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.298% | &nbsp;&nbsp;8/22/32 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;13166 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp;2195 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;7753 | &nbsp;&nbsp;&nbsp;&nbsp;6742 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.669% | &nbsp;&nbsp;6/6/47 | &nbsp;&nbsp;25350 | &nbsp;&nbsp;21748 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp;&nbsp;6883 |
| <sup>3</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;7295 | &nbsp;&nbsp;&nbsp;&nbsp;4535 |
|  | Biogen Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;27163 | &nbsp;&nbsp;24473 |
|  | Biogen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;3033 |
|  | Biogen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;34754 | &nbsp;&nbsp;21880 |
|  | Biogen Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;5830 |
|  | Biogen Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;4766 |
|  | Bio-Rad Laboratories Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5461 | &nbsp;&nbsp;&nbsp;&nbsp;5356 |
|  | Bio-Rad Laboratories Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;11320 | &nbsp;&nbsp;10429 |
| <sup>3</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3666 | &nbsp;&nbsp;&nbsp;&nbsp;3673 |
| <sup>3</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;3.464% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7444 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;13461 | &nbsp;&nbsp;12462 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;11803 | &nbsp;&nbsp;11175 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;5677 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;11639 | &nbsp;&nbsp;10474 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;5253 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;5904 | &nbsp;&nbsp;&nbsp;&nbsp;5830 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;6015 | &nbsp;&nbsp;&nbsp;&nbsp;5634 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;20282 | &nbsp;&nbsp;20034 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/20/28 | &nbsp;&nbsp;33096 | &nbsp;&nbsp;32937 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/22/29 | &nbsp;&nbsp;19797 | &nbsp;&nbsp;20271 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/26/29 | &nbsp;&nbsp;32556 | &nbsp;&nbsp;31547 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;6357 | &nbsp;&nbsp;&nbsp;&nbsp;5501 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/22/31 | &nbsp;&nbsp;18120 | &nbsp;&nbsp;18754 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;22956 | &nbsp;&nbsp;20815 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2808 | &nbsp;&nbsp;&nbsp;&nbsp;3017 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/22/34 | &nbsp;&nbsp;35906 | &nbsp;&nbsp;36763 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;35970 | &nbsp;&nbsp;31953 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;11/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;5206 | &nbsp;&nbsp;&nbsp;&nbsp;3896 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;12660 | &nbsp;&nbsp;11220 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;23514 | &nbsp;&nbsp;19641 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;9155 | &nbsp;&nbsp;&nbsp;&nbsp;7869 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/26/49 | &nbsp;&nbsp;52929 | &nbsp;&nbsp;42859 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;25731 | &nbsp;&nbsp;15019 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;49772 | &nbsp;&nbsp;36237 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/22/54 | &nbsp;&nbsp;44000 | &nbsp;&nbsp;42864 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;15785 | &nbsp;&nbsp;11303 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;11/15/63 | &nbsp;&nbsp;21012 | &nbsp;&nbsp;22743 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/22/64 | &nbsp;&nbsp;23574 | &nbsp;&nbsp;22876 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;5518 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9609 | &nbsp;&nbsp;&nbsp;&nbsp;9466 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;9471 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;6987 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;13915 | &nbsp;&nbsp;14181 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;6355 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;6987 | &nbsp;&nbsp;&nbsp;&nbsp;5864 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6497 | &nbsp;&nbsp;&nbsp;&nbsp;5754 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;3585 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;8322 |
| <sup>3</sup> | Catholic Health Services of Long Island Obligated Group | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7556 | &nbsp;&nbsp;&nbsp;&nbsp;5029 |
|  | Cencora Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9737 | &nbsp;&nbsp;&nbsp;&nbsp;9551 |
|  | Cencora Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;4991 |
|  | Cencora Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3858 |
|  | Cencora Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8412 | &nbsp;&nbsp;&nbsp;&nbsp;7816 |
|  | Cencora Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;21477 | &nbsp;&nbsp;19399 |
|  | Cencora Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;3460 |
|  | Cencora Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;9190 |
|  | Cencora Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6869 | &nbsp;&nbsp;&nbsp;&nbsp;5634 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;8679 | &nbsp;&nbsp;&nbsp;&nbsp;7011 |
|  | Centene Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;35616 | &nbsp;&nbsp;35087 |
|  | Centene Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;30179 | &nbsp;&nbsp;28059 |
|  | Centene Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;48391 | &nbsp;&nbsp;47102 |
|  | Centene Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;11195 | &nbsp;&nbsp;10309 |
|  | Centene Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;36329 | &nbsp;&nbsp;32465 |
|  | Centene Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;38410 | &nbsp;&nbsp;33096 |
|  | Centene Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8498 | &nbsp;&nbsp;&nbsp;&nbsp;7286 |
|  | Children's Health System of Texas | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6778 | &nbsp;&nbsp;&nbsp;&nbsp;3945 |
| <sup>3</sup> | Children's Hospital | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;3284 |
| <sup>3</sup> | Children's Hospital Corp. | &nbsp;&nbsp;4.115% | &nbsp;&nbsp;1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5918 | &nbsp;&nbsp;&nbsp;&nbsp;4849 |
| <sup>3</sup> | Children's Hospital Corp. | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;2383 |
|  | Children's Hospital Medical Center | &nbsp;&nbsp;4.268% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3431 |
| <sup>3</sup> | Children's Hospital of Philadelphia | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp;&nbsp;&nbsp;3491 |
| <sup>3</sup> | CHRISTUS Health | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;6926 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;19949 | &nbsp;&nbsp;19666 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;10258 | &nbsp;&nbsp;&nbsp;&nbsp;9996 |
|  | Cigna Group | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;38967 | &nbsp;&nbsp;39018 |
|  | Cigna Group | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13803 |
|  | Cigna Group | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;20615 | &nbsp;&nbsp;18807 |
|  | Cigna Group | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;21529 | &nbsp;&nbsp;19139 |
|  | Cigna Group | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9855 | &nbsp;&nbsp;10183 |
|  | Cigna Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;25442 | &nbsp;&nbsp;25835 |
|  | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;29316 | &nbsp;&nbsp;27522 |
|  | Cigna Group | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;13977 | &nbsp;&nbsp;10682 |

---

------

Total Bond Market Index 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> | Cigna Group | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6716 | &nbsp;&nbsp;&nbsp;&nbsp;6981 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;20397 | &nbsp;&nbsp;17732 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8077 | &nbsp;&nbsp;&nbsp;&nbsp;6062 |
|  | Cigna Group | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;29704 | &nbsp;&nbsp;25925 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;24712 | &nbsp;&nbsp;16750 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;17389 | &nbsp;&nbsp;11672 |
|  | Cigna Group | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;18120 | &nbsp;&nbsp;17334 |
| <sup>3</sup> | City of Hope | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
| <sup>3</sup> | City of Hope | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;7613 |
|  | Cleveland Clinic Foundation | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;1/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;4126 |
|  | CommonSpirit Health | &nbsp;&nbsp;6.073% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7095 | &nbsp;&nbsp;&nbsp;&nbsp;7346 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;15907 | &nbsp;&nbsp;15208 |
|  | CommonSpirit Health | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6608 | &nbsp;&nbsp;&nbsp;&nbsp;6057 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.205% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;14595 | &nbsp;&nbsp;14975 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;10280 | &nbsp;&nbsp;10329 |
| <sup>3</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;10715 | &nbsp;&nbsp;&nbsp;&nbsp;8993 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.817% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;12280 | &nbsp;&nbsp;&nbsp;&nbsp;9052 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.187% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;13252 | &nbsp;&nbsp;10291 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8794 | &nbsp;&nbsp;&nbsp;&nbsp;6492 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.548% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8156 | &nbsp;&nbsp;&nbsp;&nbsp;7665 |
| <sup>3</sup> | Community Health Network Inc. | &nbsp;&nbsp;3.099% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;4269 |
| <sup>3</sup> | Corewell Health Obligated Group | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5114 | &nbsp;&nbsp;&nbsp;&nbsp;3640 |
| <sup>3</sup> | Cottage Health Obligated Group | &nbsp;&nbsp;3.304% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9155 | &nbsp;&nbsp;&nbsp;&nbsp;6349 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;11366 | &nbsp;&nbsp;11187 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8258 | &nbsp;&nbsp;&nbsp;&nbsp;8153 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897 | &nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;13687 | &nbsp;&nbsp;12830 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;50835 | &nbsp;&nbsp;50620 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;30083 | &nbsp;&nbsp;30540 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5709 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;41275 | &nbsp;&nbsp;39220 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;17705 | &nbsp;&nbsp;18028 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;28846 | &nbsp;&nbsp;27668 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;19067 | &nbsp;&nbsp;16475 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;7008 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;23702 | &nbsp;&nbsp;20299 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;10818 | &nbsp;&nbsp;11243 |
|  | CVS Health Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;14030 | &nbsp;&nbsp;12000 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;23591 | &nbsp;&nbsp;23747 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;18870 | &nbsp;&nbsp;19009 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4137 | &nbsp;&nbsp;&nbsp;&nbsp;4259 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;16492 | &nbsp;&nbsp;15808 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;69380 | &nbsp;&nbsp;63653 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8841 | &nbsp;&nbsp;&nbsp;&nbsp;9049 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;12260 | &nbsp;&nbsp;10228 |
|  | CVS Health Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9819 | &nbsp;&nbsp;&nbsp;&nbsp;8927 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;45747 | &nbsp;&nbsp;40461 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/25/48 | &nbsp;&nbsp;104891 | &nbsp;&nbsp;90601 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/21/53 | &nbsp;&nbsp;&nbsp;&nbsp;16315 | &nbsp;&nbsp;15078 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;14465 | &nbsp;&nbsp;13825 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;14011 | &nbsp;&nbsp;13725 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;11555 | &nbsp;&nbsp;11038 |
|  | Danaher Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139 | &nbsp;&nbsp;&nbsp;&nbsp;4432 |
|  | Danaher Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;4744 |
|  | Danaher Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;17032 | &nbsp;&nbsp;10615 |
| <sup>3</sup> | Dartmouth-Hitchcock Health | &nbsp;&nbsp;4.178% | &nbsp;&nbsp;8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;3719 |
|  | DENTSPLY SIRONA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;10308 | &nbsp;&nbsp;&nbsp;&nbsp;9408 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;13269 | &nbsp;&nbsp;12390 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;11754 | &nbsp;&nbsp;&nbsp;&nbsp;9429 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;12002 | &nbsp;&nbsp;&nbsp;&nbsp;8535 |
|  | Dignity Health | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7005 | &nbsp;&nbsp;&nbsp;&nbsp;5874 |
|  | Dignity Health | &nbsp;&nbsp;5.267% | &nbsp;&nbsp;11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;3215 |
| <sup>3</sup> | Duke University Health System Inc. | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7597 | &nbsp;&nbsp;&nbsp;&nbsp;6012 |
|  | Edwards Lifesciences Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8634 | &nbsp;&nbsp;&nbsp;&nbsp;8625 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418 | &nbsp;&nbsp;&nbsp;&nbsp;3429 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;22796 | &nbsp;&nbsp;22529 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.101% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;22914 | &nbsp;&nbsp;22849 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8801 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7195 | &nbsp;&nbsp;&nbsp;&nbsp;6777 |

---

------

Total Bond Market Index 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;4.750% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp;5074 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;29981 | &nbsp;&nbsp;27056 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;18297 | &nbsp;&nbsp;16429 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;14260 | &nbsp;&nbsp;14467 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3782 | &nbsp;&nbsp;&nbsp;&nbsp;3629 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7730 | &nbsp;&nbsp;&nbsp;&nbsp;8062 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;12554 | &nbsp;&nbsp;12468 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;18155 | &nbsp;&nbsp;18555 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3591 | &nbsp;&nbsp;&nbsp;&nbsp;3798 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;15920 | &nbsp;&nbsp;16079 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;5853 | &nbsp;&nbsp;&nbsp;&nbsp;6146 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;6840 | &nbsp;&nbsp;&nbsp;&nbsp;7380 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;9370 | &nbsp;&nbsp;&nbsp;&nbsp;8208 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;15411 | &nbsp;&nbsp;13499 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8932 | &nbsp;&nbsp;&nbsp;&nbsp;8219 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;12718 | &nbsp;&nbsp;11059 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;23644 | &nbsp;&nbsp;19287 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;9908 | &nbsp;&nbsp;&nbsp;&nbsp;8243 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;9096 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;16020 | &nbsp;&nbsp;10402 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;12093 | &nbsp;&nbsp;&nbsp;&nbsp;8512 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;7502 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7132 | &nbsp;&nbsp;&nbsp;&nbsp;7264 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;9385 | &nbsp;&nbsp;&nbsp;&nbsp;8371 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;8029 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;3629 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;19990 | &nbsp;&nbsp;19365 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/64 | &nbsp;&nbsp;10545 | &nbsp;&nbsp;10242 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/27 | &nbsp;&nbsp;14675 | &nbsp;&nbsp;14794 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;6265 | &nbsp;&nbsp;&nbsp;&nbsp;6295 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/12/28 | &nbsp;&nbsp;13870 | &nbsp;&nbsp;14050 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/29 | &nbsp;&nbsp;10321 | &nbsp;&nbsp;10476 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6699 | &nbsp;&nbsp;&nbsp;&nbsp;6553 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/14/29 | &nbsp;&nbsp;13837 | &nbsp;&nbsp;13882 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/12/30 | &nbsp;&nbsp;11880 | &nbsp;&nbsp;12184 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/12/32 | &nbsp;&nbsp;13440 | &nbsp;&nbsp;13803 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/27/33 | &nbsp;&nbsp;20385 | &nbsp;&nbsp;20566 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/9/34 | &nbsp;&nbsp;20191 | &nbsp;&nbsp;20178 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/14/34 | &nbsp;&nbsp;16384 | &nbsp;&nbsp;16237 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;2188 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3838 | &nbsp;&nbsp;&nbsp;&nbsp;3079 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;21885 | &nbsp;&nbsp;12519 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/27/53 | &nbsp;&nbsp;16320 | &nbsp;&nbsp;14960 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/54 | &nbsp;&nbsp;32765 | &nbsp;&nbsp;30616 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/54 | &nbsp;&nbsp;14315 | &nbsp;&nbsp;13445 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/12/55 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15623 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;6577 | &nbsp;&nbsp;&nbsp;&nbsp;5231 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;9502 | &nbsp;&nbsp;&nbsp;&nbsp;5236 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/27/63 | &nbsp;&nbsp;16641 | &nbsp;&nbsp;15112 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/9/64 | &nbsp;&nbsp;32270 | &nbsp;&nbsp;29994 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/14/64 | &nbsp;&nbsp;10390 | &nbsp;&nbsp;&nbsp;&nbsp;9829 |
| <sup>3</sup> | Franciscan Missionaries of Our Lady Health System Inc. | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp;&nbsp;&nbsp;3341 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;23205 | &nbsp;&nbsp;23911 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/29 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;10549 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.857% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;16155 | &nbsp;&nbsp;17064 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp;8509 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.905% | &nbsp;&nbsp;11/22/32 | &nbsp;&nbsp;23055 | &nbsp;&nbsp;24519 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;11005 | &nbsp;&nbsp;11268 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/52 | &nbsp;&nbsp;14405 | &nbsp;&nbsp;15518 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;15034 | &nbsp;&nbsp;14765 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7715 | &nbsp;&nbsp;&nbsp;&nbsp;7240 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;7432 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;13670 | &nbsp;&nbsp;14128 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;11320 | &nbsp;&nbsp;11455 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;18384 | &nbsp;&nbsp;17857 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/36 | &nbsp;&nbsp;14994 | &nbsp;&nbsp;13676 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;16938 | &nbsp;&nbsp;12147 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;14795 | &nbsp;&nbsp;15069 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;25856 | &nbsp;&nbsp;23608 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;27363 | &nbsp;&nbsp;23852 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;24791 | &nbsp;&nbsp;22188 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;22544 | &nbsp;&nbsp;18424 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;14010 | &nbsp;&nbsp;&nbsp;&nbsp;8797 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;15310 | &nbsp;&nbsp;15116 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;7860 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/15/64 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10420 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;31537 | &nbsp;&nbsp;31396 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7181 | &nbsp;&nbsp;&nbsp;&nbsp;7240 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6711 | &nbsp;&nbsp;&nbsp;&nbsp;7016 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;14884 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;35965 | &nbsp;&nbsp;39958 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;5451 | &nbsp;&nbsp;&nbsp;&nbsp;4690 |
|  | GlaxoSmithKline Capital plc | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;6488 |
|  | GlaxoSmithKline Capital plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;12888 | &nbsp;&nbsp;12515 |
| <sup>3</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6398 | &nbsp;&nbsp;&nbsp;&nbsp;4473 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;5318 |
| <sup>3</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7955 | &nbsp;&nbsp;&nbsp;&nbsp;4970 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;3946 | &nbsp;&nbsp;&nbsp;&nbsp;3230 |
| <sup>3</sup> | Hartford HealthCare Corp. | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;5273 | &nbsp;&nbsp;&nbsp;&nbsp;3676 |
|  | HCA Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;17100 | &nbsp;&nbsp;17189 |
|  | HCA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8759 | &nbsp;&nbsp;&nbsp;&nbsp;8761 |
|  | HCA Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;13212 | &nbsp;&nbsp;12937 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp;&nbsp;&nbsp;9449 |
|  | HCA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;13595 | &nbsp;&nbsp;13891 |
|  | HCA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;22586 | &nbsp;&nbsp;23254 |
|  | HCA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6305 |
|  | HCA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5088 | &nbsp;&nbsp;&nbsp;&nbsp;4882 |
|  | HCA Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;30640 | &nbsp;&nbsp;30105 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;10046 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;44085 | &nbsp;&nbsp;41683 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;17570 | &nbsp;&nbsp;18113 |
|  | HCA Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;11479 | &nbsp;&nbsp;&nbsp;&nbsp;9999 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;10114 |
|  | HCA Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;25686 | &nbsp;&nbsp;23673 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;16775 | &nbsp;&nbsp;17184 |
|  | HCA Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;23290 | &nbsp;&nbsp;23853 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;18263 | &nbsp;&nbsp;18402 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20563 |
|  | HCA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;15443 | &nbsp;&nbsp;14514 |
|  | HCA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;9208 | &nbsp;&nbsp;&nbsp;&nbsp;7671 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;26482 | &nbsp;&nbsp;24623 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;24725 | &nbsp;&nbsp;21976 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;5012 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;25935 | &nbsp;&nbsp;20844 |
|  | HCA Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;15949 | &nbsp;&nbsp;15404 |
|  | HCA Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;32059 | &nbsp;&nbsp;31344 |
|  | HCA Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;6735 |
|  | HCA Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;19575 | &nbsp;&nbsp;19705 |
|  | HCA Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;9131 |
|  | Hoag Memorial Hospital Presbyterian | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;5266 |
|  | Humana Inc. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;2/3/27 | &nbsp;&nbsp;10679 | &nbsp;&nbsp;10211 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp;&nbsp;&nbsp;5290 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5043 | &nbsp;&nbsp;&nbsp;&nbsp;5200 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp;6155 |
|  | Humana Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | Humana Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6505 |
|  | Humana Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9359 | &nbsp;&nbsp;&nbsp;&nbsp;9432 |
|  | Humana Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;17893 |
|  | Humana Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/3/32 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;11527 |
|  | Humana Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;10220 | &nbsp;&nbsp;10580 |
|  | Humana Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;12123 |
|  | Humana Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;8151 |
|  | Humana Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;12222 | &nbsp;&nbsp;10206 |
|  | Humana Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;7287 | &nbsp;&nbsp;&nbsp;&nbsp;6295 |
|  | Humana Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;8688 | &nbsp;&nbsp;&nbsp;&nbsp;7192 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4128 | &nbsp;&nbsp;&nbsp;&nbsp;2977 |
|  | Humana Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;&nbsp;&nbsp;8978 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;13241 | &nbsp;&nbsp;12340 |
|  | Humana Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;9181 |
|  | Illumina Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5381 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Illumina Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;&nbsp;7297 |
|  | Illumina Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;6626 | &nbsp;&nbsp;&nbsp;&nbsp;5827 |
|  | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;4366 |
| <sup>3</sup> | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2506 |
|  | Inova Health System Foundation | &nbsp;&nbsp;4.068% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6198 | &nbsp;&nbsp;&nbsp;&nbsp;4923 |
| <sup>3</sup> | Integris Baptist Medical Center Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7765 | &nbsp;&nbsp;&nbsp;&nbsp;5544 |
| <sup>3</sup> | Iowa Health System | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;5577 |
|  | Johns Hopkins Health System Corp. | &nbsp;&nbsp;3.837% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;10729 | &nbsp;&nbsp;&nbsp;&nbsp;8420 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7674 | &nbsp;&nbsp;&nbsp;&nbsp;7752 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;25170 | &nbsp;&nbsp;24794 |
|  | Johnson & Johnson | &nbsp;&nbsp;0.950% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9459 | &nbsp;&nbsp;&nbsp;&nbsp;8898 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;49575 | &nbsp;&nbsp;48403 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8953 | &nbsp;&nbsp;&nbsp;&nbsp;9106 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;5993 |
|  | Johnson & Johnson | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;2515 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;19150 | &nbsp;&nbsp;19598 |
|  | Johnson & Johnson | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;23567 | &nbsp;&nbsp;20518 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;15864 | &nbsp;&nbsp;16305 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5501 | &nbsp;&nbsp;&nbsp;&nbsp;5698 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;6920 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2687 | &nbsp;&nbsp;&nbsp;&nbsp;2792 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;24883 | &nbsp;&nbsp;25526 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/1/36 | &nbsp;&nbsp;16273 | &nbsp;&nbsp;14667 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/3/37 | &nbsp;&nbsp;13416 | &nbsp;&nbsp;11991 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;11258 | &nbsp;&nbsp;12452 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;11678 | &nbsp;&nbsp;10053 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;34322 | &nbsp;&nbsp;23605 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;7837 | &nbsp;&nbsp;&nbsp;&nbsp;7489 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp;1791 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/5/43 | &nbsp;&nbsp;17729 | &nbsp;&nbsp;16404 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;26271 | &nbsp;&nbsp;21069 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/3/47 | &nbsp;&nbsp;13660 | &nbsp;&nbsp;10949 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;11362 | &nbsp;&nbsp;&nbsp;&nbsp;8676 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4301 | &nbsp;&nbsp;&nbsp;&nbsp;2518 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;12743 | &nbsp;&nbsp;12663 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;3102 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;11662 | &nbsp;&nbsp;11444 |
| <sup>3</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;2.810% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;49128 | &nbsp;&nbsp;35138 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/42 | &nbsp;&nbsp;14609 | &nbsp;&nbsp;13551 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/47 | &nbsp;&nbsp;24143 | &nbsp;&nbsp;19780 |
| <sup>3</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.266% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;23046 | &nbsp;&nbsp;15948 |
| <sup>3</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;16298 | &nbsp;&nbsp;10562 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/11/38 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;5007 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;11159 | &nbsp;&nbsp;10075 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4498 | &nbsp;&nbsp;&nbsp;&nbsp;4447 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;10328 | &nbsp;&nbsp;&nbsp;&nbsp;9711 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4847 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5666 | &nbsp;&nbsp;&nbsp;&nbsp;5099 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7516 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;10295 | &nbsp;&nbsp;10082 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;16980 | &nbsp;&nbsp;14865 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.765% | &nbsp;&nbsp;7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;2673 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.192% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;9395 | &nbsp;&nbsp;&nbsp;&nbsp;6385 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;4.117% | &nbsp;&nbsp;7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;2288 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.342% | &nbsp;&nbsp;7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;6449 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6741 | &nbsp;&nbsp;&nbsp;&nbsp;5448 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;2873 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6555 | &nbsp;&nbsp;&nbsp;&nbsp;5233 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;11/15/61 | &nbsp;&nbsp;18034 | &nbsp;&nbsp;11332 |
|  | McKesson Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;3568 | &nbsp;&nbsp;&nbsp;&nbsp;3554 |
|  | McKesson Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5570 |
|  | McKesson Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/30/30 | &nbsp;&nbsp;14100 | &nbsp;&nbsp;14212 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;9270 |
|  | McKesson Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;10725 | &nbsp;&nbsp;10979 |
|  | McKesson Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9659 |
| <sup>3</sup> | McLaren Health Care Corp. | &nbsp;&nbsp;4.386% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5380 | &nbsp;&nbsp;&nbsp;&nbsp;4438 |
| <sup>3</sup> | MedStar Health Inc. | &nbsp;&nbsp;3.626% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3688 | &nbsp;&nbsp;&nbsp;&nbsp;2594 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;44476 | &nbsp;&nbsp;43025 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;16790 | &nbsp;&nbsp;15095 |
|  | Memorial Health Services | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;5176 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;7673 | &nbsp;&nbsp;&nbsp;&nbsp;7305 |
| <sup>3</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;2.955% | &nbsp;&nbsp;1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6972 | &nbsp;&nbsp;&nbsp;&nbsp;4547 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;7005 |
| <sup>3</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;7312 | &nbsp;&nbsp;&nbsp;&nbsp;5865 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/10/27 | &nbsp;&nbsp;27443 | &nbsp;&nbsp;26304 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;7495 | &nbsp;&nbsp;&nbsp;&nbsp;7528 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/7/29 | &nbsp;&nbsp;27211 | &nbsp;&nbsp;26531 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;8253 | &nbsp;&nbsp;&nbsp;&nbsp;8304 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/24/30 | &nbsp;&nbsp;11941 | &nbsp;&nbsp;10443 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/10/31 | &nbsp;&nbsp;27583 | &nbsp;&nbsp;24077 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/17/33 | &nbsp;&nbsp;17536 | &nbsp;&nbsp;17474 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;13072 | &nbsp;&nbsp;14825 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/7/39 | &nbsp;&nbsp;12940 | &nbsp;&nbsp;11374 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/24/40 | &nbsp;&nbsp;12477 | &nbsp;&nbsp;&nbsp;&nbsp;8766 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;8979 | &nbsp;&nbsp;&nbsp;&nbsp;7120 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/18/43 | &nbsp;&nbsp;11281 | &nbsp;&nbsp;&nbsp;&nbsp;9628 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/17/44 | &nbsp;&nbsp;11923 | &nbsp;&nbsp;11153 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/10/45 | &nbsp;&nbsp;28542 | &nbsp;&nbsp;22497 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/7/49 | &nbsp;&nbsp;17687 | &nbsp;&nbsp;14072 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;4149 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/10/51 | &nbsp;&nbsp;27344 | &nbsp;&nbsp;16801 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/53 | &nbsp;&nbsp;17471 | &nbsp;&nbsp;16062 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/10/61 | &nbsp;&nbsp;37295 | &nbsp;&nbsp;21740 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/63 | &nbsp;&nbsp;&nbsp;&nbsp;3769 | &nbsp;&nbsp;&nbsp;&nbsp;3470 |
| <sup>3</sup> | Methodist Hospital | &nbsp;&nbsp;2.705% | &nbsp;&nbsp;12/1/50 | &nbsp;&nbsp;40819 | &nbsp;&nbsp;24892 |
| <sup>3</sup> | Montefiore Obligated Group | &nbsp;&nbsp;5.246% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;8116 |
| <sup>3</sup> | Mount Nittany Medical Center Obligated Group | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3511 |
| <sup>3</sup> | Mount Sinai Hospital | &nbsp;&nbsp;3.981% | &nbsp;&nbsp;7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4024 | &nbsp;&nbsp;&nbsp;&nbsp;2907 |
| <sup>3</sup> | Mount Sinai Hospital | &nbsp;&nbsp;3.737% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5617 | &nbsp;&nbsp;&nbsp;&nbsp;3769 |
| <sup>3</sup> | Mount Sinai Hospital | &nbsp;&nbsp;3.391% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;3147 |
|  | Mylan Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9834 | &nbsp;&nbsp;&nbsp;&nbsp;9748 |
|  | Mylan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;7065 | &nbsp;&nbsp;&nbsp;&nbsp;5938 |
|  | Mylan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;5209 |
| <sup>3</sup> | MyMichigan Health | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;2947 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;3580 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.024% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;11512 | &nbsp;&nbsp;&nbsp;&nbsp;9404 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp;&nbsp;&nbsp;7332 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.606% | &nbsp;&nbsp;8/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp;2147 |
| <sup>3</sup> | New York & Presbyterian Hospital | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;8/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;6352 | &nbsp;&nbsp;&nbsp;&nbsp;4346 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;8665 | &nbsp;&nbsp;&nbsp;&nbsp;6652 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;11680 | &nbsp;&nbsp;&nbsp;&nbsp;9273 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6279 | &nbsp;&nbsp;&nbsp;&nbsp;4509 |
| <sup>3</sup> | Northwestern Memorial Healthcare Obligated Group | &nbsp;&nbsp;2.633% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6790 | &nbsp;&nbsp;&nbsp;&nbsp;4126 |
|  | Novant Health Inc. | &nbsp;&nbsp;2.637% | &nbsp;&nbsp;11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;3013 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.168% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;10925 | &nbsp;&nbsp;&nbsp;&nbsp;7230 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.318% | &nbsp;&nbsp;11/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;4802 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/14/27 | &nbsp;&nbsp;15935 | &nbsp;&nbsp;15475 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;22531 | &nbsp;&nbsp;22208 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;13585 | &nbsp;&nbsp;13469 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/14/30 | &nbsp;&nbsp;33217 | &nbsp;&nbsp;30249 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;4906 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/18/34 | &nbsp;&nbsp;12455 | &nbsp;&nbsp;12001 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/21/42 | &nbsp;&nbsp;10302 | &nbsp;&nbsp;&nbsp;&nbsp;8423 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/6/44 | &nbsp;&nbsp;20386 | &nbsp;&nbsp;18177 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/20/45 | &nbsp;&nbsp;21611 | &nbsp;&nbsp;18018 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/14/50 | &nbsp;&nbsp;10033 | &nbsp;&nbsp;&nbsp;&nbsp;6429 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/18/54 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;7649 |
| <sup>3</sup> | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;2809 |
| <sup>3</sup> | NYU Langone Hospitals | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | NYU Langone Hospitals | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;4296 | &nbsp;&nbsp;&nbsp;&nbsp;3883 |
| <sup>3</sup> | NYU Langone Hospitals | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;8556 | &nbsp;&nbsp;&nbsp;&nbsp;7322 |
| <sup>3</sup> | NYU Langone Hospitals | &nbsp;&nbsp;3.380% | &nbsp;&nbsp;7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp;5043 |
| <sup>3</sup> | Ochsner LSU Health System of North Louisiana | &nbsp;&nbsp;2.510% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5529 | &nbsp;&nbsp;&nbsp;&nbsp;4529 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.297% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4863 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.834% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3576 |
| <sup>3</sup> | OhioHealth Corp. | &nbsp;&nbsp;3.042% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5155 | &nbsp;&nbsp;&nbsp;&nbsp;3494 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5480 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;4.089% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;3184 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;3.327% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;3138 |
| <sup>3</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;5079 |

---

------

Total Bond Market Index 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> | PeaceHealth Obligated Group | &nbsp;&nbsp;3.218% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;3614 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;20134 | &nbsp;&nbsp;19856 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;39158 | &nbsp;&nbsp;38348 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;21375 | &nbsp;&nbsp;19889 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;17822 | &nbsp;&nbsp;15781 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/18/31 | &nbsp;&nbsp;13235 | &nbsp;&nbsp;11460 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;7158 | &nbsp;&nbsp;&nbsp;&nbsp;6553 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/38 | &nbsp;&nbsp;16537 | &nbsp;&nbsp;14833 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;22855 | &nbsp;&nbsp;19931 |
|  | Pfizer Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;20706 | &nbsp;&nbsp;24579 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/28/40 | &nbsp;&nbsp;14770 | &nbsp;&nbsp;10594 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;10481 | &nbsp;&nbsp;&nbsp;&nbsp;9087 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;10699 | &nbsp;&nbsp;&nbsp;&nbsp;9364 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;21059 | &nbsp;&nbsp;17295 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;14548 | &nbsp;&nbsp;11972 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;14452 | &nbsp;&nbsp;11400 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/28/50 | &nbsp;&nbsp;16611 | &nbsp;&nbsp;10307 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/19/28 | &nbsp;&nbsp;60353 | &nbsp;&nbsp;60839 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/19/30 | &nbsp;&nbsp;40988 | &nbsp;&nbsp;41541 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/19/33 | &nbsp;&nbsp;65021 | &nbsp;&nbsp;64906 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/19/43 | &nbsp;&nbsp;35865 | &nbsp;&nbsp;34209 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/53 | &nbsp;&nbsp;66108 | &nbsp;&nbsp;62405 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/63 | &nbsp;&nbsp;54297 | &nbsp;&nbsp;50382 |
|  | Pharmacia LLC | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;14437 | &nbsp;&nbsp;15497 |
| <sup>3</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.044% | &nbsp;&nbsp;1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;5039 |
| <sup>3</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;3015 |
|  | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.864% | &nbsp;&nbsp;1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;3362 |
|  | Presbyterian Healthcare Services | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;4199 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5929 | &nbsp;&nbsp;&nbsp;&nbsp;5798 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;18729 | &nbsp;&nbsp;17310 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6102 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;9785 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;6787 | &nbsp;&nbsp;&nbsp;&nbsp;4954 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;7060 | &nbsp;&nbsp;&nbsp;&nbsp;5225 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;10651 | &nbsp;&nbsp;10601 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;3982 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;17367 | &nbsp;&nbsp;16158 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;5902 | &nbsp;&nbsp;&nbsp;&nbsp;5355 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;13195 | &nbsp;&nbsp;13133 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;4064 | &nbsp;&nbsp;&nbsp;&nbsp;3567 |
| <sup>3</sup> | Rady Children's Hospital-San Diego | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;2614 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;16111 | &nbsp;&nbsp;13995 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;12943 | &nbsp;&nbsp;&nbsp;&nbsp;7725 |
|  | Revvity Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6669 | &nbsp;&nbsp;&nbsp;&nbsp;6176 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;11155 | &nbsp;&nbsp;10568 |
|  | Revvity Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;5972 |
|  | Revvity Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;8013 |
|  | Revvity Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;3653 |
|  | Royalty Pharma plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/2/27 | &nbsp;&nbsp;16544 | &nbsp;&nbsp;15666 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;5126 |
|  | Royalty Pharma plc | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/2/30 | &nbsp;&nbsp;18625 | &nbsp;&nbsp;16500 |
|  | Royalty Pharma plc | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;4510 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;7219 | &nbsp;&nbsp;&nbsp;&nbsp;7314 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/2/40 | &nbsp;&nbsp;12467 | &nbsp;&nbsp;&nbsp;&nbsp;9382 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/2/50 | &nbsp;&nbsp;15477 | &nbsp;&nbsp;10478 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/2/51 | &nbsp;&nbsp;10363 | &nbsp;&nbsp;&nbsp;&nbsp;6709 |
| <sup>3</sup> | Rush Obligated Group | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4515 | &nbsp;&nbsp;&nbsp;&nbsp;4426 |
|  | Sanofi SA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/19/28 | &nbsp;&nbsp;12885 | &nbsp;&nbsp;12754 |
| <sup>3</sup> | Seattle Children's Hospital | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8468 | &nbsp;&nbsp;&nbsp;&nbsp;5205 |
| <sup>3</sup> | Sentara Health | &nbsp;&nbsp;2.927% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>3</sup> | Sharp HealthCare | &nbsp;&nbsp;2.680% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;2353 |
|  | Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp;1102 |
|  | Smith & Nephew plc | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;4223 | &nbsp;&nbsp;&nbsp;&nbsp;4277 |
|  | Smith & Nephew plc | &nbsp;&nbsp;2.032% | &nbsp;&nbsp;10/14/30 | &nbsp;&nbsp;12956 | &nbsp;&nbsp;11354 |
|  | Smith & Nephew plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/20/34 | &nbsp;&nbsp;10945 | &nbsp;&nbsp;11109 |
|  | Solventum Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;16480 | &nbsp;&nbsp;16747 |
|  | Solventum Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6988 | &nbsp;&nbsp;&nbsp;&nbsp;7197 |
|  | Solventum Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/13/31 | &nbsp;&nbsp;22890 | &nbsp;&nbsp;23760 |
|  | Solventum Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/23/34 | &nbsp;&nbsp;19965 | &nbsp;&nbsp;20543 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Solventum Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/30/54 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;4379 |
|  | Solventum Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;4714 |
| <sup>3</sup> | SSM Health Care Corp. | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5919 | &nbsp;&nbsp;&nbsp;&nbsp;5873 |
|  | SSM Health Care Corp. | &nbsp;&nbsp;4.894% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7316 |
| <sup>3</sup> | Stanford Health Care | &nbsp;&nbsp;3.310% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2083 | &nbsp;&nbsp;&nbsp;&nbsp;1987 |
| <sup>3</sup> | Stanford Health Care | &nbsp;&nbsp;3.795% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;14754 | &nbsp;&nbsp;11268 |
|  | Stanford Health Care | &nbsp;&nbsp;3.027% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;4106 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7673 | &nbsp;&nbsp;&nbsp;&nbsp;6892 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;10648 | &nbsp;&nbsp;&nbsp;&nbsp;7559 |
|  | Stryker Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;9740 | &nbsp;&nbsp;&nbsp;&nbsp;9796 |
|  | Stryker Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9929 |
|  | Stryker Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;&nbsp;&nbsp;9037 |
|  | Stryker Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;9839 |
|  | Stryker Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7447 |
|  | Stryker Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;7712 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;7219 | &nbsp;&nbsp;&nbsp;&nbsp;7102 |
|  | Stryker Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/35 | &nbsp;&nbsp;13422 | &nbsp;&nbsp;13667 |
|  | Stryker Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5688 | &nbsp;&nbsp;&nbsp;&nbsp;4703 |
|  | Stryker Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;6992 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;11365 | &nbsp;&nbsp;10045 |
|  | Stryker Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;2204 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;3.695% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;4994 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8840 | &nbsp;&nbsp;&nbsp;&nbsp;7984 |
|  | Sutter Health | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6016 | &nbsp;&nbsp;&nbsp;&nbsp;6091 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;3.161% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;5685 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;4.091% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;4699 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;3.361% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;12115 | &nbsp;&nbsp;&nbsp;&nbsp;8399 |
|  | Sutter Health | &nbsp;&nbsp;5.547% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2220 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/26/28 | &nbsp;&nbsp;30216 | &nbsp;&nbsp;30767 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;29737 | &nbsp;&nbsp;26624 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10057 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;7/9/40 | &nbsp;&nbsp;19128 | &nbsp;&nbsp;14269 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8961 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/9/50 | &nbsp;&nbsp;40649 | &nbsp;&nbsp;26574 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/9/60 | &nbsp;&nbsp;12819 | &nbsp;&nbsp;&nbsp;&nbsp;8117 |
| <sup>6</sup> | Takeda US Financing Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/7/35 | &nbsp;&nbsp;17400 | &nbsp;&nbsp;17401 |
|  | Texas Health Resources | &nbsp;&nbsp;2.328% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5154 | &nbsp;&nbsp;&nbsp;&nbsp;2890 |
| <sup>3</sup> | Texas Health Resources | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3906 | &nbsp;&nbsp;&nbsp;&nbsp;3191 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.953% | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;10020 | &nbsp;&nbsp;10095 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/5/26 | &nbsp;&nbsp;10955 | &nbsp;&nbsp;11074 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;7339 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;9318 | &nbsp;&nbsp;&nbsp;&nbsp;9565 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;12619 | &nbsp;&nbsp;11827 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.977% | &nbsp;&nbsp;8/10/30 | &nbsp;&nbsp;12204 | &nbsp;&nbsp;12555 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;27350 | &nbsp;&nbsp;23849 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;8/10/33 | &nbsp;&nbsp;14629 | &nbsp;&nbsp;14953 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/15/41 | &nbsp;&nbsp;27820 | &nbsp;&nbsp;19948 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.404% | &nbsp;&nbsp;8/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;6139 | &nbsp;&nbsp;&nbsp;&nbsp;6058 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;6228 | &nbsp;&nbsp;&nbsp;&nbsp;6046 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;7945 | &nbsp;&nbsp;&nbsp;&nbsp;6525 |
|  | Toledo Hospital | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;8589 | &nbsp;&nbsp;&nbsp;&nbsp;8578 |
| <sup>3</sup> | Trinity Health Corp. | &nbsp;&nbsp;2.632% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;2981 |
|  | Trinity Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;6434 |
| <sup>3</sup> | Trinity Health Corp. | &nbsp;&nbsp;3.434% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5377 | &nbsp;&nbsp;&nbsp;&nbsp;3967 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5785 | &nbsp;&nbsp;&nbsp;&nbsp;5806 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;13783 | &nbsp;&nbsp;13637 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;41079 | &nbsp;&nbsp;40493 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6549 | &nbsp;&nbsp;&nbsp;&nbsp;6591 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9576 | &nbsp;&nbsp;&nbsp;&nbsp;9488 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9586 | &nbsp;&nbsp;&nbsp;&nbsp;9326 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9789 | &nbsp;&nbsp;10047 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7573 | &nbsp;&nbsp;&nbsp;&nbsp;7508 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2587 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5422 | &nbsp;&nbsp;&nbsp;&nbsp;5351 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;16803 | &nbsp;&nbsp;16768 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6115 | &nbsp;&nbsp;&nbsp;&nbsp;6187 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6813 | &nbsp;&nbsp;&nbsp;&nbsp;6733 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;22833 | &nbsp;&nbsp;21550 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;15260 | &nbsp;&nbsp;15497 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;21074 | &nbsp;&nbsp;21811 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;2.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;11429 | &nbsp;&nbsp;10227 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;7161 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9583 | &nbsp;&nbsp;&nbsp;&nbsp;9736 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;27652 | &nbsp;&nbsp;24410 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;20874 | &nbsp;&nbsp;21135 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;38250 | &nbsp;&nbsp;39372 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;17255 | &nbsp;&nbsp;16813 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;17005 | &nbsp;&nbsp;16988 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/15/34 | &nbsp;&nbsp;26511 | &nbsp;&nbsp;26759 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;12913 | &nbsp;&nbsp;13160 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;22053 | &nbsp;&nbsp;21306 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;10280 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;7117 | &nbsp;&nbsp;&nbsp;&nbsp;7812 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;11059 | &nbsp;&nbsp;12300 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/15/38 | &nbsp;&nbsp;13846 | &nbsp;&nbsp;15727 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/39 | &nbsp;&nbsp;16984 | &nbsp;&nbsp;13708 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;11891 | &nbsp;&nbsp;&nbsp;&nbsp;8622 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5503 | &nbsp;&nbsp;&nbsp;&nbsp;5620 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;3508 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;16009 | &nbsp;&nbsp;11761 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;10801 | &nbsp;&nbsp;&nbsp;&nbsp;9675 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;4830 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/42 | &nbsp;&nbsp;12822 | &nbsp;&nbsp;10387 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;10151 | &nbsp;&nbsp;&nbsp;&nbsp;8519 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/44 | &nbsp;&nbsp;12395 | &nbsp;&nbsp;12077 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/45 | &nbsp;&nbsp;16585 | &nbsp;&nbsp;14671 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/47 | &nbsp;&nbsp;20060 | &nbsp;&nbsp;16103 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;15960 | &nbsp;&nbsp;12912 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;11646 | &nbsp;&nbsp;&nbsp;&nbsp;8657 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;23238 | &nbsp;&nbsp;18678 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6817 | &nbsp;&nbsp;&nbsp;&nbsp;5644 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;18809 | &nbsp;&nbsp;13703 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;17556 | &nbsp;&nbsp;10925 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;32867 | &nbsp;&nbsp;21786 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;32861 | &nbsp;&nbsp;32905 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;27789 | &nbsp;&nbsp;24796 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;23607 | &nbsp;&nbsp;22056 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/54 | &nbsp;&nbsp;35945 | &nbsp;&nbsp;34848 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;9831 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/59 | &nbsp;&nbsp;11740 | &nbsp;&nbsp;&nbsp;&nbsp;8278 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/60 | &nbsp;&nbsp;14812 | &nbsp;&nbsp;&nbsp;&nbsp;8892 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/63 | &nbsp;&nbsp;29510 | &nbsp;&nbsp;29913 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/63 | &nbsp;&nbsp;21643 | &nbsp;&nbsp;19258 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/64 | &nbsp;&nbsp;15020 | &nbsp;&nbsp;14031 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/64 | &nbsp;&nbsp;24695 | &nbsp;&nbsp;24011 |
| <sup>8</sup> | Universal Health Services Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | Universal Health Services Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2894 | &nbsp;&nbsp;&nbsp;&nbsp;2794 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;5844 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;10405 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;6726 |
|  | UPMC | &nbsp;&nbsp;5.035% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8726 | &nbsp;&nbsp;&nbsp;&nbsp;8752 |
|  | Utah Acquisition Sub Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;8339 | &nbsp;&nbsp;&nbsp;&nbsp;6749 |
|  | Viatris Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;7348 |
|  | Viatris Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/30 | &nbsp;&nbsp;16372 | &nbsp;&nbsp;14585 |
|  | Viatris Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/22/40 | &nbsp;&nbsp;10165 | &nbsp;&nbsp;&nbsp;&nbsp;7503 |
|  | Viatris Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/22/50 | &nbsp;&nbsp;18403 | &nbsp;&nbsp;12260 |
| <sup>3</sup> | WakeMed | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp;2509 |
| <sup>3</sup> | West Virginia United Health System Obligated Group | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4631 | &nbsp;&nbsp;&nbsp;&nbsp;2878 |
| <sup>3</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;4.813% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4151 | &nbsp;&nbsp;&nbsp;&nbsp;3591 |
| <sup>3</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;3.065% | &nbsp;&nbsp;3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp;&nbsp;5301 |
|  | Wyeth LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;11407 | &nbsp;&nbsp;12708 |
|  | Wyeth LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;10249 |
|  | Wyeth LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;15791 | &nbsp;&nbsp;16857 |
| <sup>3</sup> | Yale-New Haven Health Services Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;2099 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5952 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;7426 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/24/31 | &nbsp;&nbsp;18882 | &nbsp;&nbsp;16696 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;4270 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4817 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2482 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/12/27 | &nbsp;&nbsp;15997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15610 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/20/28 | &nbsp;&nbsp;10670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10591 |
|  | Zoetis Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5273 |
|  | Zoetis Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/16/32 | &nbsp;&nbsp;11695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12350 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;9813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8957 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;7083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/20/48 | &nbsp;&nbsp;12491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10527 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154 |
|  |  |  |  |  | &nbsp;&nbsp;**10191539** |
| **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/19/26 | &nbsp;&nbsp;15057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14693 |
|  | 3M Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7889 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13797 |
|  | 3M Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/26/29 | &nbsp;&nbsp;20561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19064 |
|  | 3M Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11234 |
|  | 3M Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6593 |
|  | 3M Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7226 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/19/46 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9003 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;10527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7769 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6516 |
|  | 3M Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/26/49 | &nbsp;&nbsp;23151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15701 |
|  | 3M Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117 |
|  | Acuity Brands Lighting Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5987 |
|  | AGCO Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2353 |
|  | AGCO Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9337 |
|  | Allegion plc | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4814 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6969 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.411% | &nbsp;&nbsp;7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7217 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class A Series 2014-1 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class A Series 2015-1 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class A Series 2021-1 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/11/34 | &nbsp;&nbsp;17423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15474 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2015-2 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2016-1 | &nbsp;&nbsp;3.575% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2016-2 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7267 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2016-3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4844 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2017-1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4633 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2017-2 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4333 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6040 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;10111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10270 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8121 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7227 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7734 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;16993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15943 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8323 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;7780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8006 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;13505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13646 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4392 |
|  | Boeing Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;18490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17968 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;27407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27613 |
|  | Boeing Co. | &nbsp;&nbsp;6.259% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;13145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13525 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;20224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19616 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271 |
|  | Boeing Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;13368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12727 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;15970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16885 |
|  | Boeing Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;10206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9464 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;71549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72864 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;13310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12540 |
|  | Boeing Co. | &nbsp;&nbsp;6.388% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;13157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14151 |
|  | Boeing Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;12326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13016 |
|  | Boeing Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;17327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15274 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;30657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33338 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;12795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10772 |
|  | Boeing Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;8439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9119 |
|  | Boeing Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;6622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5162 |
|  | Boeing Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;14674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16007 |

---

------

Total Bond Market Index 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;5.875% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;10737 | &nbsp;&nbsp;10713 |
| Boeing Co. | &nbsp;&nbsp;5.705% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;21950 | &nbsp;&nbsp;21649 |
| Boeing Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;6073 | &nbsp;&nbsp;&nbsp;&nbsp;4356 |
| Boeing Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;18493 | &nbsp;&nbsp;13280 |
| Boeing Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;19132 | &nbsp;&nbsp;13514 |
| Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;99136 | &nbsp;&nbsp;95108 |
| Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/54 | &nbsp;&nbsp;24336 | &nbsp;&nbsp;26653 |
| Boeing Co. | &nbsp;&nbsp;3.825% | &nbsp;&nbsp;3/1/59 | &nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp;6636 |
| Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/60 | &nbsp;&nbsp;38728 | &nbsp;&nbsp;36794 |
| Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/64 | &nbsp;&nbsp;32565 | &nbsp;&nbsp;35771 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5717 | &nbsp;&nbsp;&nbsp;&nbsp;5639 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4617 | &nbsp;&nbsp;&nbsp;&nbsp;5089 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;8101 | &nbsp;&nbsp;&nbsp;&nbsp;8833 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;11592 | &nbsp;&nbsp;12123 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;10484 | &nbsp;&nbsp;10061 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;18791 | &nbsp;&nbsp;18669 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;8314 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;12016 | &nbsp;&nbsp;10638 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;9232 | &nbsp;&nbsp;&nbsp;&nbsp;8088 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;18081 | &nbsp;&nbsp;15937 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;7897 | &nbsp;&nbsp;&nbsp;&nbsp;7595 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;18344 | &nbsp;&nbsp;17131 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;10220 | &nbsp;&nbsp;&nbsp;&nbsp;9046 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;17922 | &nbsp;&nbsp;15024 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/1/45 | &nbsp;&nbsp;11441 | &nbsp;&nbsp;10304 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/1/46 | &nbsp;&nbsp;16994 | &nbsp;&nbsp;13564 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;16248 | &nbsp;&nbsp;13328 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7211 | &nbsp;&nbsp;&nbsp;&nbsp;5822 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;11805 | &nbsp;&nbsp;&nbsp;&nbsp;9755 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;17070 | &nbsp;&nbsp;12554 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9167 | &nbsp;&nbsp;&nbsp;&nbsp;6077 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;11919 | &nbsp;&nbsp;&nbsp;&nbsp;8269 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8897 | &nbsp;&nbsp;&nbsp;&nbsp;5625 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8647 | &nbsp;&nbsp;&nbsp;&nbsp;7293 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;28413 | &nbsp;&nbsp;26878 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;31946 | &nbsp;&nbsp;31615 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/56 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;11942 |
| Canadian National Railway Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;2544 |
| Canadian National Railway Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;4976 | &nbsp;&nbsp;&nbsp;&nbsp;4732 |
| Canadian National Railway Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3754 | &nbsp;&nbsp;&nbsp;&nbsp;4124 |
| Canadian National Railway Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;6883 | &nbsp;&nbsp;&nbsp;&nbsp;7534 |
| Canadian National Railway Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4893 | &nbsp;&nbsp;&nbsp;&nbsp;5426 |
| Canadian National Railway Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;7881 | &nbsp;&nbsp;&nbsp;&nbsp;5622 |
| Canadian National Railway Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/3/48 | &nbsp;&nbsp;&nbsp;&nbsp;6249 | &nbsp;&nbsp;&nbsp;&nbsp;4768 |
| Canadian National Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4812 | &nbsp;&nbsp;&nbsp;&nbsp;2827 |
| Canadian National Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;1062 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;9069 | &nbsp;&nbsp;&nbsp;&nbsp;8755 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp;&nbsp;5575 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7940 | &nbsp;&nbsp;&nbsp;&nbsp;7459 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;7027 | &nbsp;&nbsp;&nbsp;&nbsp;6331 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3976 | &nbsp;&nbsp;&nbsp;&nbsp;4040 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6471 | &nbsp;&nbsp;&nbsp;&nbsp;7274 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/2/31 | &nbsp;&nbsp;20172 | &nbsp;&nbsp;17698 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;3776 | &nbsp;&nbsp;&nbsp;&nbsp;3827 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4758 | &nbsp;&nbsp;&nbsp;&nbsp;4643 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;13655 | &nbsp;&nbsp;14492 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/2/41 | &nbsp;&nbsp;13105 | &nbsp;&nbsp;&nbsp;&nbsp;9529 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;5864 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6853 | &nbsp;&nbsp;&nbsp;&nbsp;6095 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5048 | &nbsp;&nbsp;&nbsp;&nbsp;4612 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5788 | &nbsp;&nbsp;&nbsp;&nbsp;5096 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;11651 | &nbsp;&nbsp;&nbsp;&nbsp;8300 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/2/51 | &nbsp;&nbsp;33751 | &nbsp;&nbsp;22177 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;7721 |
| Carrier Global Corp. | &nbsp;&nbsp;2.493% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;15055 | &nbsp;&nbsp;14653 |
| Carrier Global Corp. | &nbsp;&nbsp;2.722% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;34026 | &nbsp;&nbsp;31652 |
| Carrier Global Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;13867 | &nbsp;&nbsp;14764 |
| Carrier Global Corp. | &nbsp;&nbsp;3.377% | &nbsp;&nbsp;4/5/40 | &nbsp;&nbsp;29937 | &nbsp;&nbsp;23762 |
| Carrier Global Corp. | &nbsp;&nbsp;3.577% | &nbsp;&nbsp;4/5/50 | &nbsp;&nbsp;12831 | &nbsp;&nbsp;&nbsp;&nbsp;9422 |
| Carrier Global Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5702 | &nbsp;&nbsp;&nbsp;&nbsp;6110 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;3721 | &nbsp;&nbsp;&nbsp;&nbsp;3651 |
| <sup>3</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;5503 | &nbsp;&nbsp;&nbsp;&nbsp;5316 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;7116 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/7/27 | &nbsp;&nbsp;10220 | &nbsp;&nbsp;10295 |
| <sup>3</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;6151 | &nbsp;&nbsp;&nbsp;&nbsp;5939 |
| <sup>3</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/12/27 | &nbsp;&nbsp;10990 | &nbsp;&nbsp;10884 |
| <sup>3</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;8257 | &nbsp;&nbsp;&nbsp;&nbsp;7753 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;12855 | &nbsp;&nbsp;12939 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;10180 | &nbsp;&nbsp;10300 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3930 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;8008 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6467 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;7061 |
|  | Caterpillar Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;8022 | &nbsp;&nbsp;&nbsp;&nbsp;7533 |
|  | Caterpillar Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/9/30 | &nbsp;&nbsp;18449 | &nbsp;&nbsp;17153 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;4943 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6659 | &nbsp;&nbsp;&nbsp;&nbsp;6891 |
|  | Caterpillar Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;10626 | &nbsp;&nbsp;11617 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;24482 | &nbsp;&nbsp;20209 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;4993 | &nbsp;&nbsp;&nbsp;&nbsp;4346 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/19/49 | &nbsp;&nbsp;17713 | &nbsp;&nbsp;12407 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;7612 | &nbsp;&nbsp;&nbsp;&nbsp;5318 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1641 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;5911 | &nbsp;&nbsp;&nbsp;&nbsp;5203 |
|  | CH Robinson Worldwide Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;8991 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4642 | &nbsp;&nbsp;&nbsp;&nbsp;4496 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;2899 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3506 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;7315 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;7433 | &nbsp;&nbsp;&nbsp;&nbsp;7678 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;12963 | &nbsp;&nbsp;13231 |
| <sup>3</sup> | CNH Industrial NV | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9293 | &nbsp;&nbsp;&nbsp;&nbsp;9202 |
|  | CSX Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8744 | &nbsp;&nbsp;&nbsp;&nbsp;8557 |
|  | CSX Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;17171 | &nbsp;&nbsp;16895 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;6582 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;23616 | &nbsp;&nbsp;23616 |
|  | CSX Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;7950 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;14059 | &nbsp;&nbsp;13626 |
|  | CSX Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;4082 |
|  | CSX Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7995 | &nbsp;&nbsp;&nbsp;&nbsp;8036 |
|  | CSX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;8802 | &nbsp;&nbsp;&nbsp;&nbsp;9446 |
|  | CSX Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;11857 | &nbsp;&nbsp;12855 |
|  | CSX Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;8959 | &nbsp;&nbsp;&nbsp;&nbsp;9672 |
|  | CSX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5797 | &nbsp;&nbsp;&nbsp;&nbsp;5797 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;4816 |
|  | CSX Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;13035 | &nbsp;&nbsp;10832 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;7537 | &nbsp;&nbsp;&nbsp;&nbsp;5866 |
|  | CSX Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;6920 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;10740 | &nbsp;&nbsp;&nbsp;&nbsp;9512 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;18284 | &nbsp;&nbsp;15532 |
|  | CSX Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;12796 | &nbsp;&nbsp;&nbsp;&nbsp;8955 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3345 | &nbsp;&nbsp;&nbsp;&nbsp;2539 |
|  | CSX Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5482 | &nbsp;&nbsp;&nbsp;&nbsp;3169 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;20721 | &nbsp;&nbsp;17494 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;2005 |
|  | CSX Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;2678 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/1/66 | &nbsp;&nbsp;&nbsp;&nbsp;7833 | &nbsp;&nbsp;&nbsp;&nbsp;6035 |
|  | CSX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/68 | &nbsp;&nbsp;&nbsp;&nbsp;4809 | &nbsp;&nbsp;&nbsp;&nbsp;3949 |
|  | Cummins Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;3893 |
|  | Cummins Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;7906 |
|  | Cummins Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | Cummins Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;13325 | &nbsp;&nbsp;13430 |
|  | Cummins Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;6158 |
|  | Cummins Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/9/35 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;14673 |
|  | Cummins Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;9816 | &nbsp;&nbsp;&nbsp;&nbsp;9172 |
|  | Cummins Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8842 | &nbsp;&nbsp;&nbsp;&nbsp;5258 |
|  | Cummins Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/20/54 | &nbsp;&nbsp;14425 | &nbsp;&nbsp;13977 |
| <sup>8</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
| <sup>8</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Deere & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/16/29 | &nbsp;&nbsp;10744 | &nbsp;&nbsp;11241 |
|  | Deere & Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;14120 | &nbsp;&nbsp;13423 |
|  | Deere & Co. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
|  | Deere & Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/16/35 | &nbsp;&nbsp;12915 | &nbsp;&nbsp;13451 |
|  | Deere & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/9/42 | &nbsp;&nbsp;10389 | &nbsp;&nbsp;&nbsp;&nbsp;8841 |
|  | Deere & Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/7/49 | &nbsp;&nbsp;13952 | &nbsp;&nbsp;&nbsp;&nbsp;9173 |
|  | Deere & Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;12207 | &nbsp;&nbsp;&nbsp;&nbsp;9473 |
|  | Deere & Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/19/55 | &nbsp;&nbsp;10410 | &nbsp;&nbsp;10744 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;8658 | &nbsp;&nbsp;&nbsp;&nbsp;8707 |
| <sup>8</sup> | Delta Air Lines Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1278 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp;4383 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;7176 | &nbsp;&nbsp;&nbsp;&nbsp;7229 |
| <sup>3</sup> | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;7524 | &nbsp;&nbsp;&nbsp;&nbsp;7082 |
|  | Dover Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;4247 | &nbsp;&nbsp;&nbsp;&nbsp;4003 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;3597 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6804 | &nbsp;&nbsp;&nbsp;&nbsp;6621 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;6154 |
|  | Eaton Corp. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;14588 | &nbsp;&nbsp;14320 |
|  | Eaton Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/2/32 | &nbsp;&nbsp;11397 | &nbsp;&nbsp;11013 |
|  | Eaton Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/2/42 | &nbsp;&nbsp;13005 | &nbsp;&nbsp;11184 |
|  | Eaton Corp. | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3988 | &nbsp;&nbsp;&nbsp;&nbsp;3166 |
|  | Eaton Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
|  | Embraer Netherlands Finance BV | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;2/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5208 |
|  | Emerson Electric Co. | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;12035 | &nbsp;&nbsp;11564 |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;17092 | &nbsp;&nbsp;16279 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/21/28 | &nbsp;&nbsp;11425 | &nbsp;&nbsp;10651 |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;10085 | &nbsp;&nbsp;&nbsp;&nbsp;8997 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/21/31 | &nbsp;&nbsp;16522 | &nbsp;&nbsp;14539 |
|  | Emerson Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;2805 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;12847 | &nbsp;&nbsp;&nbsp;&nbsp;8066 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/21/51 | &nbsp;&nbsp;12395 | &nbsp;&nbsp;&nbsp;&nbsp;7811 |
| <sup>3</sup> | Federal Express Corp. Pass-Through Trust Series 2020-1 | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;16406 | &nbsp;&nbsp;14165 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5666 | &nbsp;&nbsp;&nbsp;&nbsp;5525 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp;&nbsp;&nbsp;5381 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8187 | &nbsp;&nbsp;&nbsp;&nbsp;7194 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5162 | &nbsp;&nbsp;&nbsp;&nbsp;5024 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;12065 | &nbsp;&nbsp;10782 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;9860 | &nbsp;&nbsp;&nbsp;&nbsp;7060 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2499 | &nbsp;&nbsp;&nbsp;&nbsp;2200 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;21128 | &nbsp;&nbsp;17641 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;16666 | &nbsp;&nbsp;13546 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/47 | &nbsp;&nbsp;10605 | &nbsp;&nbsp;&nbsp;&nbsp;8347 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;15406 | &nbsp;&nbsp;11411 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;17630 | &nbsp;&nbsp;15586 |
|  | Fortive Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6885 | &nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | GE Capital Funding LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;11733 | &nbsp;&nbsp;11655 |
|  | General Dynamics Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8297 | &nbsp;&nbsp;&nbsp;&nbsp;8122 |
|  | General Dynamics Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;14729 | &nbsp;&nbsp;14273 |
|  | General Dynamics Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;11385 | &nbsp;&nbsp;11326 |
|  | General Dynamics Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;15461 | &nbsp;&nbsp;15089 |
|  | General Dynamics Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5420 |
|  | General Dynamics Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5978 | &nbsp;&nbsp;&nbsp;&nbsp;5368 |
|  | General Dynamics Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2543 | &nbsp;&nbsp;&nbsp;&nbsp;2036 |
| <sup>3</sup> | General Electric Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/14/38 | &nbsp;&nbsp;24275 | &nbsp;&nbsp;25900 |
|  | HEICO Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;5151 |
|  | HEICO Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;8628 |
|  | Hexcel Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;1437 | &nbsp;&nbsp;&nbsp;&nbsp;1462 |
|  | Honeywell International Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;25040 | &nbsp;&nbsp;24487 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;16535 | &nbsp;&nbsp;15742 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;9630 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7018 | &nbsp;&nbsp;&nbsp;&nbsp;7171 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;10204 | &nbsp;&nbsp;10225 |
|  | Honeywell International Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9661 | &nbsp;&nbsp;&nbsp;&nbsp;9112 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;12720 | &nbsp;&nbsp;12905 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;13603 | &nbsp;&nbsp;12171 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;21886 | &nbsp;&nbsp;18679 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;19939 | &nbsp;&nbsp;20471 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;38010 | &nbsp;&nbsp;38326 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;24910 | &nbsp;&nbsp;25305 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;8438 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;23305 | &nbsp;&nbsp;23444 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4869 | &nbsp;&nbsp;&nbsp;&nbsp;5128 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;8740 | &nbsp;&nbsp;&nbsp;&nbsp;9155 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;9479 | &nbsp;&nbsp;&nbsp;&nbsp;9586 |
|  | Honeywell International Inc. | &nbsp;&nbsp;3.812% | &nbsp;&nbsp;11/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;5991 | &nbsp;&nbsp;&nbsp;&nbsp;4651 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/54 | &nbsp;&nbsp;16472 | &nbsp;&nbsp;15620 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;9252 | &nbsp;&nbsp;&nbsp;&nbsp;8746 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;10315 | &nbsp;&nbsp;10463 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;9168 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;12591 | &nbsp;&nbsp;12328 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;2.043% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;8514 | &nbsp;&nbsp;&nbsp;&nbsp;7925 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;2118 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9806 | &nbsp;&nbsp;&nbsp;&nbsp;9576 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;51741 | &nbsp;&nbsp;53369 |
|  | IDEX Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;6763 |
|  | IDEX Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;5445 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;18861 | &nbsp;&nbsp;18549 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;10307 | &nbsp;&nbsp;&nbsp;&nbsp;9639 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;18070 | &nbsp;&nbsp;15000 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;11215 | &nbsp;&nbsp;11398 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;4010 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.176% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9810 | &nbsp;&nbsp;10070 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5852 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/14/33 | &nbsp;&nbsp;13078 | &nbsp;&nbsp;13692 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;&nbsp;&nbsp;9926 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;8023 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;8335 | &nbsp;&nbsp;&nbsp;&nbsp;8765 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5872 | &nbsp;&nbsp;&nbsp;&nbsp;6109 |
| <sup>3</sup> | JetBlue Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5941 | &nbsp;&nbsp;&nbsp;&nbsp;5562 |
| <sup>3</sup> | JetBlue Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6190 | &nbsp;&nbsp;&nbsp;&nbsp;5417 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;6088 | &nbsp;&nbsp;&nbsp;&nbsp;6160 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;25705 | &nbsp;&nbsp;25114 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1410 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;9277 | &nbsp;&nbsp;&nbsp;&nbsp;9334 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;12930 | &nbsp;&nbsp;12483 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/5/27 | &nbsp;&nbsp;14055 | &nbsp;&nbsp;14242 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;7766 | &nbsp;&nbsp;&nbsp;&nbsp;7476 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;&nbsp;9909 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/8/27 | &nbsp;&nbsp;13359 | &nbsp;&nbsp;13007 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;16297 | &nbsp;&nbsp;16332 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/6/28 | &nbsp;&nbsp;17636 | &nbsp;&nbsp;17218 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;6066 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;6517 | &nbsp;&nbsp;&nbsp;&nbsp;6624 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;13723 | &nbsp;&nbsp;14021 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;6509 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;25681 | &nbsp;&nbsp;26305 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;6882 | &nbsp;&nbsp;&nbsp;&nbsp;6957 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;7035 | &nbsp;&nbsp;&nbsp;&nbsp;6867 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;6997 | &nbsp;&nbsp;&nbsp;&nbsp;7170 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;7/18/29 | &nbsp;&nbsp;13118 | &nbsp;&nbsp;12428 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;4183 | &nbsp;&nbsp;&nbsp;&nbsp;4298 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/9/30 | &nbsp;&nbsp;12737 | &nbsp;&nbsp;11806 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/5/30 | &nbsp;&nbsp;10760 | &nbsp;&nbsp;10864 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/10/30 | &nbsp;&nbsp;16011 | &nbsp;&nbsp;16282 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6243 | &nbsp;&nbsp;&nbsp;&nbsp;5388 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/7/31 | &nbsp;&nbsp;18440 | &nbsp;&nbsp;18894 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;7516 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8710 | &nbsp;&nbsp;&nbsp;&nbsp;8610 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/8/33 | &nbsp;&nbsp;13751 | &nbsp;&nbsp;14215 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/11/34 | &nbsp;&nbsp;13698 | &nbsp;&nbsp;13995 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;13265 | &nbsp;&nbsp;13488 |
|  | Johnson Controls International plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/19/29 | &nbsp;&nbsp;10053 | &nbsp;&nbsp;10437 |
|  | Johnson Controls International plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9427 | &nbsp;&nbsp;&nbsp;&nbsp;8271 |
|  | Johnson Controls International plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;5701 | &nbsp;&nbsp;&nbsp;&nbsp;4891 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8940 |
| <sup>3</sup> | Johnson Controls International plc | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3768 | &nbsp;&nbsp;&nbsp;&nbsp;4037 |
| <sup>3</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/2/44 | &nbsp;&nbsp;11347 | &nbsp;&nbsp;&nbsp;&nbsp;9801 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/47 | &nbsp;&nbsp;10386 | &nbsp;&nbsp;&nbsp;&nbsp;8746 |
| <sup>3</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/2/64 | &nbsp;&nbsp;&nbsp;&nbsp;5692 | &nbsp;&nbsp;&nbsp;&nbsp;4771 |
|  | Kennametal Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8828 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;11086 | &nbsp;&nbsp;11129 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;8485 | &nbsp;&nbsp;&nbsp;&nbsp;7984 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;3376 |
|  | Kirby Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;14291 | &nbsp;&nbsp;14163 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;9787 | &nbsp;&nbsp;&nbsp;&nbsp;9731 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;18102 | &nbsp;&nbsp;18409 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4684 | &nbsp;&nbsp;&nbsp;&nbsp;4695 |
| <sup>3</sup> | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;21944 | &nbsp;&nbsp;22006 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;10041 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8901 | &nbsp;&nbsp;&nbsp;&nbsp;8366 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7691 | &nbsp;&nbsp;&nbsp;&nbsp;6655 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;10650 | &nbsp;&nbsp;10993 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/31/33 | &nbsp;&nbsp;22655 | &nbsp;&nbsp;23294 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;11515 | &nbsp;&nbsp;11767 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.854% | &nbsp;&nbsp;4/27/35 | &nbsp;&nbsp;12762 | &nbsp;&nbsp;12488 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.054% | &nbsp;&nbsp;4/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;9652 | &nbsp;&nbsp;&nbsp;&nbsp;9007 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;8441 |
|  | Lennox International Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5524 |
|  | Lennox International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7415 | &nbsp;&nbsp;&nbsp;&nbsp;7643 |
|  | LKQ Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;10801 | &nbsp;&nbsp;11128 |
|  | LKQ Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8608 | &nbsp;&nbsp;&nbsp;&nbsp;9082 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;18203 | &nbsp;&nbsp;18666 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8077 | &nbsp;&nbsp;&nbsp;&nbsp;8166 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6637 | &nbsp;&nbsp;&nbsp;&nbsp;6700 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp;&nbsp;2291 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5265 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;10535 | &nbsp;&nbsp;10141 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;13105 | &nbsp;&nbsp;13060 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;12779 | &nbsp;&nbsp;11573 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/36 | &nbsp;&nbsp;10723 | &nbsp;&nbsp;10316 |
| <sup>3</sup> | Lockheed Martin Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/1/36 | &nbsp;&nbsp;11180 | &nbsp;&nbsp;12337 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;7445 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;12992 | &nbsp;&nbsp;10230 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;23981 | &nbsp;&nbsp;21358 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;23713 | &nbsp;&nbsp;18664 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/53 | &nbsp;&nbsp;14940 | &nbsp;&nbsp;11840 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;14195 | &nbsp;&nbsp;14313 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;17012 | &nbsp;&nbsp;15915 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;6684 | &nbsp;&nbsp;&nbsp;&nbsp;5252 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/63 | &nbsp;&nbsp;18006 | &nbsp;&nbsp;18544 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;2007 |
|  | MasTec Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7685 | &nbsp;&nbsp;&nbsp;&nbsp;7959 |
| <sup>3</sup> | Nature Conservancy | &nbsp;&nbsp;3.957% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;4899 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;5548 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;11083 | &nbsp;&nbsp;10870 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;12905 | &nbsp;&nbsp;12771 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;15111 | &nbsp;&nbsp;14036 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;16615 | &nbsp;&nbsp;17154 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;5943 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6762 | &nbsp;&nbsp;&nbsp;&nbsp;6128 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6051 | &nbsp;&nbsp;&nbsp;&nbsp;6327 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3115 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;16183 | &nbsp;&nbsp;14917 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4256 | &nbsp;&nbsp;&nbsp;&nbsp;3475 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;7243 | &nbsp;&nbsp;&nbsp;&nbsp;6178 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;7443 | &nbsp;&nbsp;&nbsp;&nbsp;6518 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.942% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5863 | &nbsp;&nbsp;&nbsp;&nbsp;4594 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;2936 | &nbsp;&nbsp;&nbsp;&nbsp;2363 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;5169 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;3846 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;13001 | &nbsp;&nbsp;&nbsp;&nbsp;8521 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8809 | &nbsp;&nbsp;&nbsp;&nbsp;6810 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;21253 | &nbsp;&nbsp;17965 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;17525 | &nbsp;&nbsp;16760 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.155% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;23584 | &nbsp;&nbsp;15105 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/64 | &nbsp;&nbsp;17345 | &nbsp;&nbsp;17810 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/21 | &nbsp;&nbsp;&nbsp;&nbsp;9624 | &nbsp;&nbsp;&nbsp;&nbsp;6628 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;4045 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;40423 | &nbsp;&nbsp;39496 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8191 | &nbsp;&nbsp;&nbsp;&nbsp;8292 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;19283 | &nbsp;&nbsp;19304 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4162 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;10115 | &nbsp;&nbsp;10070 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6627 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;28449 | &nbsp;&nbsp;27821 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;18518 | &nbsp;&nbsp;16732 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;5896 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;34626 | &nbsp;&nbsp;27602 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4259 | &nbsp;&nbsp;&nbsp;&nbsp;4001 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;14795 | &nbsp;&nbsp;13281 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;3530 | &nbsp;&nbsp;&nbsp;&nbsp;3286 |
|  | nVent Finance Sarl | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6986 | &nbsp;&nbsp;&nbsp;&nbsp;6993 |
|  | nVent Finance Sarl | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6535 | &nbsp;&nbsp;&nbsp;&nbsp;6654 |
|  | Oshkosh Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9012 |
|  | Oshkosh Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4333 | &nbsp;&nbsp;&nbsp;&nbsp;4059 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.293% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;8515 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;9945 | &nbsp;&nbsp;10234 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.565% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;23979 | &nbsp;&nbsp;22117 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2266 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.112% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;11888 | &nbsp;&nbsp;&nbsp;&nbsp;9138 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.362% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;4725 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;4364 | &nbsp;&nbsp;&nbsp;&nbsp;4409 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;9845 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp;&nbsp;&nbsp;9506 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5528 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/6/27 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;10918 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6593 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;4338 | &nbsp;&nbsp;&nbsp;&nbsp;4400 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9598 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6688 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;6828 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;20524 | &nbsp;&nbsp;20232 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/14/29 | &nbsp;&nbsp;13776 | &nbsp;&nbsp;13231 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;14835 | &nbsp;&nbsp;14981 |
| <sup>3</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;9293 | &nbsp;&nbsp;&nbsp;&nbsp;8859 |
| <sup>3</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;4385 |
| <sup>3</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;9077 | &nbsp;&nbsp;&nbsp;&nbsp;7813 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;9577 | &nbsp;&nbsp;&nbsp;&nbsp;7726 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/14/49 | &nbsp;&nbsp;11616 | &nbsp;&nbsp;&nbsp;&nbsp;9147 |
|  | Pentair Finance Sarl | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5636 | &nbsp;&nbsp;&nbsp;&nbsp;5627 |
|  | Pentair Finance Sarl | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;5527 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;4412 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5462 | &nbsp;&nbsp;&nbsp;&nbsp;4644 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;13420 | &nbsp;&nbsp;13815 |
| <sup>3</sup> | Regal Rexnord Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;13495 | &nbsp;&nbsp;14142 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;17395 | &nbsp;&nbsp;18377 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8117 | &nbsp;&nbsp;&nbsp;&nbsp;8006 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;3574 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;5955 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;3750 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7816 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;10842 | &nbsp;&nbsp;&nbsp;&nbsp;9927 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1487 | &nbsp;&nbsp;&nbsp;&nbsp;1515 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;7491 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;5130 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;19969 | &nbsp;&nbsp;20263 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;12106 | &nbsp;&nbsp;12336 |
|  | Republic Services Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp;&nbsp;&nbsp;5691 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;&nbsp;&nbsp;9479 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5068 | &nbsp;&nbsp;&nbsp;&nbsp;3417 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8836 | &nbsp;&nbsp;&nbsp;&nbsp;8618 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7308 | &nbsp;&nbsp;&nbsp;&nbsp;6278 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;9265 | &nbsp;&nbsp;&nbsp;&nbsp;7631 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;6115 | &nbsp;&nbsp;&nbsp;&nbsp;3550 |
|  | RTX Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4616 |
|  | RTX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;15711 | &nbsp;&nbsp;15525 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/4/27 | &nbsp;&nbsp;14616 | &nbsp;&nbsp;14336 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | RTX Corp. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;5484 |
|  | RTX Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/16/28 | &nbsp;&nbsp;53367 | &nbsp;&nbsp;53173 |
|  | RTX Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3601 | &nbsp;&nbsp;&nbsp;&nbsp;3773 |
|  | RTX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;11698 | &nbsp;&nbsp;10576 |
|  | RTX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;5199 |
|  | RTX Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;17379 | &nbsp;&nbsp;14871 |
|  | RTX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;14603 | &nbsp;&nbsp;12709 |
|  | RTX Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/27/33 | &nbsp;&nbsp;17308 | &nbsp;&nbsp;17685 |
|  | RTX Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;26246 | &nbsp;&nbsp;28364 |
|  | RTX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;7275 |
|  | RTX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;14133 | &nbsp;&nbsp;15259 |
|  | RTX Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;8173 | &nbsp;&nbsp;&nbsp;&nbsp;8816 |
|  | RTX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/16/38 | &nbsp;&nbsp;15170 | &nbsp;&nbsp;13986 |
|  | RTX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;9086 | &nbsp;&nbsp;&nbsp;&nbsp;8236 |
|  | RTX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;38852 | &nbsp;&nbsp;34408 |
|  | RTX Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/43 | &nbsp;&nbsp;14933 | &nbsp;&nbsp;13489 |
|  | RTX Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;15314 | &nbsp;&nbsp;12559 |
|  | RTX Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;14714 | &nbsp;&nbsp;11224 |
|  | RTX Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;18663 | &nbsp;&nbsp;15588 |
|  | RTX Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;7979 | &nbsp;&nbsp;&nbsp;&nbsp;6354 |
|  | RTX Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;5357 | &nbsp;&nbsp;&nbsp;&nbsp;4613 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9582 | &nbsp;&nbsp;&nbsp;&nbsp;6342 |
|  | RTX Corp. | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;9/1/51 | &nbsp;&nbsp;13608 | &nbsp;&nbsp;&nbsp;&nbsp;8387 |
|  | RTX Corp. | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;14864 | &nbsp;&nbsp;&nbsp;&nbsp;9518 |
|  | RTX Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/27/53 | &nbsp;&nbsp;21960 | &nbsp;&nbsp;20998 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;15665 | &nbsp;&nbsp;17153 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3854 | &nbsp;&nbsp;&nbsp;&nbsp;3739 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6858 | &nbsp;&nbsp;&nbsp;&nbsp;6703 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3268 | &nbsp;&nbsp;&nbsp;&nbsp;3187 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;4867 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9832 | &nbsp;&nbsp;10159 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9968 | &nbsp;&nbsp;10225 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4771 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;13730 | &nbsp;&nbsp;14122 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;4009 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;2833 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;14645 | &nbsp;&nbsp;14862 |
|  | Ryder System Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp;2387 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;7014 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;11405 | &nbsp;&nbsp;12538 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8196 | &nbsp;&nbsp;&nbsp;&nbsp;8026 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;33302 | &nbsp;&nbsp;33602 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;4288 | &nbsp;&nbsp;&nbsp;&nbsp;4176 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;4086 | &nbsp;&nbsp;&nbsp;&nbsp;3724 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;4151 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;17903 | &nbsp;&nbsp;16246 |
|  | Textron Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;12876 | &nbsp;&nbsp;12713 |
|  | Textron Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9679 | &nbsp;&nbsp;&nbsp;&nbsp;9439 |
|  | Textron Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4588 |
|  | Textron Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4641 | &nbsp;&nbsp;&nbsp;&nbsp;4119 |
|  | Textron Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;5255 |
|  | Textron Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6495 |
|  | Timken Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;10620 | &nbsp;&nbsp;10646 |
|  | Timken Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6972 | &nbsp;&nbsp;&nbsp;&nbsp;6538 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;8204 | &nbsp;&nbsp;&nbsp;&nbsp;8069 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;6923 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;3723 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3983 | &nbsp;&nbsp;&nbsp;&nbsp;3518 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;5667 | &nbsp;&nbsp;&nbsp;&nbsp;4741 |
|  | Trane Technologies Global Holding Co. Ltd. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/21/28 | &nbsp;&nbsp;12048 | &nbsp;&nbsp;11912 |
|  | Trane Technologies Global Holding Co. Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6999 |
|  | Trimble Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9543 | &nbsp;&nbsp;&nbsp;&nbsp;9690 |
|  | Triton Container International Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;7080 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;15617 | &nbsp;&nbsp;15294 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;7467 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;11220 | &nbsp;&nbsp;12889 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/5/27 | &nbsp;&nbsp;10641 | &nbsp;&nbsp;10331 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2359 | &nbsp;&nbsp;&nbsp;&nbsp;2316 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;6546 | &nbsp;&nbsp;&nbsp;&nbsp;6513 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6651 | &nbsp;&nbsp;&nbsp;&nbsp;6543 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;4701 | &nbsp;&nbsp;&nbsp;&nbsp;4339 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;5212 | &nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;&nbsp;&nbsp;9963 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;7497 | &nbsp;&nbsp;&nbsp;&nbsp;7620 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.891% | &nbsp;&nbsp;4/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;4022 | &nbsp;&nbsp;&nbsp;&nbsp;3330 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4037 | &nbsp;&nbsp;&nbsp;&nbsp;3507 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/20/41 | &nbsp;&nbsp;17699 | &nbsp;&nbsp;13532 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4374 | &nbsp;&nbsp;&nbsp;&nbsp;3558 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;5943 | &nbsp;&nbsp;&nbsp;&nbsp;4817 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;7644 | &nbsp;&nbsp;&nbsp;&nbsp;5502 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/50 | &nbsp;&nbsp;24760 | &nbsp;&nbsp;17094 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;2315 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/10/52 | &nbsp;&nbsp;19188 | &nbsp;&nbsp;12216 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/53 | &nbsp;&nbsp;16270 | &nbsp;&nbsp;11512 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;3736 | &nbsp;&nbsp;&nbsp;&nbsp;3718 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;4518 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.839% | &nbsp;&nbsp;3/20/60 | &nbsp;&nbsp;24049 | &nbsp;&nbsp;17303 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/20/61 | &nbsp;&nbsp;&nbsp;&nbsp;7549 | &nbsp;&nbsp;&nbsp;&nbsp;5047 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.973% | &nbsp;&nbsp;9/16/62 | &nbsp;&nbsp;14180 | &nbsp;&nbsp;&nbsp;&nbsp;8244 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/67 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;4787 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/5/70 | &nbsp;&nbsp;&nbsp;&nbsp;9070 | &nbsp;&nbsp;&nbsp;&nbsp;6143 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;4/6/71 | &nbsp;&nbsp;25184 | &nbsp;&nbsp;17244 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2/14/72 | &nbsp;&nbsp;&nbsp;&nbsp;6519 | &nbsp;&nbsp;&nbsp;&nbsp;4498 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2014-2 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;2241 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;13998 | &nbsp;&nbsp;14283 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;20831 | &nbsp;&nbsp;21247 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2024-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;8570 | &nbsp;&nbsp;&nbsp;&nbsp;8530 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2015-1 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2612 | &nbsp;&nbsp;&nbsp;&nbsp;2533 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2016-1 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/7/28 | &nbsp;&nbsp;19339 | &nbsp;&nbsp;18479 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2016-2 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;4669 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;5774 | &nbsp;&nbsp;&nbsp;&nbsp;5529 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2019-2 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4693 | &nbsp;&nbsp;&nbsp;&nbsp;4193 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;14062 | &nbsp;&nbsp;14191 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;10111 | &nbsp;&nbsp;&nbsp;&nbsp;9880 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;12621 | &nbsp;&nbsp;12342 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;12502 | &nbsp;&nbsp;12190 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7805 | &nbsp;&nbsp;&nbsp;&nbsp;7290 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;3832 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;14840 | &nbsp;&nbsp;15083 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9942 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;4162 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;12026 | &nbsp;&nbsp;13122 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;6514 | &nbsp;&nbsp;&nbsp;&nbsp;6393 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;8031 | &nbsp;&nbsp;&nbsp;&nbsp;7593 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;12990 | &nbsp;&nbsp;10115 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;1661 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;14415 | &nbsp;&nbsp;10914 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;11570 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5369 | &nbsp;&nbsp;&nbsp;&nbsp;3749 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;3797 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/3/53 | &nbsp;&nbsp;12710 | &nbsp;&nbsp;11559 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/14/55 | &nbsp;&nbsp;11698 | &nbsp;&nbsp;12011 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/22/64 | &nbsp;&nbsp;13825 | &nbsp;&nbsp;13328 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/65 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6142 |
|  | Valmont Industries Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6415 |
|  | Valmont Industries Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;4580 |
|  | Veralto Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;9470 | &nbsp;&nbsp;&nbsp;&nbsp;9584 |
|  | Veralto Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;9478 |
|  | Veralto Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9487 |
|  | Vontier Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;7157 |
|  | Vontier Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7878 | &nbsp;&nbsp;&nbsp;&nbsp;7051 |
|  | Waste Connections Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6431 | &nbsp;&nbsp;&nbsp;&nbsp;6454 |
|  | Waste Connections Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9956 | &nbsp;&nbsp;&nbsp;&nbsp;9736 |
|  | Waste Connections Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;10277 | &nbsp;&nbsp;&nbsp;&nbsp;9561 |
|  | Waste Connections Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;15804 | &nbsp;&nbsp;13638 |
|  | Waste Connections Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;10192 | &nbsp;&nbsp;&nbsp;&nbsp;9855 |
|  | Waste Connections Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;9623 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Waste Connections Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5891 |
|  | Waste Connections Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;15915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10465 |
|  | Waste Connections Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;10405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6618 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7813 |
|  | Waste Management Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;18615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18237 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;14210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14359 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;15460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15837 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4636 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9935 |
|  | Waste Management Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;19265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16483 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;7455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7655 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;13425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13641 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9122 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;17928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18181 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;19575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19658 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;10042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7436 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;10258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6104 |
|  | Waste Management Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6925 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;12944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12783 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;18060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18162 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4186 |
|  | WW Grainger Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;17912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17489 |
|  | WW Grainger Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;5868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4554 |
|  | WW Grainger Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4523 |
|  | Xylem Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6511 |
|  | Xylem Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;9655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9126 |
|  | Xylem Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6456 |
|  | Xylem Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4952 |
|  |  |  |  |  | &nbsp;&nbsp;**6445405** |
| **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8302 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9411 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/8/31 | &nbsp;&nbsp;10510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10691 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/34 | &nbsp;&nbsp;18371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18415 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;12953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9433 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;12961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8194 |
|  | Albemarle Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8386 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8969 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;7045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6099 |
|  | Amcor Finance USA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;8649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8964 |
| <sup>8</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;5429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5470 |
| <sup>8</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;6596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6708 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;6/19/30 | &nbsp;&nbsp;15417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14021 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.690% | &nbsp;&nbsp;5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;6308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5648 |
| <sup>8</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9235 |
|  | Amcor Group Finance plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 |
| <sup>8</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;2168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177 |
| <sup>8</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 |
| <sup>8</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;5605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680 |
| <sup>8</sup> | Amrize Finance US LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 |
|  | AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9269 |
|  | AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7983 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/29/27 | &nbsp;&nbsp;18585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19374 |
|  | ArcelorMittal SA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;7257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7167 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;13650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15004 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;8285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8689 |
|  | ArcelorMittal SA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;8405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9305 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6710 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;6/17/54 | &nbsp;&nbsp;&nbsp;&nbsp;2633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2666 |
|  | Barrick Mining Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/30/41 | &nbsp;&nbsp;12504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12572 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;11294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11397 |
|  | Barrick PD Australia Finance Pty Ltd. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;14444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14975 |
|  | Berry Global Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;26256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25187 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6843 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;21530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22641 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;18785 | &nbsp;&nbsp;19426 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11131 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/28/28 | &nbsp;&nbsp;13035 | &nbsp;&nbsp;13240 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;8416 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;6702 | &nbsp;&nbsp;&nbsp;&nbsp;6869 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/30 | &nbsp;&nbsp;12725 | &nbsp;&nbsp;13197 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/33 | &nbsp;&nbsp;15712 | &nbsp;&nbsp;16085 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;7942 | &nbsp;&nbsp;&nbsp;&nbsp;8106 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/24/42 | &nbsp;&nbsp;14886 | &nbsp;&nbsp;12767 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/30/43 | &nbsp;&nbsp;32596 | &nbsp;&nbsp;30902 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/8/53 | &nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;&nbsp;&nbsp;9710 |
| Cabot Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;5261 |
| Carlisle Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7771 | &nbsp;&nbsp;&nbsp;&nbsp;7667 |
| Carlisle Cos. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;12123 | &nbsp;&nbsp;11203 |
| Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5478 |
| Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;4425 |
| CF Industries Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;12555 | &nbsp;&nbsp;12505 |
| CF Industries Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp;8707 |
| CF Industries Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;10283 | &nbsp;&nbsp;&nbsp;&nbsp;9552 |
| CRH America Finance Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/21/34 | &nbsp;&nbsp;12510 | &nbsp;&nbsp;12825 |
| CRH America Finance Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/9/35 | &nbsp;&nbsp;17400 | &nbsp;&nbsp;17840 |
| CRH America Finance Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/9/55 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;5021 |
| CRH SMW Finance DAC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/21/29 | &nbsp;&nbsp;12050 | &nbsp;&nbsp;12352 |
| CRH SMW Finance DAC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/9/30 | &nbsp;&nbsp;12460 | &nbsp;&nbsp;12769 |
| Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;8214 | &nbsp;&nbsp;&nbsp;&nbsp;8333 |
| Dow Chemical Co. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;2956 |
| Dow Chemical Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;7970 |
| Dow Chemical Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;12485 | &nbsp;&nbsp;11463 |
| Dow Chemical Co. | &nbsp;&nbsp;9.400% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;16377 |
| Dow Chemical Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;19638 | &nbsp;&nbsp;17943 |
| Dow Chemical Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;16573 | &nbsp;&nbsp;13493 |
| Dow Chemical Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;7232 | &nbsp;&nbsp;&nbsp;&nbsp;5953 |
| Dow Chemical Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/30/48 | &nbsp;&nbsp;12265 | &nbsp;&nbsp;11255 |
| Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;12913 | &nbsp;&nbsp;10552 |
| Dow Chemical Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;15180 | &nbsp;&nbsp;10281 |
| Dow Chemical Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;7131 |
| Dow Chemical Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5511 | &nbsp;&nbsp;&nbsp;&nbsp;5253 |
| DuPont de Nemours Inc. | &nbsp;&nbsp;4.725% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;26693 | &nbsp;&nbsp;27113 |
| DuPont de Nemours Inc. | &nbsp;&nbsp;5.319% | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;11426 | &nbsp;&nbsp;11828 |
| DuPont de Nemours Inc. | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;25854 | &nbsp;&nbsp;26059 |
| Eagle Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;6801 |
| Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3344 | &nbsp;&nbsp;&nbsp;&nbsp;3353 |
| Eastman Chemical Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3764 | &nbsp;&nbsp;&nbsp;&nbsp;3817 |
| Eastman Chemical Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;2426 |
| Eastman Chemical Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;17313 | &nbsp;&nbsp;17640 |
| Eastman Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;7297 | &nbsp;&nbsp;&nbsp;&nbsp;6411 |
| Eastman Chemical Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/44 | &nbsp;&nbsp;13718 | &nbsp;&nbsp;11594 |
| Ecolab Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;14519 | &nbsp;&nbsp;14253 |
| Ecolab Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4472 | &nbsp;&nbsp;&nbsp;&nbsp;4306 |
| Ecolab Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;5270 |
| Ecolab Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3126 | &nbsp;&nbsp;&nbsp;&nbsp;3219 |
| Ecolab Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;2735 |
| Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;10231 | &nbsp;&nbsp;&nbsp;&nbsp;8827 |
| Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;3678 |
| Ecolab Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;19842 | &nbsp;&nbsp;12171 |
| Ecolab Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/18/55 | &nbsp;&nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;1214 |
| EIDP Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;6313 |
| EIDP Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2547 |
| EIDP Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;8806 |
| FMC Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6751 | &nbsp;&nbsp;&nbsp;&nbsp;6626 |
| FMC Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;13735 | &nbsp;&nbsp;12795 |
| FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;8458 | &nbsp;&nbsp;&nbsp;&nbsp;8364 |
| FMC Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4497 | &nbsp;&nbsp;&nbsp;&nbsp;3323 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6224 | &nbsp;&nbsp;&nbsp;&nbsp;6229 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7642 | &nbsp;&nbsp;&nbsp;&nbsp;7551 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;10782 | &nbsp;&nbsp;10723 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;11078 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;11959 | &nbsp;&nbsp;11727 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;10799 | &nbsp;&nbsp;10717 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;24791 | &nbsp;&nbsp;23471 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Georgia-Pacific LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp;&nbsp;9546 |
|  | Georgia-Pacific LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5443 | &nbsp;&nbsp;&nbsp;&nbsp;6646 |
|  | Gerdau Trade Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6403 |
|  | Huntsman International LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;13219 | &nbsp;&nbsp;12534 |
|  | Huntsman International LLC | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5434 | &nbsp;&nbsp;&nbsp;&nbsp;4568 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;4162 | &nbsp;&nbsp;&nbsp;&nbsp;4153 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;6622 | &nbsp;&nbsp;&nbsp;&nbsp;5706 |
|  | International Paper Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6012 | &nbsp;&nbsp;&nbsp;&nbsp;5918 |
|  | International Paper Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;11518 | &nbsp;&nbsp;11688 |
|  | International Paper Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;16022 | &nbsp;&nbsp;13958 |
|  | International Paper Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;5834 | &nbsp;&nbsp;&nbsp;&nbsp;4699 |
|  | International Paper Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;9512 | &nbsp;&nbsp;&nbsp;&nbsp;7609 |
|  | Kinross Gold Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1632 |
|  | Kinross Gold Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7307 | &nbsp;&nbsp;&nbsp;&nbsp;7857 |
|  | Linde Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/10/30 | &nbsp;&nbsp;11894 | &nbsp;&nbsp;10228 |
|  | Linde Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;11/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;3360 |
|  | Linde Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/10/50 | &nbsp;&nbsp;11241 | &nbsp;&nbsp;&nbsp;&nbsp;5896 |
|  | Lubrizol Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8452 | &nbsp;&nbsp;&nbsp;&nbsp;9543 |
|  | LYB International Finance BV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4622 | &nbsp;&nbsp;&nbsp;&nbsp;4117 |
|  | LYB International Finance BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;17154 | &nbsp;&nbsp;14509 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6591 | &nbsp;&nbsp;&nbsp;&nbsp;5838 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4408 | &nbsp;&nbsp;&nbsp;&nbsp;4514 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;17675 | &nbsp;&nbsp;17652 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2075 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4399 | &nbsp;&nbsp;&nbsp;&nbsp;3252 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;9444 | &nbsp;&nbsp;&nbsp;&nbsp;7005 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;16337 | &nbsp;&nbsp;12080 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;7605 | &nbsp;&nbsp;&nbsp;&nbsp;4922 |
|  | LyondellBasell Industries NV | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/26/55 | &nbsp;&nbsp;15582 | &nbsp;&nbsp;12243 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7501 | &nbsp;&nbsp;&nbsp;&nbsp;7374 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;14155 | &nbsp;&nbsp;13893 |
| <sup>3</sup> | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8029 | &nbsp;&nbsp;&nbsp;&nbsp;7384 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;10218 | &nbsp;&nbsp;&nbsp;&nbsp;9008 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;3234 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;12195 | &nbsp;&nbsp;&nbsp;&nbsp;9900 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;16102 | &nbsp;&nbsp;10646 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;3364 |
|  | Mosaic Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9317 | &nbsp;&nbsp;&nbsp;&nbsp;9252 |
|  | Mosaic Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5695 | &nbsp;&nbsp;&nbsp;&nbsp;5847 |
|  | Mosaic Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;10488 | &nbsp;&nbsp;10724 |
|  | Mosaic Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4236 | &nbsp;&nbsp;&nbsp;&nbsp;3768 |
|  | Mosaic Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5692 | &nbsp;&nbsp;&nbsp;&nbsp;5457 |
|  | NewMarket Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;4573 |
|  | Newmont Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;10158 | &nbsp;&nbsp;&nbsp;&nbsp;9607 |
|  | Newmont Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Newmont Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;14780 | &nbsp;&nbsp;13343 |
|  | Newmont Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;15623 | &nbsp;&nbsp;13864 |
|  | Newmont Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;19620 | &nbsp;&nbsp;20138 |
| <sup>3</sup> | Newmont Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6019 | &nbsp;&nbsp;&nbsp;&nbsp;6427 |
|  | Newmont Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;16691 | &nbsp;&nbsp;18032 |
|  | Newmont Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;16892 | &nbsp;&nbsp;15724 |
|  | Newmont Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/9/44 | &nbsp;&nbsp;&nbsp;&nbsp;6529 | &nbsp;&nbsp;&nbsp;&nbsp;6362 |
|  | Nucor Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;5563 | &nbsp;&nbsp;&nbsp;&nbsp;5581 |
|  | Nucor Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2447 | &nbsp;&nbsp;&nbsp;&nbsp;2437 |
|  | Nucor Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8441 | &nbsp;&nbsp;&nbsp;&nbsp;7798 |
|  | Nucor Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5189 | &nbsp;&nbsp;&nbsp;&nbsp;5229 |
|  | Nucor Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7328 |
|  | Nucor Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3677 | &nbsp;&nbsp;&nbsp;&nbsp;3689 |
|  | Nucor Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;5008 | &nbsp;&nbsp;&nbsp;&nbsp;5521 |
|  | Nucor Corp. | &nbsp;&nbsp;2.979% | &nbsp;&nbsp;12/15/55 | &nbsp;&nbsp;23357 | &nbsp;&nbsp;14323 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8719 | &nbsp;&nbsp;&nbsp;&nbsp;8669 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp;&nbsp;&nbsp;4878 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;6824 | &nbsp;&nbsp;&nbsp;&nbsp;6920 |
|  | Nutrien Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;3562 | &nbsp;&nbsp;&nbsp;&nbsp;3316 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/12/32 | &nbsp;&nbsp;23092 | &nbsp;&nbsp;23521 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/21/34 | &nbsp;&nbsp;18347 | &nbsp;&nbsp;18623 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;7884 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;2636 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;5932 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;7817 | &nbsp;&nbsp;&nbsp;&nbsp;6986 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;20710 | &nbsp;&nbsp;19112 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;7942 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/53 | &nbsp;&nbsp;17981 | &nbsp;&nbsp;17834 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6837 | &nbsp;&nbsp;&nbsp;&nbsp;6693 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;14676 | &nbsp;&nbsp;13853 |
|  | Packaging Corp. of America | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4327 | &nbsp;&nbsp;&nbsp;&nbsp;3308 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;9266 | &nbsp;&nbsp;&nbsp;&nbsp;5835 |
|  | PPG Industries Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6984 | &nbsp;&nbsp;&nbsp;&nbsp;6363 |
|  | Reliance Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp;&nbsp;&nbsp;7658 |
|  | Rio Tinto Alcan Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6401 | &nbsp;&nbsp;&nbsp;&nbsp;7340 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;11103 | &nbsp;&nbsp;12024 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/2/51 | &nbsp;&nbsp;23522 | &nbsp;&nbsp;14288 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;1312 | &nbsp;&nbsp;&nbsp;&nbsp;1319 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;6143 | &nbsp;&nbsp;&nbsp;&nbsp;6191 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;9426 | &nbsp;&nbsp;&nbsp;&nbsp;9612 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;2361 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;8705 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/35 | &nbsp;&nbsp;10526 | &nbsp;&nbsp;10707 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/42 | &nbsp;&nbsp;12283 | &nbsp;&nbsp;11137 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/21/42 | &nbsp;&nbsp;12033 | &nbsp;&nbsp;10158 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/9/53 | &nbsp;&nbsp;13240 | &nbsp;&nbsp;12179 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/14/55 | &nbsp;&nbsp;&nbsp;&nbsp;5564 | &nbsp;&nbsp;&nbsp;&nbsp;5574 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/14/65 | &nbsp;&nbsp;&nbsp;&nbsp;3864 | &nbsp;&nbsp;&nbsp;&nbsp;3885 |
|  | RPM International Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7295 | &nbsp;&nbsp;&nbsp;&nbsp;7207 |
|  | RPM International Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp;&nbsp;&nbsp;5215 |
|  | RPM International Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4182 | &nbsp;&nbsp;&nbsp;&nbsp;3688 |
|  | RPM International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp;&nbsp;&nbsp;4098 |
|  | RPM International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp;&nbsp;&nbsp;3685 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;29933 | &nbsp;&nbsp;29529 |
| <sup>3</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6128 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;22792 | &nbsp;&nbsp;21527 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;4438 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp;&nbsp;&nbsp;3928 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;6528 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2737 | &nbsp;&nbsp;&nbsp;&nbsp;2187 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4569 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;17426 | &nbsp;&nbsp;14596 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7588 | &nbsp;&nbsp;&nbsp;&nbsp;5596 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5814 | &nbsp;&nbsp;&nbsp;&nbsp;3910 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9789 | &nbsp;&nbsp;10035 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/34 | &nbsp;&nbsp;14930 | &nbsp;&nbsp;15200 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.777% | &nbsp;&nbsp;4/3/54 | &nbsp;&nbsp;18298 | &nbsp;&nbsp;18077 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8260 | &nbsp;&nbsp;&nbsp;&nbsp;8364 |
|  | Sonoco Products Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;6074 |
|  | Sonoco Products Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3474 | &nbsp;&nbsp;&nbsp;&nbsp;3354 |
|  | Sonoco Products Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;40625 | &nbsp;&nbsp;40532 |
|  | Sonoco Products Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8781 | &nbsp;&nbsp;&nbsp;&nbsp;8185 |
|  | Sonoco Products Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;7386 |
|  | Southern Copper Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/27/35 | &nbsp;&nbsp;13438 | &nbsp;&nbsp;15444 |
|  | Southern Copper Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/16/40 | &nbsp;&nbsp;16168 | &nbsp;&nbsp;17657 |
|  | Southern Copper Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/8/42 | &nbsp;&nbsp;18263 | &nbsp;&nbsp;16993 |
|  | Southern Copper Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/23/45 | &nbsp;&nbsp;19541 | &nbsp;&nbsp;19305 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;1882 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;4039 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;13318 | &nbsp;&nbsp;12674 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7649 | &nbsp;&nbsp;&nbsp;&nbsp;7131 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5295 | &nbsp;&nbsp;&nbsp;&nbsp;5372 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6169 | &nbsp;&nbsp;&nbsp;&nbsp;6173 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;3735 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;4017 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6021 | &nbsp;&nbsp;&nbsp;&nbsp;5595 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;29797 | &nbsp;&nbsp;30682 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;12911 | &nbsp;&nbsp;12887 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;16239 | &nbsp;&nbsp;15191 |
| <sup>3</sup> | Suzano Austria GmbH | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8748 | &nbsp;&nbsp;&nbsp;&nbsp;7713 |
|  | Suzano International Finance BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/17/27 | &nbsp;&nbsp;11255 | &nbsp;&nbsp;11378 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;20545 | &nbsp;&nbsp;19397 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/12/33 | &nbsp;&nbsp;21759 | &nbsp;&nbsp;22803 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;5337 | &nbsp;&nbsp;&nbsp;&nbsp;6394 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/21/36 | &nbsp;&nbsp;15956 | &nbsp;&nbsp;17315 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/10/39 | &nbsp;&nbsp;11149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12089 |
| Vale Overseas Ltd. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/28/54 | &nbsp;&nbsp;13350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13140 |
| Vale SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/11/42 | &nbsp;&nbsp;15038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14587 |
| Vulcan Materials Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 |
| Vulcan Materials Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923 |
| Vulcan Materials Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;10021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9589 |
| Vulcan Materials Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7885 |
| Vulcan Materials Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;8044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6782 |
| Vulcan Materials Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;14110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14011 |
| Westlake Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;16237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16071 |
| Westlake Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3203 |
| Westlake Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;13415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11589 |
| Westlake Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5112 |
| Westlake Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3995 |
| WestRock MWV LLC | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;10840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12406 |
| WestRock MWV LLC | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4732 |
| WRKCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;17965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17557 |
| WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;12868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12747 |
| WRKCo Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7301 |
| WRKCo Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;18799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19041 |
| WRKCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3719 |
| WRKCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6968 |
| Yamana Gold Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940 |
|  |  |  |  | &nbsp;&nbsp;**2551944** |
| **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** |
| Agree LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7251 |
| Agree LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3928 |
| Agree LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 |
| Agree LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4683 |
| Agree LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6643 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7171 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;4567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4558 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6690 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9463 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13335 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;14409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13320 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/18/32 | &nbsp;&nbsp;10509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8723 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;15109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12093 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8104 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5951 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5204 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6872 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;6883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;15102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10167 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;10865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10165 |
| American Assets Trust LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687 |
| American Assets Trust LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8455 |
| American Homes 4 Rent LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8451 |
| American Homes 4 Rent LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8813 |
| American Homes 4 Rent LP | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9248 |
| American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8675 |
| American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6816 |
| American Homes 4 Rent LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6480 |
| American Homes 4 Rent LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068 |
| American Tower Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8253 |
| American Tower Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;25234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24917 |
| American Tower Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903 |
| American Tower Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;11955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11721 |
| American Tower Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8469 |
| American Tower Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;11815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11643 |
| American Tower Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3510 |
| American Tower Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;9519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8866 |
| American Tower Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8458 |
| American Tower Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9239 |
| American Tower Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;11668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11440 |
| American Tower Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;24616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23935 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | American Tower Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;14436 | &nbsp;&nbsp;13451 |
|  | American Tower Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5351 |
|  | American Tower Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5292 | &nbsp;&nbsp;&nbsp;&nbsp;5369 |
|  | American Tower Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;12899 | &nbsp;&nbsp;11463 |
|  | American Tower Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;15713 | &nbsp;&nbsp;13665 |
|  | American Tower Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp;&nbsp;7520 |
|  | American Tower Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;10236 | &nbsp;&nbsp;&nbsp;&nbsp;8884 |
|  | American Tower Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9601 | &nbsp;&nbsp;&nbsp;&nbsp;9169 |
|  | American Tower Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;24985 | &nbsp;&nbsp;25778 |
|  | American Tower Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;1665 |
|  | American Tower Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/31/35 | &nbsp;&nbsp;17715 | &nbsp;&nbsp;18091 |
|  | American Tower Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | American Tower Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
|  | American Tower Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;17233 | &nbsp;&nbsp;10894 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;4530 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.409% | &nbsp;&nbsp;9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6487 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6542 | &nbsp;&nbsp;&nbsp;&nbsp;6428 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;13756 | &nbsp;&nbsp;13561 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6369 | &nbsp;&nbsp;&nbsp;&nbsp;6220 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;&nbsp;&nbsp;3868 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4198 | &nbsp;&nbsp;&nbsp;&nbsp;4053 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp;6702 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3356 | &nbsp;&nbsp;&nbsp;&nbsp;3017 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9897 | &nbsp;&nbsp;&nbsp;&nbsp;8527 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6803 | &nbsp;&nbsp;&nbsp;&nbsp;6899 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5760 |
| <sup>6</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5271 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;3977 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;3613 |
|  | Boston Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;23622 | &nbsp;&nbsp;23099 |
|  | Boston Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4722 | &nbsp;&nbsp;&nbsp;&nbsp;4684 |
|  | Boston Properties LP | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;9185 | &nbsp;&nbsp;&nbsp;&nbsp;8710 |
|  | Boston Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;13399 | &nbsp;&nbsp;12307 |
|  | Boston Properties LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;13897 | &nbsp;&nbsp;12734 |
|  | Boston Properties LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;10978 | &nbsp;&nbsp;&nbsp;&nbsp;9261 |
|  | Boston Properties LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;13875 | &nbsp;&nbsp;11094 |
|  | Boston Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4653 | &nbsp;&nbsp;&nbsp;&nbsp;4983 |
|  | Boston Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;6433 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3414 | &nbsp;&nbsp;&nbsp;&nbsp;3384 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5801 | &nbsp;&nbsp;&nbsp;&nbsp;5485 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9268 | &nbsp;&nbsp;&nbsp;&nbsp;9117 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;10804 | &nbsp;&nbsp;10488 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;9984 | &nbsp;&nbsp;&nbsp;&nbsp;8703 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3333 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5263 |
|  | Broadstone Net Lease LLC | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4777 | &nbsp;&nbsp;&nbsp;&nbsp;4063 |
|  | Camden Property Trust | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;12125 | &nbsp;&nbsp;12064 |
|  | Camden Property Trust | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;13106 | &nbsp;&nbsp;12520 |
|  | Camden Property Trust | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;19166 | &nbsp;&nbsp;17831 |
|  | Camden Property Trust | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3518 | &nbsp;&nbsp;&nbsp;&nbsp;2496 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;5602 |
|  | CBRE Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3916 |
|  | CBRE Services Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6109 | &nbsp;&nbsp;&nbsp;&nbsp;5401 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;1550 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;6711 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;4856 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5889 | &nbsp;&nbsp;&nbsp;&nbsp;5210 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8949 | &nbsp;&nbsp;&nbsp;&nbsp;7385 |
|  | Cousins Properties LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;5915 |
|  | Cousins Properties LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7461 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;7369 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;17529 | &nbsp;&nbsp;17232 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;10781 | &nbsp;&nbsp;10891 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;32337 | &nbsp;&nbsp;31753 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;8073 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5076 | &nbsp;&nbsp;&nbsp;&nbsp;5012 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1265 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6479 | &nbsp;&nbsp;&nbsp;&nbsp;6534 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4266 | &nbsp;&nbsp;&nbsp;&nbsp;3992 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &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;2.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;24370 | &nbsp;&nbsp;21201 |
| Crown Castle Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;14644 | &nbsp;&nbsp;12565 |
| Crown Castle Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;27464 | &nbsp;&nbsp;23963 |
| Crown Castle Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5801 |
| Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;23579 | &nbsp;&nbsp;23352 |
| Crown Castle Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4744 | &nbsp;&nbsp;&nbsp;&nbsp;4042 |
| Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;13751 | &nbsp;&nbsp;12286 |
| Crown Castle Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;6864 | &nbsp;&nbsp;&nbsp;&nbsp;5092 |
| Crown Castle Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;5341 |
| Crown Castle Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;15654 | &nbsp;&nbsp;10203 |
| CubeSmart LP | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4391 | &nbsp;&nbsp;&nbsp;&nbsp;4318 |
| CubeSmart LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5571 |
| CubeSmart LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;5649 |
| CubeSmart LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5114 | &nbsp;&nbsp;&nbsp;&nbsp;4765 |
| CubeSmart LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;13091 | &nbsp;&nbsp;11258 |
| Digital Realty Trust LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;15061 | &nbsp;&nbsp;14871 |
| Digital Realty Trust LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9712 | &nbsp;&nbsp;&nbsp;&nbsp;9965 |
| Digital Realty Trust LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;13675 | &nbsp;&nbsp;13692 |
| Digital Realty Trust LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;17302 | &nbsp;&nbsp;16771 |
| DOC DR LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;10245 | &nbsp;&nbsp;10225 |
| DOC DR LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4299 | &nbsp;&nbsp;&nbsp;&nbsp;4261 |
| DOC DR LLC | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;22375 | &nbsp;&nbsp;19696 |
| EPR Properties | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3781 | &nbsp;&nbsp;&nbsp;&nbsp;3776 |
| EPR Properties | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8353 | &nbsp;&nbsp;&nbsp;&nbsp;8311 |
| EPR Properties | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;6065 |
| EPR Properties | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6885 | &nbsp;&nbsp;&nbsp;&nbsp;6564 |
| EPR Properties | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;2871 |
| Equinix Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/18/26 | &nbsp;&nbsp;16052 | &nbsp;&nbsp;15732 |
| Equinix Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;11838 | &nbsp;&nbsp;11278 |
| Equinix Inc. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7757 | &nbsp;&nbsp;&nbsp;&nbsp;7228 |
| Equinix Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;4273 |
| Equinix Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/18/29 | &nbsp;&nbsp;28429 | &nbsp;&nbsp;26973 |
| Equinix Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8434 | &nbsp;&nbsp;&nbsp;&nbsp;7504 |
| Equinix Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;12335 | &nbsp;&nbsp;10931 |
| Equinix Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7436 | &nbsp;&nbsp;&nbsp;&nbsp;4647 |
| Equinix Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;4405 |
| Equinix Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8870 | &nbsp;&nbsp;&nbsp;&nbsp;5936 |
| ERP Operating LP | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;14863 | &nbsp;&nbsp;14595 |
| ERP Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp;&nbsp;&nbsp;5502 |
| ERP Operating LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;16669 | &nbsp;&nbsp;16400 |
| ERP Operating LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4958 | &nbsp;&nbsp;&nbsp;&nbsp;4957 |
| ERP Operating LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6802 | &nbsp;&nbsp;&nbsp;&nbsp;6473 |
| ERP Operating LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8879 | &nbsp;&nbsp;&nbsp;&nbsp;8195 |
| ERP Operating LP | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2277 | &nbsp;&nbsp;&nbsp;&nbsp;1967 |
| ERP Operating LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4295 |
| ERP Operating LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;10096 | &nbsp;&nbsp;&nbsp;&nbsp;9797 |
| ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;8972 | &nbsp;&nbsp;&nbsp;&nbsp;7789 |
| ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;2849 |
| ERP Operating LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4746 | &nbsp;&nbsp;&nbsp;&nbsp;3701 |
| Essential Properties LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5345 | &nbsp;&nbsp;&nbsp;&nbsp;4752 |
| Essex Portfolio LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;7033 |
| Essex Portfolio LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;12430 | &nbsp;&nbsp;12240 |
| Essex Portfolio LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;13613 | &nbsp;&nbsp;12730 |
| Essex Portfolio LP | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4042 | &nbsp;&nbsp;&nbsp;&nbsp;3427 |
| Essex Portfolio LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2041 |
| Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6907 | &nbsp;&nbsp;&nbsp;&nbsp;6033 |
| Essex Portfolio LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;3218 |
| Essex Portfolio LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5456 |
| Essex Portfolio LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7755 | &nbsp;&nbsp;&nbsp;&nbsp;6528 |
| Extra Space Storage LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;18950 | &nbsp;&nbsp;18757 |
| Extra Space Storage LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3069 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
| Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;9091 |
| Extra Space Storage LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6714 | &nbsp;&nbsp;&nbsp;&nbsp;6574 |
| Extra Space Storage LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;5092 |
| Extra Space Storage LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp;4468 |
| Extra Space Storage LP | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7176 | &nbsp;&nbsp;&nbsp;&nbsp;7585 |
| Extra Space Storage LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6184 |
| Extra Space Storage LP | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9018 | &nbsp;&nbsp;&nbsp;&nbsp;7838 |
| Extra Space Storage LP | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;13472 | &nbsp;&nbsp;11437 |
| Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8112 | &nbsp;&nbsp;&nbsp;&nbsp;8231 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8390 | &nbsp;&nbsp;&nbsp;&nbsp;8450 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;9426 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6295 | &nbsp;&nbsp;&nbsp;&nbsp;6143 |
|  | Federal Realty OP LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;3884 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6685 | &nbsp;&nbsp;&nbsp;&nbsp;6358 |
|  | Federal Realty OP LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;15043 | &nbsp;&nbsp;12700 |
|  | GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7366 | &nbsp;&nbsp;&nbsp;&nbsp;7552 |
|  | GLP Capital LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp;&nbsp;&nbsp;9902 |
|  | GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;15745 | &nbsp;&nbsp;15134 |
|  | GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;12175 | &nbsp;&nbsp;11483 |
|  | GLP Capital LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;10515 | &nbsp;&nbsp;&nbsp;&nbsp;9275 |
|  | GLP Capital LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;7773 |
|  | GLP Capital LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;9075 |
|  | GLP Capital LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;5203 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;9981 | &nbsp;&nbsp;&nbsp;&nbsp;9853 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8892 | &nbsp;&nbsp;&nbsp;&nbsp;8769 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5267 | &nbsp;&nbsp;&nbsp;&nbsp;4893 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;11420 | &nbsp;&nbsp;&nbsp;&nbsp;9784 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;19551 | &nbsp;&nbsp;19315 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4041 | &nbsp;&nbsp;&nbsp;&nbsp;3754 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;12817 | &nbsp;&nbsp;12374 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;19237 | &nbsp;&nbsp;18041 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9602 | &nbsp;&nbsp;&nbsp;&nbsp;8757 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4448 | &nbsp;&nbsp;&nbsp;&nbsp;4522 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4243 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1753 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7128 | &nbsp;&nbsp;&nbsp;&nbsp;7000 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4964 | &nbsp;&nbsp;&nbsp;&nbsp;4864 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4677 | &nbsp;&nbsp;&nbsp;&nbsp;4549 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9065 | &nbsp;&nbsp;&nbsp;&nbsp;8279 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;11404 | &nbsp;&nbsp;&nbsp;&nbsp;9853 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9493 | &nbsp;&nbsp;&nbsp;&nbsp;8958 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;14265 | &nbsp;&nbsp;13261 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6976 | &nbsp;&nbsp;&nbsp;&nbsp;6114 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;10959 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8555 | &nbsp;&nbsp;&nbsp;&nbsp;8469 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1701 | &nbsp;&nbsp;&nbsp;&nbsp;1759 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7817 | &nbsp;&nbsp;&nbsp;&nbsp;6639 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;8602 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5427 | &nbsp;&nbsp;&nbsp;&nbsp;5519 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;&nbsp;6698 |
|  | Jones Lang LaSalle Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;5152 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7879 | &nbsp;&nbsp;&nbsp;&nbsp;7820 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7328 | &nbsp;&nbsp;&nbsp;&nbsp;7074 |
|  | Kilroy Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7336 | &nbsp;&nbsp;&nbsp;&nbsp;6638 |
|  | Kilroy Realty LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5031 | &nbsp;&nbsp;&nbsp;&nbsp;4047 |
|  | Kilroy Realty LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;13205 | &nbsp;&nbsp;10377 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7533 | &nbsp;&nbsp;&nbsp;&nbsp;7383 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4821 | &nbsp;&nbsp;&nbsp;&nbsp;4779 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;12205 | &nbsp;&nbsp;11547 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;2685 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;4031 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;8004 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7617 | &nbsp;&nbsp;&nbsp;&nbsp;8287 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;14180 | &nbsp;&nbsp;13880 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1731 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;5130 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;1968 |
|  | Kite Realty Group LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;8776 |
|  | Kite Realty Group LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7925 |
|  | Kite Realty Group LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;3051 |
|  | Kite Realty Group LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4679 | &nbsp;&nbsp;&nbsp;&nbsp;4769 |
|  | Kite Realty Group Trust | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;5539 |
| <sup>6</sup> | Ladder Capital Finance Holdings LLLP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2844 |
|  | LXP Industrial Trust | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;4175 |
|  | LXP Industrial Trust | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp;&nbsp;&nbsp;3038 |
|  | LXP Industrial Trust | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;5858 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;11165 | &nbsp;&nbsp;11050 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;5272 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Mid-America Apartments LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;15699 | &nbsp;&nbsp;14636 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9185 | &nbsp;&nbsp;&nbsp;&nbsp;7892 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;2630 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp;&nbsp;&nbsp;3489 |
|  | National Health Investors Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5884 | &nbsp;&nbsp;&nbsp;&nbsp;5224 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3847 | &nbsp;&nbsp;&nbsp;&nbsp;3803 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;13638 | &nbsp;&nbsp;13404 |
|  | NNN REIT Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4032 | &nbsp;&nbsp;&nbsp;&nbsp;4021 |
|  | NNN REIT Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5037 | &nbsp;&nbsp;&nbsp;&nbsp;4593 |
| <sup>6</sup> | NNN REIT Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5720 |
|  | NNN REIT Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;7570 |
|  | NNN REIT Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;6721 |
|  | NNN REIT Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5839 | &nbsp;&nbsp;&nbsp;&nbsp;5038 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;11193 | &nbsp;&nbsp;&nbsp;&nbsp;7130 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4626 | &nbsp;&nbsp;&nbsp;&nbsp;3184 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7288 | &nbsp;&nbsp;&nbsp;&nbsp;4491 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;11126 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9160 | &nbsp;&nbsp;&nbsp;&nbsp;9208 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6445 | &nbsp;&nbsp;&nbsp;&nbsp;6137 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;6423 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;23830 | &nbsp;&nbsp;21791 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6749 | &nbsp;&nbsp;&nbsp;&nbsp;5821 |
|  | Phillips Edison Grocery Center Operating Partnership I LP | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7840 | &nbsp;&nbsp;&nbsp;&nbsp;6822 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;10751 | &nbsp;&nbsp;11976 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8455 | &nbsp;&nbsp;&nbsp;&nbsp;8906 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;3599 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;3380 |
|  | Prologis LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;4155 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;11944 | &nbsp;&nbsp;11545 |
|  | Prologis LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7936 | &nbsp;&nbsp;&nbsp;&nbsp;7800 |
|  | Prologis LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;6015 |
|  | Prologis LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7868 | &nbsp;&nbsp;&nbsp;&nbsp;7793 |
|  | Prologis LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;6017 |
|  | Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9180 | &nbsp;&nbsp;&nbsp;&nbsp;9240 |
|  | Prologis LP | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4817 | &nbsp;&nbsp;&nbsp;&nbsp;4541 |
|  | Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;25016 | &nbsp;&nbsp;22745 |
|  | Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7737 | &nbsp;&nbsp;&nbsp;&nbsp;6798 |
|  | Prologis LP | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6212 | &nbsp;&nbsp;&nbsp;&nbsp;5311 |
|  | Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;3698 |
|  | Prologis LP | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;13461 | &nbsp;&nbsp;11495 |
|  | Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7931 | &nbsp;&nbsp;&nbsp;&nbsp;6875 |
|  | Prologis LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6756 | &nbsp;&nbsp;&nbsp;&nbsp;6728 |
|  | Prologis LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9546 | &nbsp;&nbsp;&nbsp;&nbsp;9666 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;15006 | &nbsp;&nbsp;15039 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3796 |
|  | Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3914 | &nbsp;&nbsp;&nbsp;&nbsp;3251 |
|  | Prologis LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8270 | &nbsp;&nbsp;&nbsp;&nbsp;5398 |
|  | Prologis LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;13508 | &nbsp;&nbsp;&nbsp;&nbsp;8770 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9206 | &nbsp;&nbsp;&nbsp;&nbsp;4892 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;9657 | &nbsp;&nbsp;&nbsp;&nbsp;9068 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5595 | &nbsp;&nbsp;&nbsp;&nbsp;5252 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;9331 | &nbsp;&nbsp;&nbsp;&nbsp;9012 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.094% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7239 | &nbsp;&nbsp;&nbsp;&nbsp;7084 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8269 | &nbsp;&nbsp;&nbsp;&nbsp;8525 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.385% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;11012 | &nbsp;&nbsp;10678 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6681 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;7425 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;6419 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8326 | &nbsp;&nbsp;&nbsp;&nbsp;8544 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7173 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/53 | &nbsp;&nbsp;10921 | &nbsp;&nbsp;10481 |
|  | Rayonier LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;3223 | &nbsp;&nbsp;&nbsp;&nbsp;2851 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5376 | &nbsp;&nbsp;&nbsp;&nbsp;5388 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;15317 | &nbsp;&nbsp;15283 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9610 | &nbsp;&nbsp;&nbsp;&nbsp;9437 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3979 | &nbsp;&nbsp;&nbsp;&nbsp;3913 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7752 | &nbsp;&nbsp;&nbsp;&nbsp;7707 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7826 | &nbsp;&nbsp;&nbsp;&nbsp;7675 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;10793 | &nbsp;&nbsp;10665 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Realty Income Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;3807 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3868 | &nbsp;&nbsp;&nbsp;&nbsp;3916 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;11005 | &nbsp;&nbsp;10558 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7609 | &nbsp;&nbsp;&nbsp;&nbsp;7511 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;17710 | &nbsp;&nbsp;16796 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;6568 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;21415 | &nbsp;&nbsp;20054 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5648 | &nbsp;&nbsp;&nbsp;&nbsp;5247 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5405 | &nbsp;&nbsp;&nbsp;&nbsp;4764 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;5636 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8208 | &nbsp;&nbsp;&nbsp;&nbsp;7186 |
|  | Realty Income Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8745 | &nbsp;&nbsp;&nbsp;&nbsp;7054 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;14665 | &nbsp;&nbsp;14835 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;2418 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/47 | &nbsp;&nbsp;12559 | &nbsp;&nbsp;10926 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3572 |
|  | Regency Centers LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5254 | &nbsp;&nbsp;&nbsp;&nbsp;5207 |
|  | Regency Centers LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;3870 |
|  | Regency Centers LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp;8479 |
|  | Regency Centers LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;8181 |
|  | Regency Centers LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;5843 |
|  | Regency Centers LP | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5985 | &nbsp;&nbsp;&nbsp;&nbsp;5997 |
|  | Regency Centers LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;5095 |
|  | Regency Centers LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3383 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;3451 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;4837 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5771 | &nbsp;&nbsp;&nbsp;&nbsp;4946 |
|  | Sabra Health Care LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;14590 | &nbsp;&nbsp;14610 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;17356 | &nbsp;&nbsp;16535 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp;1670 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3264 | &nbsp;&nbsp;&nbsp;&nbsp;2922 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;7966 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2753 | &nbsp;&nbsp;&nbsp;&nbsp;2869 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;4482 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6553 |
|  | Simon Property Group LP | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4899 | &nbsp;&nbsp;&nbsp;&nbsp;4691 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;15663 | &nbsp;&nbsp;15425 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;14629 |
|  | Simon Property Group LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;14999 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/13/29 | &nbsp;&nbsp;23048 | &nbsp;&nbsp;21415 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9668 | &nbsp;&nbsp;&nbsp;&nbsp;8915 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;5165 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp;7960 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8096 | &nbsp;&nbsp;&nbsp;&nbsp;7132 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;8113 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/26/34 | &nbsp;&nbsp;18400 | &nbsp;&nbsp;17912 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/40 | &nbsp;&nbsp;12513 | &nbsp;&nbsp;14159 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2571 | &nbsp;&nbsp;&nbsp;&nbsp;2314 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2359 | &nbsp;&nbsp;&nbsp;&nbsp;1944 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;9840 | &nbsp;&nbsp;&nbsp;&nbsp;8004 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/13/49 | &nbsp;&nbsp;13962 | &nbsp;&nbsp;&nbsp;&nbsp;9376 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;13377 | &nbsp;&nbsp;&nbsp;&nbsp;9900 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/8/53 | &nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;8217 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;7461 |
|  | Store Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;6018 |
|  | Store Capital LLC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5695 | &nbsp;&nbsp;&nbsp;&nbsp;5601 |
| <sup>8</sup> | Store Capital LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp;3045 |
|  | Store Capital LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp;&nbsp;&nbsp;3032 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;2848 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;16180 | &nbsp;&nbsp;15362 |
|  | Tanger Properties LP | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;6046 |
|  | Tanger Properties LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;3274 |
|  | Tanger Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5380 | &nbsp;&nbsp;&nbsp;&nbsp;4720 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;8778 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3668 | &nbsp;&nbsp;&nbsp;&nbsp;3617 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;6539 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | UDR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7288 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4009 | &nbsp;&nbsp;&nbsp;&nbsp;3319 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7953 | &nbsp;&nbsp;&nbsp;&nbsp;6357 |

---

------

Total Bond Market Index 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> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182 |
|  | UDR Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 |
|  | UDR Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4137 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3166 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6247 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;15718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15574 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6817 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7854 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7179 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5917 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8890 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;4684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4153 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;6992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5994 |
|  | VICI Properties LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9219 |
|  | VICI Properties LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13377 |
|  | VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;13390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13402 |
|  | VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;19712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19644 |
|  | VICI Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13412 |
|  | VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7893 |
|  | VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;21020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19356 |
|  | Welltower OP LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;18667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18249 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;18024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17915 |
|  | Welltower OP LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;13617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12894 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5198 |
|  | Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;17030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15565 |
|  | Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4866 |
|  | Welltower OP LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5709 |
|  | Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6296 |
|  | Welltower OP LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793 |
|  | Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;13140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12812 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7605 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;7082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6335 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;4537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406 |
|  | WP Carey Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4626 |
|  | WP Carey Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 |
|  | WP Carey Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;14705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11978 |
|  |  |  |  |  | &nbsp;&nbsp;**3445724** |
| **Technology (2.2%)** | **Technology (2.2%)** | **Technology (2.2%)** | **Technology (2.2%)** | **Technology (2.2%)** | **Technology (2.2%)** |
|  | Accenture Capital Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/4/27 | &nbsp;&nbsp;14475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14435 |
|  | Accenture Capital Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/4/29 | &nbsp;&nbsp;14280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14186 |
|  | Accenture Capital Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/4/31 | &nbsp;&nbsp;29515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29211 |
|  | Accenture Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/4/34 | &nbsp;&nbsp;18670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18163 |
|  | Adobe Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;13845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13461 |
|  | Adobe Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8625 |
|  | Adobe Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6871 |
|  | Adobe Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;8485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8764 |
|  | Adobe Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;17051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15723 |
|  | Adobe Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8104 |
|  | Advanced Micro Devices Inc. | &nbsp;&nbsp;4.319% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5698 |
|  | Advanced Micro Devices Inc. | &nbsp;&nbsp;4.393% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3851 |
|  | Amdocs Ltd. | &nbsp;&nbsp;2.538% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7543 |
|  | Analog Devices Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;7503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440 |
|  | Analog Devices Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8136 |
|  | Analog Devices Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;10850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 |
|  | Analog Devices Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;16990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15747 |
|  | Analog Devices Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;11525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11615 |
|  | Analog Devices Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;15791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13799 |
|  | Analog Devices Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;19861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14451 |
|  | Analog Devices Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;18250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11856 |
|  | Apple Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/4/26 | &nbsp;&nbsp;50668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49809 |
|  | Apple Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;9/11/26 | &nbsp;&nbsp;21089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20604 |
|  | Apple Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
|  | Apple Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/11/27 | &nbsp;&nbsp;54102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53422 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Apple Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/12/27 | &nbsp;&nbsp;41507 | &nbsp;&nbsp;40626 |
|  | Apple Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/13/27 | &nbsp;&nbsp;19174 | &nbsp;&nbsp;18811 |
|  | Apple Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;2/8/28 | &nbsp;&nbsp;34151 | &nbsp;&nbsp;31880 |
|  | Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/28 | &nbsp;&nbsp;36925 | &nbsp;&nbsp;37048 |
|  | Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;13615 | &nbsp;&nbsp;13643 |
|  | Apple Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/5/28 | &nbsp;&nbsp;15099 | &nbsp;&nbsp;13992 |
|  | Apple Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2186 |
|  | Apple Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;31987 | &nbsp;&nbsp;29693 |
|  | Apple Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;3727 | &nbsp;&nbsp;&nbsp;&nbsp;3765 |
|  | Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/11/30 | &nbsp;&nbsp;26203 | &nbsp;&nbsp;23337 |
|  | Apple Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;9415 | &nbsp;&nbsp;&nbsp;&nbsp;9458 |
|  | Apple Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/20/30 | &nbsp;&nbsp;25331 | &nbsp;&nbsp;21978 |
|  | Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/8/31 | &nbsp;&nbsp;38571 | &nbsp;&nbsp;33680 |
|  | Apple Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/5/31 | &nbsp;&nbsp;10263 | &nbsp;&nbsp;&nbsp;&nbsp;8922 |
|  | Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;7614 |
|  | Apple Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/8/32 | &nbsp;&nbsp;17057 | &nbsp;&nbsp;16091 |
|  | Apple Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;8390 | &nbsp;&nbsp;&nbsp;&nbsp;8457 |
|  | Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;9770 | &nbsp;&nbsp;&nbsp;&nbsp;9735 |
|  | Apple Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/8/41 | &nbsp;&nbsp;29589 | &nbsp;&nbsp;20666 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/4/43 | &nbsp;&nbsp;33548 | &nbsp;&nbsp;28074 |
|  | Apple Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;3738 | &nbsp;&nbsp;&nbsp;&nbsp;3420 |
|  | Apple Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/9/45 | &nbsp;&nbsp;35879 | &nbsp;&nbsp;27833 |
|  | Apple Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/13/45 | &nbsp;&nbsp;29998 | &nbsp;&nbsp;26522 |
|  | Apple Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/23/46 | &nbsp;&nbsp;87166 | &nbsp;&nbsp;79701 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/4/46 | &nbsp;&nbsp;34529 | &nbsp;&nbsp;27953 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/47 | &nbsp;&nbsp;19854 | &nbsp;&nbsp;15651 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/13/47 | &nbsp;&nbsp;17059 | &nbsp;&nbsp;13446 |
|  | Apple Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/11/49 | &nbsp;&nbsp;12176 | &nbsp;&nbsp;&nbsp;&nbsp;8175 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;5/11/50 | &nbsp;&nbsp;32465 | &nbsp;&nbsp;20341 |
|  | Apple Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/20/50 | &nbsp;&nbsp;32460 | &nbsp;&nbsp;19216 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/8/51 | &nbsp;&nbsp;42679 | &nbsp;&nbsp;26513 |
|  | Apple Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/5/51 | &nbsp;&nbsp;24922 | &nbsp;&nbsp;15594 |
|  | Apple Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/52 | &nbsp;&nbsp;16380 | &nbsp;&nbsp;13043 |
|  | Apple Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;8/20/60 | &nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;5832 |
|  | Apple Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/8/61 | &nbsp;&nbsp;32614 | &nbsp;&nbsp;19303 |
|  | Apple Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/5/61 | &nbsp;&nbsp;21967 | &nbsp;&nbsp;13152 |
|  | Applied Materials Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;15526 | &nbsp;&nbsp;15335 |
|  | Applied Materials Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;10150 | &nbsp;&nbsp;&nbsp;&nbsp;9020 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;12148 | &nbsp;&nbsp;12504 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;9476 | &nbsp;&nbsp;10019 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;11454 | &nbsp;&nbsp;&nbsp;&nbsp;9810 |
|  | Applied Materials Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;11780 | &nbsp;&nbsp;&nbsp;&nbsp;7363 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;8155 | &nbsp;&nbsp;&nbsp;&nbsp;7999 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6931 | &nbsp;&nbsp;&nbsp;&nbsp;6096 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;7505 | &nbsp;&nbsp;&nbsp;&nbsp;7747 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9776 | &nbsp;&nbsp;10035 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;10205 | &nbsp;&nbsp;10470 |
|  | Autodesk Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;9413 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7577 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;14860 | &nbsp;&nbsp;13038 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;20099 | &nbsp;&nbsp;18903 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;13310 | &nbsp;&nbsp;11524 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/8/32 | &nbsp;&nbsp;12390 | &nbsp;&nbsp;12571 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;5910 |
|  | Avnet Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6555 | &nbsp;&nbsp;&nbsp;&nbsp;6811 |
|  | Avnet Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp;3522 |
|  | Block Financial LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7527 | &nbsp;&nbsp;&nbsp;&nbsp;7095 |
|  | Block Financial LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9746 | &nbsp;&nbsp;&nbsp;&nbsp;9266 |
|  | Booz Allen Hamilton Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/4/33 | &nbsp;&nbsp;10685 | &nbsp;&nbsp;10955 |
|  | Broadcom Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;57961 | &nbsp;&nbsp;57600 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.459% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;28117 | &nbsp;&nbsp;27853 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;13917 | &nbsp;&nbsp;14124 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;11465 | &nbsp;&nbsp;10814 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;6961 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;18805 | &nbsp;&nbsp;19078 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;24115 | &nbsp;&nbsp;24015 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;5165 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;71053 | &nbsp;&nbsp;71968 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/29 | &nbsp;&nbsp;41050 | &nbsp;&nbsp;42037 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;10430 | &nbsp;&nbsp;10392 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Broadcom Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;&nbsp;&nbsp;12823 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;33330 | &nbsp;&nbsp;&nbsp;&nbsp;34131 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;20664 | &nbsp;&nbsp;&nbsp;&nbsp;20331 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;76919 | &nbsp;&nbsp;&nbsp;&nbsp;68779 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;13716 | &nbsp;&nbsp;&nbsp;&nbsp;14109 |
| <sup>3</sup> | Broadcom Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;11690 | &nbsp;&nbsp;&nbsp;&nbsp;11582 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;16832 | &nbsp;&nbsp;&nbsp;&nbsp;16207 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;14905 | &nbsp;&nbsp;&nbsp;&nbsp;15321 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;29050 | &nbsp;&nbsp;&nbsp;&nbsp;28156 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;18794 | &nbsp;&nbsp;&nbsp;&nbsp;16079 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6547 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;56458 | &nbsp;&nbsp;&nbsp;&nbsp;50360 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.137% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;50052 | &nbsp;&nbsp;&nbsp;&nbsp;42220 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;30494 | &nbsp;&nbsp;&nbsp;&nbsp;25277 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;32782 | &nbsp;&nbsp;&nbsp;&nbsp;31797 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;27327 | &nbsp;&nbsp;&nbsp;&nbsp;21620 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;13395 | &nbsp;&nbsp;&nbsp;&nbsp;10015 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;11385 | &nbsp;&nbsp;&nbsp;&nbsp;10670 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;13204 | &nbsp;&nbsp;&nbsp;&nbsp;11768 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4378 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;20175 | &nbsp;&nbsp;&nbsp;&nbsp;20191 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;32430 | &nbsp;&nbsp;&nbsp;&nbsp;32031 |
|  | CDW LLC | &nbsp;&nbsp;2.670% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9269 |
|  | CDW LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;11327 | &nbsp;&nbsp;&nbsp;&nbsp;11234 |
|  | CDW LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8180 |
|  | CDW LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502 |
|  | CDW LLC | &nbsp;&nbsp;3.569% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 |
|  | CDW LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6146 |
|  | CGI Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;14001 | &nbsp;&nbsp;&nbsp;&nbsp;13526 |
| <sup>8</sup> | CGI Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;10003 |
|  | CGI Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4769 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6059 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7344 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8464 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8716 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;19727 | &nbsp;&nbsp;&nbsp;&nbsp;19970 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9091 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/29 | &nbsp;&nbsp;109734 | &nbsp;&nbsp;112425 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;13882 | &nbsp;&nbsp;&nbsp;&nbsp;14190 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;57567 | &nbsp;&nbsp;&nbsp;&nbsp;59209 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;28402 | &nbsp;&nbsp;&nbsp;&nbsp;29101 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;43888 | &nbsp;&nbsp;&nbsp;&nbsp;44922 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;24148 | &nbsp;&nbsp;&nbsp;&nbsp;24716 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;27863 | &nbsp;&nbsp;&nbsp;&nbsp;29991 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;26243 | &nbsp;&nbsp;&nbsp;&nbsp;27095 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/26/54 | &nbsp;&nbsp;&nbsp;&nbsp;16785 | &nbsp;&nbsp;&nbsp;&nbsp;16268 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/24/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7148 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/26/64 | &nbsp;&nbsp;&nbsp;&nbsp;12921 | &nbsp;&nbsp;&nbsp;&nbsp;12462 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;8/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp;&nbsp;&nbsp;10665 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;8/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9604 |
|  | Corning Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3773 |
|  | Corning Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7961 |
|  | Corning Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;12570 | &nbsp;&nbsp;&nbsp;&nbsp;11262 |
|  | Corning Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8920 |
|  | Corning Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4382 |
|  | Corning Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710 |
|  | Corning Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | Corning Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/79 | &nbsp;&nbsp;&nbsp;&nbsp;15296 | &nbsp;&nbsp;&nbsp;&nbsp;13964 |
|  | Dell Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3864 |
|  | Dell Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8148 |
|  | Dell International LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;27902 | &nbsp;&nbsp;&nbsp;&nbsp;28032 |
|  | Dell International LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6608 |
|  | Dell International LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;14830 | &nbsp;&nbsp;&nbsp;&nbsp;15188 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6106 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2628 |
|  | Dell International LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5910 |
|  | Dell International LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935 |
|  | Dell International LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7812 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;26647 | &nbsp;&nbsp;&nbsp;&nbsp;27210 |
|  | Dell International LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;11305 | &nbsp;&nbsp;&nbsp;&nbsp;11854 |

---

------

Total Bond Market Index 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;4.850% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;27252 | &nbsp;&nbsp;26291 |
| Dell International LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;14723 | &nbsp;&nbsp;14872 |
| Dell International LLC | &nbsp;&nbsp;8.100% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;19804 |
| Dell International LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;13325 | &nbsp;&nbsp;&nbsp;&nbsp;9955 |
| Dell International LLC | &nbsp;&nbsp;8.350% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;8206 | &nbsp;&nbsp;10438 |
| Dell International LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8390 | &nbsp;&nbsp;&nbsp;&nbsp;5760 |
| DXC Technology Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;12981 | &nbsp;&nbsp;12543 |
| DXC Technology Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8883 | &nbsp;&nbsp;&nbsp;&nbsp;8262 |
| Equifax Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;3459 |
| Equifax Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;22222 | &nbsp;&nbsp;22650 |
| Equifax Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4995 | &nbsp;&nbsp;&nbsp;&nbsp;5038 |
| Equifax Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10801 | &nbsp;&nbsp;10101 |
| Equifax Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;19740 | &nbsp;&nbsp;17211 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;6569 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;8514 | &nbsp;&nbsp;&nbsp;&nbsp;8278 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;21421 | &nbsp;&nbsp;18811 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;10911 | &nbsp;&nbsp;&nbsp;&nbsp;8020 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2122 | &nbsp;&nbsp;&nbsp;&nbsp;1738 |
| Fiserv Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;26331 | &nbsp;&nbsp;26035 |
| Fiserv Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;13388 | &nbsp;&nbsp;12897 |
| Fiserv Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;13950 | &nbsp;&nbsp;13878 |
| Fiserv Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;58139 | &nbsp;&nbsp;55981 |
| Fiserv Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;14120 | &nbsp;&nbsp;14228 |
| Fiserv Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;15049 | &nbsp;&nbsp;13792 |
| Fiserv Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;9268 |
| Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;15759 | &nbsp;&nbsp;16115 |
| Fiserv Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/34 | &nbsp;&nbsp;15085 | &nbsp;&nbsp;15120 |
| Fiserv Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;31774 | &nbsp;&nbsp;26014 |
| Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;11680 | &nbsp;&nbsp;11757 |
| Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;5136 | &nbsp;&nbsp;&nbsp;&nbsp;5156 |
| Flex Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;9275 |
| Fortinet Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7695 | &nbsp;&nbsp;&nbsp;&nbsp;6777 |
| Genpact Luxembourg Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;5860 | &nbsp;&nbsp;&nbsp;&nbsp;6074 |
| Global Payments Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;12552 | &nbsp;&nbsp;12146 |
| Global Payments Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4732 | &nbsp;&nbsp;&nbsp;&nbsp;4787 |
| Global Payments Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;13259 | &nbsp;&nbsp;13245 |
| Global Payments Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3793 | &nbsp;&nbsp;&nbsp;&nbsp;3586 |
| Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;15650 | &nbsp;&nbsp;14398 |
| Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;13235 | &nbsp;&nbsp;11706 |
| Global Payments Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;12990 | &nbsp;&nbsp;13252 |
| Global Payments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;11111 | &nbsp;&nbsp;&nbsp;&nbsp;8234 |
| Global Payments Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;10892 | &nbsp;&nbsp;10480 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;16781 | &nbsp;&nbsp;16809 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;8128 | &nbsp;&nbsp;&nbsp;&nbsp;8137 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;15275 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;32127 | &nbsp;&nbsp;31969 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;21946 | &nbsp;&nbsp;21854 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;39137 | &nbsp;&nbsp;37973 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/15/45 | &nbsp;&nbsp;14013 | &nbsp;&nbsp;14371 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;25806 | &nbsp;&nbsp;23813 |
| HP Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/27 | &nbsp;&nbsp;21161 | &nbsp;&nbsp;20655 |
| HP Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;11130 | &nbsp;&nbsp;11259 |
| HP Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp;&nbsp;&nbsp;8445 |
| HP Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;13850 | &nbsp;&nbsp;14223 |
| HP Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;9146 | &nbsp;&nbsp;&nbsp;&nbsp;8593 |
| HP Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/17/31 | &nbsp;&nbsp;12224 | &nbsp;&nbsp;10798 |
| HP Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8967 | &nbsp;&nbsp;&nbsp;&nbsp;8568 |
| HP Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;19830 | &nbsp;&nbsp;20524 |
| HP Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;10731 | &nbsp;&nbsp;10821 |
| Hubbell Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;3826 |
| Hubbell Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;12730 | &nbsp;&nbsp;12479 |
| Hubbell Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3501 |
| IBM International Capital Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/5/54 | &nbsp;&nbsp;10565 | &nbsp;&nbsp;&nbsp;&nbsp;9870 |
| Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;15173 | &nbsp;&nbsp;15018 |
| Intel Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
| Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/5/27 | &nbsp;&nbsp;10623 | &nbsp;&nbsp;10482 |
| Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/28 | &nbsp;&nbsp;20397 | &nbsp;&nbsp;20663 |
| Intel Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/12/28 | &nbsp;&nbsp;13596 | &nbsp;&nbsp;12489 |
| Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;55595 | &nbsp;&nbsp;50833 |
| Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;12665 | &nbsp;&nbsp;12947 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;3.900% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;28837 | &nbsp;&nbsp;27954 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;8042 | &nbsp;&nbsp;&nbsp;&nbsp;6910 |
|  | Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/32 | &nbsp;&nbsp;15184 | &nbsp;&nbsp;14398 |
|  | Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;15538 | &nbsp;&nbsp;14558 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/33 | &nbsp;&nbsp;37943 | &nbsp;&nbsp;38263 |
|  | Intel Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;6677 | &nbsp;&nbsp;&nbsp;&nbsp;5865 |
|  | Intel Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/12/41 | &nbsp;&nbsp;15167 | &nbsp;&nbsp;10187 |
|  | Intel Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;16066 | &nbsp;&nbsp;14018 |
|  | Intel Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;22986 | &nbsp;&nbsp;18453 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/29/45 | &nbsp;&nbsp;17188 | &nbsp;&nbsp;14612 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/19/46 | &nbsp;&nbsp;21672 | &nbsp;&nbsp;16270 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/11/47 | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;1267 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/47 | &nbsp;&nbsp;22302 | &nbsp;&nbsp;15705 |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;28019 | &nbsp;&nbsp;17729 |
|  | Intel Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/25/50 | &nbsp;&nbsp;29908 | &nbsp;&nbsp;24374 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/51 | &nbsp;&nbsp;17138 | &nbsp;&nbsp;10182 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/5/52 | &nbsp;&nbsp;29137 | &nbsp;&nbsp;24082 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/53 | &nbsp;&nbsp;37312 | &nbsp;&nbsp;34691 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/60 | &nbsp;&nbsp;16910 | &nbsp;&nbsp;&nbsp;&nbsp;9467 |
|  | Intel Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/12/61 | &nbsp;&nbsp;13201 | &nbsp;&nbsp;&nbsp;&nbsp;7488 |
|  | Intel Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/5/62 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;11638 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/63 | &nbsp;&nbsp;17995 | &nbsp;&nbsp;16915 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;11185 | &nbsp;&nbsp;10695 |
|  | International Business Machines Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;5991 |
|  | International Business Machines Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;4173 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/6/28 | &nbsp;&nbsp;20325 | &nbsp;&nbsp;20508 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;35947 | &nbsp;&nbsp;34933 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;39215 | &nbsp;&nbsp;34979 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;6051 | &nbsp;&nbsp;&nbsp;&nbsp;6525 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/6/33 | &nbsp;&nbsp;15040 | &nbsp;&nbsp;15101 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/35 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11869 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;10825 | &nbsp;&nbsp;&nbsp;&nbsp;9535 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;11094 | &nbsp;&nbsp;&nbsp;&nbsp;8190 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/42 | &nbsp;&nbsp;16675 | &nbsp;&nbsp;13810 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;38160 | &nbsp;&nbsp;30743 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;4166 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/27/52 | &nbsp;&nbsp;&nbsp;&nbsp;5107 | &nbsp;&nbsp;&nbsp;&nbsp;4525 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/6/53 | &nbsp;&nbsp;17365 | &nbsp;&nbsp;15806 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/55 | &nbsp;&nbsp;20223 | &nbsp;&nbsp;19998 |
|  | Intuit Inc. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8334 | &nbsp;&nbsp;&nbsp;&nbsp;7901 |
|  | Intuit Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9828 | &nbsp;&nbsp;&nbsp;&nbsp;8681 |
|  | Intuit Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;13506 | &nbsp;&nbsp;13978 |
|  | Intuit Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp;&nbsp;&nbsp;8715 |
|  | Jabil Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp;&nbsp;&nbsp;8669 |
|  | Jabil Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9595 | &nbsp;&nbsp;&nbsp;&nbsp;9171 |
|  | Jabil Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9774 | &nbsp;&nbsp;&nbsp;&nbsp;8914 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;10418 | &nbsp;&nbsp;10126 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4609 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5785 | &nbsp;&nbsp;&nbsp;&nbsp;5757 |
|  | KLA Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;15136 | &nbsp;&nbsp;15119 |
|  | KLA Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2313 |
|  | KLA Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7831 | &nbsp;&nbsp;&nbsp;&nbsp;7250 |
|  | KLA Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;16154 | &nbsp;&nbsp;11198 |
|  | KLA Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;18208 | &nbsp;&nbsp;16572 |
|  | KLA Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/62 | &nbsp;&nbsp;12478 | &nbsp;&nbsp;11686 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;6381 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5263 | &nbsp;&nbsp;&nbsp;&nbsp;4971 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;10577 | &nbsp;&nbsp;&nbsp;&nbsp;9549 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;7965 | &nbsp;&nbsp;&nbsp;&nbsp;6334 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;12662 | &nbsp;&nbsp;12577 |
|  | Lam Research Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;16041 | &nbsp;&nbsp;14317 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;12126 | &nbsp;&nbsp;11049 |
|  | Lam Research Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;22594 | &nbsp;&nbsp;14578 |
|  | Lam Research Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;4562 |
|  | Leidos Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2421 |
|  | Leidos Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;16230 | &nbsp;&nbsp;14208 |
|  | Leidos Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6182 | &nbsp;&nbsp;&nbsp;&nbsp;6449 |
|  | Leidos Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5166 | &nbsp;&nbsp;&nbsp;&nbsp;5245 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9561 | &nbsp;&nbsp;&nbsp;&nbsp;9087 |

---

------

Total Bond Market Index 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> | Marvell Technology Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8952 | &nbsp;&nbsp;&nbsp;&nbsp;9061 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3842 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4709 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;11331 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;50400 | &nbsp;&nbsp;51182 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7812 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;10640 | &nbsp;&nbsp;10930 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.327% | &nbsp;&nbsp;2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;8174 |
|  | Micron Technology Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;21887 | &nbsp;&nbsp;23661 |
|  | Micron Technology Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;11770 | &nbsp;&nbsp;11768 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3071 |
|  | Micron Technology Inc. | &nbsp;&nbsp;2.703% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;13115 | &nbsp;&nbsp;11402 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;12374 | &nbsp;&nbsp;12901 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;29405 | &nbsp;&nbsp;30378 |
|  | Micron Technology Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;15689 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;5036 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6407 | &nbsp;&nbsp;&nbsp;&nbsp;4358 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;51454 | &nbsp;&nbsp;50590 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;14766 | &nbsp;&nbsp;14673 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;56869 | &nbsp;&nbsp;56305 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5061 | &nbsp;&nbsp;&nbsp;&nbsp;5029 |
|  | Microsoft Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9889 | &nbsp;&nbsp;&nbsp;&nbsp;8656 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;15802 | &nbsp;&nbsp;14763 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3758 | &nbsp;&nbsp;&nbsp;&nbsp;3706 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;39253 | &nbsp;&nbsp;35250 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;12664 | &nbsp;&nbsp;12097 |
|  | Microsoft Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;2917 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/12/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;1831 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp;56851 | &nbsp;&nbsp;45769 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6009 | &nbsp;&nbsp;&nbsp;&nbsp;5444 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;118598 | &nbsp;&nbsp;73320 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;23662 | &nbsp;&nbsp;14516 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;80267 | &nbsp;&nbsp;53251 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3767 | &nbsp;&nbsp;&nbsp;&nbsp;3000 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;72194 | &nbsp;&nbsp;42652 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.041% | &nbsp;&nbsp;3/17/62 | &nbsp;&nbsp;&nbsp;&nbsp;20390 | &nbsp;&nbsp;13086 |
|  | Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4999 | &nbsp;&nbsp;&nbsp;&nbsp;4895 |
|  | Moody's Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6377 | &nbsp;&nbsp;&nbsp;&nbsp;6378 |
|  | Moody's Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;33905 | &nbsp;&nbsp;29424 |
|  | Moody's Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;11785 | &nbsp;&nbsp;&nbsp;&nbsp;8306 |
|  | Moody's Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;10809 | &nbsp;&nbsp;10297 |
|  | Moody's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;&nbsp;&nbsp;3848 |
|  | Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;3201 |
|  | Moody's Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8202 | &nbsp;&nbsp;&nbsp;&nbsp;6097 |
|  | Moody's Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/29/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6628 | &nbsp;&nbsp;&nbsp;&nbsp;4104 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;13730 | &nbsp;&nbsp;13826 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8383 | &nbsp;&nbsp;&nbsp;&nbsp;8428 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7836 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;5221 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;8243 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3127 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;11625 | &nbsp;&nbsp;11855 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7480 | &nbsp;&nbsp;&nbsp;&nbsp;7318 |
|  | NetApp Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7077 | &nbsp;&nbsp;&nbsp;&nbsp;6805 |
|  | NetApp Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;22850 | &nbsp;&nbsp;20870 |
|  | NetApp Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;11098 | &nbsp;&nbsp;11447 |
|  | NetApp Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;10051 |
|  | Nokia OYJ | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
|  | Nokia OYJ | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7424 | &nbsp;&nbsp;&nbsp;&nbsp;7700 |
|  | Nordson Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;3960 |
|  | Nordson Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9298 | &nbsp;&nbsp;&nbsp;&nbsp;9302 |
|  | Nordson Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436 | &nbsp;&nbsp;&nbsp;&nbsp;6807 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;22817 | &nbsp;&nbsp;22611 |
|  | NVIDIA Corp. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;19068 | &nbsp;&nbsp;17839 |
|  | NVIDIA Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6459 | &nbsp;&nbsp;&nbsp;&nbsp;6125 |
|  | NVIDIA Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;18832 | &nbsp;&nbsp;16707 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;22798 | &nbsp;&nbsp;19199 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;53010 | &nbsp;&nbsp;39634 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9788 | &nbsp;&nbsp;&nbsp;&nbsp;7194 |
|  | NXP BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;8754 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | NXP BV | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
|  | NXP BV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7536 | &nbsp;&nbsp;&nbsp;&nbsp;7781 |
|  | NXP BV | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/18/29 | &nbsp;&nbsp;20683 | &nbsp;&nbsp;20487 |
|  | NXP BV | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;18972 | &nbsp;&nbsp;17962 |
|  | NXP BV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/11/31 | &nbsp;&nbsp;18096 | &nbsp;&nbsp;15972 |
|  | NXP BV | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;11142 | &nbsp;&nbsp;&nbsp;&nbsp;9689 |
|  | NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/11/41 | &nbsp;&nbsp;13127 | &nbsp;&nbsp;&nbsp;&nbsp;9650 |
|  | Oracle Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;64051 | &nbsp;&nbsp;62888 |
|  | Oracle Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;40280 | &nbsp;&nbsp;39260 |
|  | Oracle Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;15994 | &nbsp;&nbsp;15185 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;6949 | &nbsp;&nbsp;&nbsp;&nbsp;6987 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;5513 |
| <sup>3</sup> | Oracle Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/27/29 | &nbsp;&nbsp;26906 | &nbsp;&nbsp;26710 |
|  | Oracle Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;10665 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;44615 | &nbsp;&nbsp;41638 |
|  | Oracle Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;8755 | &nbsp;&nbsp;&nbsp;&nbsp;8839 |
|  | Oracle Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5692 | &nbsp;&nbsp;&nbsp;&nbsp;5375 |
|  | Oracle Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;93128 | &nbsp;&nbsp;84905 |
|  | Oracle Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/3/32 | &nbsp;&nbsp;23486 | &nbsp;&nbsp;24096 |
|  | Oracle Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;9648 |
|  | Oracle Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/8/34 | &nbsp;&nbsp;19258 | &nbsp;&nbsp;18271 |
|  | Oracle Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/27/34 | &nbsp;&nbsp;17923 | &nbsp;&nbsp;17404 |
|  | Oracle Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;13097 | &nbsp;&nbsp;11810 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/3/35 | &nbsp;&nbsp;33304 | &nbsp;&nbsp;34044 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;14412 | &nbsp;&nbsp;12670 |
|  | Oracle Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;28410 | &nbsp;&nbsp;24301 |
|  | Oracle Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp;3845 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;8934 | &nbsp;&nbsp;&nbsp;&nbsp;9388 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;47178 | &nbsp;&nbsp;37759 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/40 | &nbsp;&nbsp;50121 | &nbsp;&nbsp;48931 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/41 | &nbsp;&nbsp;39703 | &nbsp;&nbsp;31251 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/8/44 | &nbsp;&nbsp;14483 | &nbsp;&nbsp;12203 |
|  | Oracle Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;28070 | &nbsp;&nbsp;22304 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;35942 | &nbsp;&nbsp;27717 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;31486 | &nbsp;&nbsp;24090 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;73262 | &nbsp;&nbsp;51200 |
|  | Oracle Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/25/51 | &nbsp;&nbsp;28309 | &nbsp;&nbsp;20887 |
|  | Oracle Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;11/9/52 | &nbsp;&nbsp;21678 | &nbsp;&nbsp;24105 |
|  | Oracle Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/6/53 | &nbsp;&nbsp;47490 | &nbsp;&nbsp;44600 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/27/54 | &nbsp;&nbsp;14664 | &nbsp;&nbsp;13387 |
|  | Oracle Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/3/55 | &nbsp;&nbsp;27183 | &nbsp;&nbsp;27141 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/60 | &nbsp;&nbsp;44085 | &nbsp;&nbsp;30379 |
|  | Oracle Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/61 | &nbsp;&nbsp;19509 | &nbsp;&nbsp;14075 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/27/64 | &nbsp;&nbsp;11382 | &nbsp;&nbsp;10353 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/3/65 | &nbsp;&nbsp;31801 | &nbsp;&nbsp;31807 |
|  | Paychex Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;15503 | &nbsp;&nbsp;15875 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;24124 |
|  | Paychex Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;16951 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;25745 | &nbsp;&nbsp;25282 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;4888 | &nbsp;&nbsp;&nbsp;&nbsp;4929 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;24283 | &nbsp;&nbsp;22920 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;14617 | &nbsp;&nbsp;13302 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;15780 | &nbsp;&nbsp;16009 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5053 | &nbsp;&nbsp;&nbsp;&nbsp;5070 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;23656 | &nbsp;&nbsp;16092 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;6372 | &nbsp;&nbsp;&nbsp;&nbsp;5875 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;12137 | &nbsp;&nbsp;11880 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/62 | &nbsp;&nbsp;16133 | &nbsp;&nbsp;14788 |
|  | Qorvo Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;11312 | &nbsp;&nbsp;10998 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;25694 | &nbsp;&nbsp;25377 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;5/20/28 | &nbsp;&nbsp;23097 | &nbsp;&nbsp;21464 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;8404 | &nbsp;&nbsp;&nbsp;&nbsp;7644 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;28562 | &nbsp;&nbsp;23747 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;2835 | &nbsp;&nbsp;&nbsp;&nbsp;2870 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/20/33 | &nbsp;&nbsp;11243 | &nbsp;&nbsp;11853 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/20/45 | &nbsp;&nbsp;18764 | &nbsp;&nbsp;17096 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/47 | &nbsp;&nbsp;20958 | &nbsp;&nbsp;17574 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/50 | &nbsp;&nbsp;11011 | &nbsp;&nbsp;&nbsp;&nbsp;7576 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;4414 | &nbsp;&nbsp;&nbsp;&nbsp;3734 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/53 | &nbsp;&nbsp;15536 | &nbsp;&nbsp;16338 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Quanta Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/9/27 | &nbsp;&nbsp;14795 | &nbsp;&nbsp;14920 |
|  | Quanta Services Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;15705 | &nbsp;&nbsp;14489 |
|  | Quanta Services Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;&nbsp;&nbsp;9984 |
|  | Quanta Services Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6776 | &nbsp;&nbsp;&nbsp;&nbsp;4848 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;5886 | &nbsp;&nbsp;&nbsp;&nbsp;5842 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;3162 |
|  | RELX Capital Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;10183 | &nbsp;&nbsp;&nbsp;&nbsp;9596 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;7508 |
|  | RELX Capital Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;3146 | &nbsp;&nbsp;&nbsp;&nbsp;3216 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;12919 | &nbsp;&nbsp;12817 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;10495 | &nbsp;&nbsp;&nbsp;&nbsp;9876 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;14399 | &nbsp;&nbsp;14361 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;14525 | &nbsp;&nbsp;13720 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;6071 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;11290 | &nbsp;&nbsp;10035 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9165 | &nbsp;&nbsp;&nbsp;&nbsp;9183 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;11512 | &nbsp;&nbsp;11362 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;11486 | &nbsp;&nbsp;11178 |
|  | S&P Global Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;10870 | &nbsp;&nbsp;11024 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;14157 | &nbsp;&nbsp;13420 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;11573 | &nbsp;&nbsp;10765 |
|  | S&P Global Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;10469 | &nbsp;&nbsp;&nbsp;&nbsp;9015 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;21881 | &nbsp;&nbsp;19879 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;7893 | &nbsp;&nbsp;&nbsp;&nbsp;5560 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;14184 | &nbsp;&nbsp;10697 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;8/15/60 | &nbsp;&nbsp;11073 | &nbsp;&nbsp;&nbsp;&nbsp;5649 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;6685 | &nbsp;&nbsp;&nbsp;&nbsp;4986 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/11/28 | &nbsp;&nbsp;23173 | &nbsp;&nbsp;23023 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;17110 | &nbsp;&nbsp;15903 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;32532 | &nbsp;&nbsp;28517 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;7/15/41 | &nbsp;&nbsp;22293 | &nbsp;&nbsp;16019 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;23932 | &nbsp;&nbsp;15300 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;7/15/61 | &nbsp;&nbsp;16215 | &nbsp;&nbsp;&nbsp;&nbsp;9910 |
|  | ServiceNow Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;18894 | &nbsp;&nbsp;16369 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;12564 | &nbsp;&nbsp;11067 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;3988 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;10637 | &nbsp;&nbsp;10746 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp;&nbsp;&nbsp;5032 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;20332 | &nbsp;&nbsp;20591 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;23899 | &nbsp;&nbsp;24092 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp;&nbsp;&nbsp;9047 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;9238 | &nbsp;&nbsp;&nbsp;&nbsp;8936 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/9/28 | &nbsp;&nbsp;10098 | &nbsp;&nbsp;&nbsp;&nbsp;9475 |
|  | Teledyne FLIR LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;6272 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8032 | &nbsp;&nbsp;&nbsp;&nbsp;7763 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/3/27 | &nbsp;&nbsp;13726 | &nbsp;&nbsp;13399 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;3493 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/4/29 | &nbsp;&nbsp;17471 | &nbsp;&nbsp;16218 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;5839 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9100 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;4582 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/14/33 | &nbsp;&nbsp;17380 | &nbsp;&nbsp;17773 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/34 | &nbsp;&nbsp;13338 | &nbsp;&nbsp;13531 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;10456 | &nbsp;&nbsp;&nbsp;&nbsp;9236 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;23516 | &nbsp;&nbsp;19372 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;3612 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;2435 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/53 | &nbsp;&nbsp;&nbsp;&nbsp;7303 | &nbsp;&nbsp;&nbsp;&nbsp;6734 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/8/54 | &nbsp;&nbsp;&nbsp;&nbsp;8365 | &nbsp;&nbsp;&nbsp;&nbsp;7888 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/18/63 | &nbsp;&nbsp;38625 | &nbsp;&nbsp;35471 |
| <sup>3</sup> | TR Finance LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9005 | &nbsp;&nbsp;&nbsp;&nbsp;9118 |
| <sup>3</sup> | TR Finance LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;5576 |
| <sup>3</sup> | TR Finance LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4473 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;18123 | &nbsp;&nbsp;17531 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/22/27 | &nbsp;&nbsp;12642 | &nbsp;&nbsp;12578 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;7060 | &nbsp;&nbsp;&nbsp;&nbsp;7025 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;22360 | &nbsp;&nbsp;20067 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;4124 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;14816 | &nbsp;&nbsp;11453 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/25/51 | &nbsp;&nbsp;24515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17682 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;3673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3303 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;11722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11644 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/5/34 | &nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10284 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7462 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;16613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11845 |
|  | VMware LLC | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;22458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21729 |
|  | VMware LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;13697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13777 |
|  | VMware LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/21/27 | &nbsp;&nbsp;31020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30768 |
|  | VMware LLC | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;12139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11230 |
|  | VMware LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;12368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12419 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;19524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16942 |
|  | Western Digital Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6762 |
|  | Western Digital Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;10070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8920 |
|  | Workday Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;14191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14012 |
|  | Workday Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4454 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360 |
|  | Xilinx Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;11240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10298 |
|  |  |  |  |  | &nbsp;&nbsp;**8093635** |
| **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11458 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3966 |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6892 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6045 |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174 |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7124 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5671 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;7885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5973 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5499 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3756 |
| <sup>3</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2511 |
| <sup>3</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
| <sup>3</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6252 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20138 |
|  | AES Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;14236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12445 |
|  | AES Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;15610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15849 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8571 |
| <sup>3</sup> | Alabama Power Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6472 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.940% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7051 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1933 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2714 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;4669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3851 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5283 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/2/46 | &nbsp;&nbsp;13607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11387 |
| <sup>3</sup> | Alabama Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;12970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9877 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;14105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10019 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 |
|  | Ameren Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5907 |
|  | Ameren Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5218 |
|  | Ameren Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5816 |
|  | Ameren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8285 |
|  | Ameren Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;38254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36143 |
|  | Ameren Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;16890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16997 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7767 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7271 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1918 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;6231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4697 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6435 | &nbsp;&nbsp;&nbsp;&nbsp;4049 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;7560 | &nbsp;&nbsp;&nbsp;&nbsp;7773 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;4403 | &nbsp;&nbsp;&nbsp;&nbsp;4356 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6536 | &nbsp;&nbsp;&nbsp;&nbsp;6743 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>3</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;11420 | &nbsp;&nbsp;11425 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;6437 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3788 | &nbsp;&nbsp;&nbsp;&nbsp;4016 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;23616 | &nbsp;&nbsp;24572 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6362 | &nbsp;&nbsp;&nbsp;&nbsp;4153 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;9465 | &nbsp;&nbsp;&nbsp;&nbsp;9892 |
| <sup>3</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;10665 | &nbsp;&nbsp;11059 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;6653 | &nbsp;&nbsp;&nbsp;&nbsp;6381 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7511 | &nbsp;&nbsp;&nbsp;&nbsp;7328 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4849 | &nbsp;&nbsp;&nbsp;&nbsp;4784 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;15703 | &nbsp;&nbsp;15235 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4699 | &nbsp;&nbsp;&nbsp;&nbsp;4370 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6417 | &nbsp;&nbsp;&nbsp;&nbsp;5640 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1284 | &nbsp;&nbsp;&nbsp;&nbsp;1268 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;13690 | &nbsp;&nbsp;13891 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;28107 | &nbsp;&nbsp;28477 |
|  | American Water Capital Corp. | &nbsp;&nbsp;6.593% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;13185 | &nbsp;&nbsp;14811 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3716 | &nbsp;&nbsp;&nbsp;&nbsp;3142 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1308 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;9948 | &nbsp;&nbsp;&nbsp;&nbsp;7553 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;4875 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;6067 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;1450 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6130 | &nbsp;&nbsp;&nbsp;&nbsp;4137 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6911 | &nbsp;&nbsp;&nbsp;&nbsp;6778 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;19909 | &nbsp;&nbsp;17895 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;12763 | &nbsp;&nbsp;12444 |
|  | Appalachian Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5756 |
|  | Appalachian Power Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;11616 | &nbsp;&nbsp;12925 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;5171 | &nbsp;&nbsp;&nbsp;&nbsp;4202 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;9823 | &nbsp;&nbsp;&nbsp;&nbsp;7963 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1500 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5494 | &nbsp;&nbsp;&nbsp;&nbsp;5129 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1567 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;12974 | &nbsp;&nbsp;13994 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;10785 | &nbsp;&nbsp;11045 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;3518 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3497 | &nbsp;&nbsp;&nbsp;&nbsp;2979 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;1990 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1441 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5731 | &nbsp;&nbsp;&nbsp;&nbsp;4496 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;13604 | &nbsp;&nbsp;&nbsp;&nbsp;7990 |
|  | Atlantic City Electric Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6087 | &nbsp;&nbsp;&nbsp;&nbsp;5394 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;10960 | &nbsp;&nbsp;10746 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;11597 | &nbsp;&nbsp;10857 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7882 | &nbsp;&nbsp;&nbsp;&nbsp;6735 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2520 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;10302 | &nbsp;&nbsp;11054 |
| <sup>3</sup> | Atmos Energy Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4708 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;11345 | &nbsp;&nbsp;11433 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;8077 | &nbsp;&nbsp;&nbsp;&nbsp;6777 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp;1546 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3506 | &nbsp;&nbsp;&nbsp;&nbsp;2903 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;19016 | &nbsp;&nbsp;13224 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp;1353 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7354 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5734 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8796 | &nbsp;&nbsp;&nbsp;&nbsp;7991 |
|  | Avangrid Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8326 | &nbsp;&nbsp;&nbsp;&nbsp;8130 |
|  | Avista Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp;3763 |
|  | Avista Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5674 | &nbsp;&nbsp;&nbsp;&nbsp;4182 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7399 | &nbsp;&nbsp;&nbsp;&nbsp;7258 |
| <sup>3</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp;&nbsp;&nbsp;2234 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;6046 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1799 | &nbsp;&nbsp;&nbsp;&nbsp;1959 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
| <sup>3</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;10974 | &nbsp;&nbsp;&nbsp;&nbsp;8301 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;2212 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;4819 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7274 | &nbsp;&nbsp;&nbsp;&nbsp;4553 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;16605 | &nbsp;&nbsp;13891 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;5348 | &nbsp;&nbsp;&nbsp;&nbsp;5101 |
| <sup>3</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;2118 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;16366 | &nbsp;&nbsp;15883 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;30903 | &nbsp;&nbsp;26332 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;11220 | &nbsp;&nbsp;12065 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;6524 | &nbsp;&nbsp;&nbsp;&nbsp;6949 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;8282 | &nbsp;&nbsp;&nbsp;&nbsp;7792 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;12156 | &nbsp;&nbsp;10465 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;14919 | &nbsp;&nbsp;11263 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3716 | &nbsp;&nbsp;&nbsp;&nbsp;3073 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;17330 | &nbsp;&nbsp;13854 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;32475 | &nbsp;&nbsp;19920 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;5494 | &nbsp;&nbsp;&nbsp;&nbsp;4595 |
|  | Black Hills Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;5746 |
|  | Black Hills Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp;&nbsp;&nbsp;4631 |
|  | Black Hills Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;13127 | &nbsp;&nbsp;12290 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/33 | &nbsp;&nbsp;15523 | &nbsp;&nbsp;14617 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;12305 | &nbsp;&nbsp;12937 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;7089 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;3202 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2762 | &nbsp;&nbsp;&nbsp;&nbsp;2701 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2329 | &nbsp;&nbsp;&nbsp;&nbsp;2281 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6030 | &nbsp;&nbsp;&nbsp;&nbsp;6218 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5458 | &nbsp;&nbsp;&nbsp;&nbsp;5556 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;4765 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3213 | &nbsp;&nbsp;&nbsp;&nbsp;2905 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5044 | &nbsp;&nbsp;&nbsp;&nbsp;4939 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9293 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;12724 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7347 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;5924 | &nbsp;&nbsp;&nbsp;&nbsp;4569 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp;3465 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;2330 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6266 | &nbsp;&nbsp;&nbsp;&nbsp;5064 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7054 | &nbsp;&nbsp;&nbsp;&nbsp;4515 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;8880 | &nbsp;&nbsp;&nbsp;&nbsp;6205 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;2444 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;2633 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7061 | &nbsp;&nbsp;&nbsp;&nbsp;7306 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;14388 | &nbsp;&nbsp;13394 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3816 | &nbsp;&nbsp;&nbsp;&nbsp;3406 |
| <sup>3</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7974 |
| <sup>3</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;6080 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;17645 | &nbsp;&nbsp;17840 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;11829 | &nbsp;&nbsp;12114 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;4603 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;4892 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;1072 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;2145 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1953 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/1/46 | &nbsp;&nbsp;10422 | &nbsp;&nbsp;&nbsp;&nbsp;8914 |
|  | Cleveland Electric Illuminating Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;6202 |
|  | CMS Energy Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3996 | &nbsp;&nbsp;&nbsp;&nbsp;3925 |
|  | CMS Energy Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;4522 | &nbsp;&nbsp;&nbsp;&nbsp;4037 |
| <sup>3</sup> | CMS Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;14027 | &nbsp;&nbsp;13562 |
|  | CMS Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4872 | &nbsp;&nbsp;&nbsp;&nbsp;4378 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | CMS Energy Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;3927 | &nbsp;&nbsp;&nbsp;&nbsp;3939 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;4029 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6364 | &nbsp;&nbsp;&nbsp;&nbsp;6287 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5524 | &nbsp;&nbsp;&nbsp;&nbsp;5025 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;3386 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2882 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;6226 | &nbsp;&nbsp;&nbsp;&nbsp;6633 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;9358 | &nbsp;&nbsp;10328 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;5492 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;7634 | &nbsp;&nbsp;&nbsp;&nbsp;6821 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;7719 | &nbsp;&nbsp;&nbsp;&nbsp;5958 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;7696 | &nbsp;&nbsp;&nbsp;&nbsp;6514 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;2640 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6569 | &nbsp;&nbsp;&nbsp;&nbsp;4980 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;13592 | &nbsp;&nbsp;10750 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;7751 | &nbsp;&nbsp;&nbsp;&nbsp;6041 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;9511 | &nbsp;&nbsp;&nbsp;&nbsp;6428 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8469 | &nbsp;&nbsp;&nbsp;&nbsp;5492 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4742 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;3036 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp;&nbsp;&nbsp;9819 |
| <sup>3</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7620 | &nbsp;&nbsp;&nbsp;&nbsp;7515 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8699 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3658 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;1992 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;5516 |
| <sup>3</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;4867 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;14117 | &nbsp;&nbsp;11116 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5710 | &nbsp;&nbsp;&nbsp;&nbsp;5352 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1003 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;1887 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7087 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;14083 | &nbsp;&nbsp;14511 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;3070 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1550 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7192 | &nbsp;&nbsp;&nbsp;&nbsp;7371 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;15322 | &nbsp;&nbsp;15517 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;7794 | &nbsp;&nbsp;&nbsp;&nbsp;8205 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;5505 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;2920 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;12517 | &nbsp;&nbsp;12699 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/40 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11886 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;6481 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;16731 | &nbsp;&nbsp;14430 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;8976 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;16463 | &nbsp;&nbsp;12712 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;11582 | &nbsp;&nbsp;&nbsp;&nbsp;8891 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3430 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;10444 | &nbsp;&nbsp;&nbsp;&nbsp;8223 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7198 | &nbsp;&nbsp;&nbsp;&nbsp;7593 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;5975 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7420 | &nbsp;&nbsp;&nbsp;&nbsp;7402 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;12854 | &nbsp;&nbsp;10822 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4485 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;6527 | &nbsp;&nbsp;&nbsp;&nbsp;5133 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/58 | &nbsp;&nbsp;12859 | &nbsp;&nbsp;10444 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;9174 | &nbsp;&nbsp;&nbsp;&nbsp;6357 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;7853 | &nbsp;&nbsp;&nbsp;&nbsp;5338 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9744 | &nbsp;&nbsp;10082 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;18094 | &nbsp;&nbsp;19140 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;8305 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;2063 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;5153 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;11141 | &nbsp;&nbsp;10929 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;15425 | &nbsp;&nbsp;16597 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6583 | &nbsp;&nbsp;&nbsp;&nbsp;6463 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3950 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5424 | &nbsp;&nbsp;&nbsp;&nbsp;5377 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;3081 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;6644 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7815 | &nbsp;&nbsp;&nbsp;&nbsp;7935 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1956 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7578 | &nbsp;&nbsp;&nbsp;&nbsp;7042 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;6247 |
|  | Consumers Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1461 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp;4351 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;9356 | &nbsp;&nbsp;&nbsp;&nbsp;6850 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6964 | &nbsp;&nbsp;&nbsp;&nbsp;5533 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3652 | &nbsp;&nbsp;&nbsp;&nbsp;2925 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;14484 | &nbsp;&nbsp;12251 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;1189 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9442 | &nbsp;&nbsp;&nbsp;&nbsp;6309 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/51 | &nbsp;&nbsp;10895 | &nbsp;&nbsp;&nbsp;&nbsp;8043 |
|  | Consumers Energy Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2947 | &nbsp;&nbsp;&nbsp;&nbsp;1798 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4868 | &nbsp;&nbsp;&nbsp;&nbsp;3979 |
|  | Dayton Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5329 | &nbsp;&nbsp;&nbsp;&nbsp;3948 |
|  | Delmarva Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3338 | &nbsp;&nbsp;&nbsp;&nbsp;2738 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6952 | &nbsp;&nbsp;&nbsp;&nbsp;6831 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7799 | &nbsp;&nbsp;&nbsp;&nbsp;7715 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;7132 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9449 | &nbsp;&nbsp;&nbsp;&nbsp;9435 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;47781 | &nbsp;&nbsp;45432 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;4939 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4536 | &nbsp;&nbsp;&nbsp;&nbsp;3966 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8754 | &nbsp;&nbsp;&nbsp;&nbsp;8406 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9516 | &nbsp;&nbsp;&nbsp;&nbsp;9766 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9613 | &nbsp;&nbsp;10298 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7419 | &nbsp;&nbsp;&nbsp;&nbsp;7471 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;6719 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;6052 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;5887 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/41 | &nbsp;&nbsp;13264 | &nbsp;&nbsp;&nbsp;&nbsp;9791 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/1/41 | &nbsp;&nbsp;13591 | &nbsp;&nbsp;12270 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;7291 | &nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;5261 | &nbsp;&nbsp;&nbsp;&nbsp;4505 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3556 | &nbsp;&nbsp;&nbsp;&nbsp;2917 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;15858 | &nbsp;&nbsp;13417 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;4014 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;5605 | &nbsp;&nbsp;&nbsp;&nbsp;5885 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;14780 | &nbsp;&nbsp;15043 |
| <sup>3</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5274 | &nbsp;&nbsp;&nbsp;&nbsp;4620 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;7059 |
| <sup>3</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3348 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;6352 | &nbsp;&nbsp;&nbsp;&nbsp;6751 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6532 | &nbsp;&nbsp;&nbsp;&nbsp;6454 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4371 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8496 | &nbsp;&nbsp;&nbsp;&nbsp;9184 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;5643 | &nbsp;&nbsp;&nbsp;&nbsp;5059 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;3682 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1803 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2430 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;27201 | &nbsp;&nbsp;24870 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9280 | &nbsp;&nbsp;&nbsp;&nbsp;8438 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;12878 | &nbsp;&nbsp;13239 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;19139 | &nbsp;&nbsp;19557 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;11357 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;7756 | &nbsp;&nbsp;&nbsp;&nbsp;6345 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;1423 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5778 | &nbsp;&nbsp;&nbsp;&nbsp;4474 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;5394 | &nbsp;&nbsp;&nbsp;&nbsp;4103 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6022 | &nbsp;&nbsp;&nbsp;&nbsp;4724 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9136 | &nbsp;&nbsp;&nbsp;&nbsp;5957 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;1314 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7820 |
|  | DTE Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;42554 | &nbsp;&nbsp;41795 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2499 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8271 | &nbsp;&nbsp;&nbsp;&nbsp;8394 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | DTE Energy Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;25513 | &nbsp;&nbsp;26026 |
| <sup>3</sup> | DTE Energy Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;14445 | &nbsp;&nbsp;13867 |
|  | DTE Energy Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4154 | &nbsp;&nbsp;&nbsp;&nbsp;3876 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8047 | &nbsp;&nbsp;&nbsp;&nbsp;8239 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;25689 | &nbsp;&nbsp;26865 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7604 | &nbsp;&nbsp;&nbsp;&nbsp;7486 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;16496 | &nbsp;&nbsp;16468 |
| <sup>3</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;5614 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6702 | &nbsp;&nbsp;&nbsp;&nbsp;6247 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8483 | &nbsp;&nbsp;&nbsp;&nbsp;7840 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5368 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6315 | &nbsp;&nbsp;&nbsp;&nbsp;5712 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8309 | &nbsp;&nbsp;&nbsp;&nbsp;9131 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;12882 | &nbsp;&nbsp;13100 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;6096 |
| <sup>3</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7799 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp;1327 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;7937 | &nbsp;&nbsp;&nbsp;&nbsp;8456 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;8730 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;11496 | &nbsp;&nbsp;11489 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;13239 | &nbsp;&nbsp;11340 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/30/42 | &nbsp;&nbsp;15594 | &nbsp;&nbsp;12876 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;17119 | &nbsp;&nbsp;13338 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;14921 | &nbsp;&nbsp;11209 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;4187 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;9782 | &nbsp;&nbsp;&nbsp;&nbsp;6620 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp;2414 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8137 | &nbsp;&nbsp;&nbsp;&nbsp;7801 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;16008 | &nbsp;&nbsp;15708 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;2141 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;18766 | &nbsp;&nbsp;18386 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6739 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5602 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;14261 | &nbsp;&nbsp;13738 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;19761 | &nbsp;&nbsp;17937 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;19228 | &nbsp;&nbsp;17136 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9174 | &nbsp;&nbsp;&nbsp;&nbsp;8978 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;12044 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3241 | &nbsp;&nbsp;&nbsp;&nbsp;3332 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;3048 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;5767 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/46 | &nbsp;&nbsp;15746 | &nbsp;&nbsp;11646 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;3146 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8462 | &nbsp;&nbsp;&nbsp;&nbsp;6564 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;8168 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1249 | &nbsp;&nbsp;&nbsp;&nbsp;1095 |
|  | Duke Energy Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;19150 | &nbsp;&nbsp;19499 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;39015 | &nbsp;&nbsp;38156 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/82 | &nbsp;&nbsp;&nbsp;&nbsp;4808 | &nbsp;&nbsp;&nbsp;&nbsp;4616 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5517 | &nbsp;&nbsp;&nbsp;&nbsp;5447 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7008 | &nbsp;&nbsp;&nbsp;&nbsp;6948 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;31163 | &nbsp;&nbsp;28931 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;7085 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6724 | &nbsp;&nbsp;&nbsp;&nbsp;5948 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;10592 | &nbsp;&nbsp;11564 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;12052 | &nbsp;&nbsp;13236 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2589 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2851 | &nbsp;&nbsp;&nbsp;&nbsp;2272 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;5387 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7365 | &nbsp;&nbsp;&nbsp;&nbsp;5910 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6981 | &nbsp;&nbsp;&nbsp;&nbsp;4415 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1474 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;11878 | &nbsp;&nbsp;12648 |
| <sup>3</sup> | Duke Energy Florida Project Finance LLC | &nbsp;&nbsp;2.538% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2976 | &nbsp;&nbsp;&nbsp;&nbsp;2846 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2862 | &nbsp;&nbsp;&nbsp;&nbsp;2924 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2371 | &nbsp;&nbsp;&nbsp;&nbsp;2520 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;10092 | &nbsp;&nbsp;11004 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;5272 | &nbsp;&nbsp;&nbsp;&nbsp;5779 |
| <sup>3</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;&nbsp;&nbsp;4180 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;13123 | &nbsp;&nbsp;&nbsp;&nbsp;9971 |
| <sup>3</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5772 | &nbsp;&nbsp;&nbsp;&nbsp;3920 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;11299 | &nbsp;&nbsp;&nbsp;&nbsp;6940 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1902 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;15985 | &nbsp;&nbsp;15682 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5180 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8951 | &nbsp;&nbsp;&nbsp;&nbsp;9206 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;2006 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;7483 | &nbsp;&nbsp;&nbsp;&nbsp;5560 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;2152 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;4058 | &nbsp;&nbsp;&nbsp;&nbsp;4006 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4324 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;5001 | &nbsp;&nbsp;&nbsp;&nbsp;5026 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;9508 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;14884 | &nbsp;&nbsp;14498 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;12856 | &nbsp;&nbsp;11170 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;10088 | &nbsp;&nbsp;10411 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp;6714 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7910 | &nbsp;&nbsp;&nbsp;&nbsp;7949 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;6613 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;4637 | &nbsp;&nbsp;&nbsp;&nbsp;3860 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;7767 | &nbsp;&nbsp;&nbsp;&nbsp;6417 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;8027 | &nbsp;&nbsp;&nbsp;&nbsp;6798 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;10844 | &nbsp;&nbsp;&nbsp;&nbsp;8862 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;9717 | &nbsp;&nbsp;&nbsp;&nbsp;8010 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp;&nbsp;&nbsp;5020 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;9648 | &nbsp;&nbsp;&nbsp;&nbsp;7049 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5532 | &nbsp;&nbsp;&nbsp;&nbsp;3225 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9560 | &nbsp;&nbsp;&nbsp;&nbsp;5957 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;6015 | &nbsp;&nbsp;&nbsp;&nbsp;4607 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;9938 | &nbsp;&nbsp;&nbsp;&nbsp;9720 |
| <sup>3</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;1.295% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2271 | &nbsp;&nbsp;&nbsp;&nbsp;2149 |
| <sup>3</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.387% | &nbsp;&nbsp;7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3914 |
| <sup>3</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.799% | &nbsp;&nbsp;7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;3145 |
| <sup>8</sup> | East Ohio Gas Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
|  | Edison International | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;28599 | &nbsp;&nbsp;28802 |
|  | Edison International | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6892 | &nbsp;&nbsp;&nbsp;&nbsp;6654 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;13802 | &nbsp;&nbsp;13650 |
|  | Edison International | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;13346 | &nbsp;&nbsp;13199 |
|  | Edison International | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;15194 | &nbsp;&nbsp;15795 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;2416 |
|  | El Paso Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;2690 |
|  | El Paso Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;4618 | &nbsp;&nbsp;&nbsp;&nbsp;4048 |
|  | Emera US Finance LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;26368 | &nbsp;&nbsp;21909 |
|  | Enel Americas SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;7683 | &nbsp;&nbsp;&nbsp;&nbsp;7629 |
|  | Enel Chile SA | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;13501 | &nbsp;&nbsp;13552 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2382 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;1565 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;8062 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4054 | &nbsp;&nbsp;&nbsp;&nbsp;3231 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;10937 | &nbsp;&nbsp;&nbsp;&nbsp;6414 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
|  | Entergy Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;11839 | &nbsp;&nbsp;11642 |
|  | Entergy Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4043 | &nbsp;&nbsp;&nbsp;&nbsp;3781 |
|  | Entergy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;19420 | &nbsp;&nbsp;17934 |
|  | Entergy Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;10469 | &nbsp;&nbsp;&nbsp;&nbsp;9259 |
|  | Entergy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8866 | &nbsp;&nbsp;&nbsp;&nbsp;6316 |
|  | Entergy Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;16475 | &nbsp;&nbsp;17048 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8418 | &nbsp;&nbsp;&nbsp;&nbsp;8232 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6267 | &nbsp;&nbsp;&nbsp;&nbsp;6128 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5637 | &nbsp;&nbsp;&nbsp;&nbsp;5501 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3894 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8812 | &nbsp;&nbsp;&nbsp;&nbsp;8133 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;15747 | &nbsp;&nbsp;13586 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;13790 | &nbsp;&nbsp;13017 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2822 | &nbsp;&nbsp;&nbsp;&nbsp;2895 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;8062 | &nbsp;&nbsp;&nbsp;&nbsp;5913 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;12110 | &nbsp;&nbsp;10735 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;5498 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;10925 | &nbsp;&nbsp;&nbsp;&nbsp;8665 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8865 | &nbsp;&nbsp;&nbsp;&nbsp;5493 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;14682 | &nbsp;&nbsp;12684 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;11550 | &nbsp;&nbsp;11562 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;11619 | &nbsp;&nbsp;11202 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;7313 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;3488 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8618 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7769 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4936 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8641 | &nbsp;&nbsp;&nbsp;&nbsp;7453 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2216 | &nbsp;&nbsp;&nbsp;&nbsp;2236 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;4159 | &nbsp;&nbsp;&nbsp;&nbsp;2926 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;2933 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;1987 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;11915 | &nbsp;&nbsp;12046 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.566% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;11921 | &nbsp;&nbsp;11556 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;7536 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6444 | &nbsp;&nbsp;&nbsp;&nbsp;6547 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.276% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp;&nbsp;&nbsp;5253 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.351% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7684 | &nbsp;&nbsp;&nbsp;&nbsp;5078 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/1/52 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;10478 |
|  | Evergy Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;24957 | &nbsp;&nbsp;23454 |
|  | Evergy Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;6785 | &nbsp;&nbsp;&nbsp;&nbsp;6883 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6601 | &nbsp;&nbsp;&nbsp;&nbsp;6484 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13269 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1516 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;4652 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;4620 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4329 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;3635 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp;2108 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;2779 |
| <sup>3</sup> | Evergy Metro Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6971 | &nbsp;&nbsp;&nbsp;&nbsp;6292 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4395 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9708 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;5177 | &nbsp;&nbsp;&nbsp;&nbsp;4975 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;7345 | &nbsp;&nbsp;&nbsp;&nbsp;5874 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3123 | &nbsp;&nbsp;&nbsp;&nbsp;2488 |
| <sup>3</sup> | Evergy Metro Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3293 | &nbsp;&nbsp;&nbsp;&nbsp;2561 |
| <sup>8</sup> | Evergy Missouri West Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3323 |
|  | Eversource Energy | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;8022 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7986 | &nbsp;&nbsp;&nbsp;&nbsp;7777 |
|  | Eversource Energy | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;18191 | &nbsp;&nbsp;18663 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;12639 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;11115 | &nbsp;&nbsp;&nbsp;&nbsp;9649 |
|  | Eversource Energy | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5453 | &nbsp;&nbsp;&nbsp;&nbsp;4857 |
|  | Eversource Energy | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;23380 | &nbsp;&nbsp;24611 |
|  | Eversource Energy | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8877 | &nbsp;&nbsp;&nbsp;&nbsp;8088 |
|  | Eversource Energy | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;19749 | &nbsp;&nbsp;19748 |
|  | Eversource Energy | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;8137 |
|  | Eversource Energy | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;2986 |
|  | Exelon Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2674 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;12993 | &nbsp;&nbsp;13284 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9114 | &nbsp;&nbsp;&nbsp;&nbsp;9354 |
|  | Exelon Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;23598 | &nbsp;&nbsp;23228 |
|  | Exelon Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;5530 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5506 | &nbsp;&nbsp;&nbsp;&nbsp;5079 |
|  | Exelon Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;21276 | &nbsp;&nbsp;21858 |
| <sup>3</sup> | Exelon Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9967 | &nbsp;&nbsp;&nbsp;&nbsp;9688 |
|  | Exelon Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9059 | &nbsp;&nbsp;&nbsp;&nbsp;9321 |
|  | Exelon Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6822 | &nbsp;&nbsp;&nbsp;&nbsp;6207 |
|  | Exelon Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2451 |
|  | Exelon Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1182 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3836 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;10909 | &nbsp;&nbsp;10485 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;10759 | &nbsp;&nbsp;10743 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;6.500% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;11238 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;11874 | &nbsp;&nbsp;11742 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9721 | &nbsp;&nbsp;&nbsp;&nbsp;8927 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;13365 | &nbsp;&nbsp;11864 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;8824 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;19833 | &nbsp;&nbsp;13466 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;8054 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4947 |
| <sup>3</sup> | Florida Power & Light Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;3269 | &nbsp;&nbsp;&nbsp;&nbsp;3219 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7276 | &nbsp;&nbsp;&nbsp;&nbsp;7334 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7810 | &nbsp;&nbsp;&nbsp;&nbsp;8083 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;12990 | &nbsp;&nbsp;13170 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/3/32 | &nbsp;&nbsp;16299 | &nbsp;&nbsp;14396 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp;6050 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9351 | &nbsp;&nbsp;&nbsp;&nbsp;9384 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;5357 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4726 | &nbsp;&nbsp;&nbsp;&nbsp;4873 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp;2523 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp;&nbsp;&nbsp;3929 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;10526 | &nbsp;&nbsp;11310 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;7687 | &nbsp;&nbsp;&nbsp;&nbsp;8206 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2961 | &nbsp;&nbsp;&nbsp;&nbsp;2933 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;19387 | &nbsp;&nbsp;16483 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;9234 | &nbsp;&nbsp;&nbsp;&nbsp;7801 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;10618 | &nbsp;&nbsp;&nbsp;&nbsp;8653 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp;&nbsp;&nbsp;4481 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;13204 | &nbsp;&nbsp;10012 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;15709 | &nbsp;&nbsp;12508 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;9968 | &nbsp;&nbsp;&nbsp;&nbsp;7842 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;17290 | &nbsp;&nbsp;11666 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;12/4/51 | &nbsp;&nbsp;26973 | &nbsp;&nbsp;17045 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;8650 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;12060 | &nbsp;&nbsp;12027 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;3405 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;3791 | &nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | Fortis Inc. | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;6748 | &nbsp;&nbsp;&nbsp;&nbsp;6631 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.004% | &nbsp;&nbsp;2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;6184 |
|  | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;8049 | &nbsp;&nbsp;&nbsp;&nbsp;7936 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/16/28 | &nbsp;&nbsp;12939 | &nbsp;&nbsp;13121 |
| <sup>3</sup> | Georgia Power Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;12738 | &nbsp;&nbsp;11948 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;13734 | &nbsp;&nbsp;13875 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6378 | &nbsp;&nbsp;&nbsp;&nbsp;6519 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/17/33 | &nbsp;&nbsp;25507 | &nbsp;&nbsp;25724 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9181 | &nbsp;&nbsp;&nbsp;&nbsp;9365 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;21708 | &nbsp;&nbsp;22014 |
| <sup>3</sup> | Georgia Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;7607 | &nbsp;&nbsp;&nbsp;&nbsp;7090 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3248 | &nbsp;&nbsp;&nbsp;&nbsp;2759 |
| <sup>3</sup> | Georgia Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;&nbsp;2345 |
| <sup>3</sup> | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;11080 | &nbsp;&nbsp;&nbsp;&nbsp;7598 |
|  | Iberdrola International BV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;8389 |
|  | Idaho Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2545 |
| <sup>3</sup> | Idaho Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9572 |
| <sup>3</sup> | Idaho Power Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;1846 |
| <sup>3</sup> | Idaho Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;7489 | &nbsp;&nbsp;&nbsp;&nbsp;7368 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;10585 | &nbsp;&nbsp;10474 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;6929 | &nbsp;&nbsp;&nbsp;&nbsp;7457 |
| <sup>3</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;5565 |
| <sup>3</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;6192 | &nbsp;&nbsp;&nbsp;&nbsp;4590 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/1/51 | &nbsp;&nbsp;14655 | &nbsp;&nbsp;&nbsp;&nbsp;9600 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8728 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;2995 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5473 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;4041 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3803 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;4108 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4282 | &nbsp;&nbsp;&nbsp;&nbsp;3148 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;1351 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;3633 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/54 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2447 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;6463 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;13038 | &nbsp;&nbsp;13093 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;10046 | &nbsp;&nbsp;&nbsp;&nbsp;9832 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;7312 | &nbsp;&nbsp;&nbsp;&nbsp;6698 |
|  | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;3379 |
| <sup>3</sup> | John Sevier Combined Cycle Generation LLC | &nbsp;&nbsp;4.626% | &nbsp;&nbsp;1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3114 | &nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  | Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;5.078% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;12487 | &nbsp;&nbsp;11937 |
| <sup>3</sup> | Kentucky Utilities Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5658 | &nbsp;&nbsp;&nbsp;&nbsp;5852 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;8079 | &nbsp;&nbsp;&nbsp;&nbsp;7779 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;7845 | &nbsp;&nbsp;&nbsp;&nbsp;6601 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6996 | &nbsp;&nbsp;&nbsp;&nbsp;4753 |
| <sup>3</sup> | Louisville Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3955 | &nbsp;&nbsp;&nbsp;&nbsp;4085 |
|  | Louisville Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;12417 | &nbsp;&nbsp;&nbsp;&nbsp;9891 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7161 | &nbsp;&nbsp;&nbsp;&nbsp;7046 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;17495 | &nbsp;&nbsp;17168 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;3528 | &nbsp;&nbsp;&nbsp;&nbsp;3976 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
| <sup>3</sup> | MidAmerican Energy Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp;&nbsp;&nbsp;3727 |
| <sup>3</sup> | MidAmerican Energy Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;10070 | &nbsp;&nbsp;10722 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;7486 | &nbsp;&nbsp;&nbsp;&nbsp;6827 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2273 | &nbsp;&nbsp;&nbsp;&nbsp;1951 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;7072 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;6932 | &nbsp;&nbsp;&nbsp;&nbsp;5472 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/1/48 | &nbsp;&nbsp;13381 | &nbsp;&nbsp;&nbsp;&nbsp;9987 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7138 | &nbsp;&nbsp;&nbsp;&nbsp;5801 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;2164 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;11145 | &nbsp;&nbsp;11473 |
|  | Mississippi Power Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp;3460 |
| <sup>3</sup> | Mississippi Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2916 | &nbsp;&nbsp;&nbsp;&nbsp;2486 |
| <sup>3</sup> | Mississippi Power Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;3861 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4596 | &nbsp;&nbsp;&nbsp;&nbsp;4527 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;11291 | &nbsp;&nbsp;11300 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;2604 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;4696 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;5967 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;15219 | &nbsp;&nbsp;15752 |
|  | National Grid plc | &nbsp;&nbsp;5.809% | &nbsp;&nbsp;6/12/33 | &nbsp;&nbsp;30825 | &nbsp;&nbsp;32419 |
|  | National Grid USA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3298 | &nbsp;&nbsp;&nbsp;&nbsp;3379 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;5194 | &nbsp;&nbsp;&nbsp;&nbsp;5095 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;5369 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7600 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;4756 | &nbsp;&nbsp;&nbsp;&nbsp;4662 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3868 | &nbsp;&nbsp;&nbsp;&nbsp;3930 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5782 | &nbsp;&nbsp;&nbsp;&nbsp;5915 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8141 | &nbsp;&nbsp;&nbsp;&nbsp;8053 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/7/29 | &nbsp;&nbsp;10087 | &nbsp;&nbsp;10280 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9619 | &nbsp;&nbsp;&nbsp;&nbsp;9423 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;14327 | &nbsp;&nbsp;14752 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;1897 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7935 | &nbsp;&nbsp;&nbsp;&nbsp;7299 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;9403 | &nbsp;&nbsp;&nbsp;&nbsp;9640 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;1145 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7768 | &nbsp;&nbsp;&nbsp;&nbsp;6606 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;2774 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;15224 | &nbsp;&nbsp;14503 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7692 | &nbsp;&nbsp;&nbsp;&nbsp;7385 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;13197 | &nbsp;&nbsp;14023 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5597 | &nbsp;&nbsp;&nbsp;&nbsp;4715 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;12955 | &nbsp;&nbsp;10800 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;13345 | &nbsp;&nbsp;13052 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2613 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;5077 | &nbsp;&nbsp;&nbsp;&nbsp;5600 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;5614 | &nbsp;&nbsp;&nbsp;&nbsp;6261 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5144 | &nbsp;&nbsp;&nbsp;&nbsp;3278 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;4754 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;6564 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1543 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;1312 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;22135 | &nbsp;&nbsp;21849 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/4/28 | &nbsp;&nbsp;11555 | &nbsp;&nbsp;11717 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/28 | &nbsp;&nbsp;13408 | &nbsp;&nbsp;13596 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8822 | &nbsp;&nbsp;&nbsp;&nbsp;8546 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;19466 | &nbsp;&nbsp;18185 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;5305 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;15630 | &nbsp;&nbsp;16007 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;30234 | &nbsp;&nbsp;27253 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;13820 | &nbsp;&nbsp;14236 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/28/33 | &nbsp;&nbsp;29025 | &nbsp;&nbsp;29284 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;2645 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;35150 | &nbsp;&nbsp;35857 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/28/53 | &nbsp;&nbsp;&nbsp;&nbsp;3116 | &nbsp;&nbsp;&nbsp;&nbsp;2879 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;4155 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;24875 | &nbsp;&nbsp;25841 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;14088 | &nbsp;&nbsp;14521 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;25605 | &nbsp;&nbsp;25693 |
| <sup>3</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/1/77 | &nbsp;&nbsp;&nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp;2153 |
| <sup>3</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/1/79 | &nbsp;&nbsp;&nbsp;&nbsp;3407 | &nbsp;&nbsp;&nbsp;&nbsp;3384 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | NiSource Inc. | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;12781 | &nbsp;&nbsp;12589 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;6154 | &nbsp;&nbsp;&nbsp;&nbsp;6299 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;14447 | &nbsp;&nbsp;14832 |
|  | NiSource Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;25120 | &nbsp;&nbsp;23697 |
|  | NiSource Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;11621 | &nbsp;&nbsp;11162 |
|  | NiSource Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;20364 | &nbsp;&nbsp;17438 |
|  | NiSource Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;7811 | &nbsp;&nbsp;&nbsp;&nbsp;7999 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;13701 | &nbsp;&nbsp;13942 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;15020 |
|  | NiSource Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;9149 | &nbsp;&nbsp;&nbsp;&nbsp;9310 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp;&nbsp;&nbsp;2154 |
|  | NiSource Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3042 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | NiSource Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;24457 | &nbsp;&nbsp;20141 |
|  | NiSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/31/55 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6691 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;13890 | &nbsp;&nbsp;13761 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2905 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3132 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;5965 | &nbsp;&nbsp;&nbsp;&nbsp;6563 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;7321 | &nbsp;&nbsp;&nbsp;&nbsp;7979 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;12031 | &nbsp;&nbsp;12202 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;3909 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;4037 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp;2038 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;1115 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5841 | &nbsp;&nbsp;&nbsp;&nbsp;3970 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;11547 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp;1275 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4550 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7076 | &nbsp;&nbsp;&nbsp;&nbsp;7141 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3396 |
|  | Northwest Natural Holding Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;4590 |
|  | NorthWestern Corp. | &nbsp;&nbsp;4.176% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;9030 | &nbsp;&nbsp;&nbsp;&nbsp;7340 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7759 | &nbsp;&nbsp;&nbsp;&nbsp;7629 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6143 | &nbsp;&nbsp;&nbsp;&nbsp;5911 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;6378 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;2631 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8770 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4292 | &nbsp;&nbsp;&nbsp;&nbsp;4330 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3076 | &nbsp;&nbsp;&nbsp;&nbsp;2736 |
|  | OGE Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;1146 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;2015 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;12360 | &nbsp;&nbsp;12076 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;2673 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;1926 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2163 | &nbsp;&nbsp;&nbsp;&nbsp;1924 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/1/53 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;11495 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;8054 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7073 |
|  | Ohio Edison Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;3045 |
| <sup>3</sup> | Ohio Power Co. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;6306 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9771 | &nbsp;&nbsp;&nbsp;&nbsp;9762 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;10710 | &nbsp;&nbsp;10996 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;4345 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;4490 |
| <sup>3</sup> | Ohio Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5714 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3897 | &nbsp;&nbsp;&nbsp;&nbsp;3719 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9623 | &nbsp;&nbsp;&nbsp;&nbsp;9130 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7544 | &nbsp;&nbsp;&nbsp;&nbsp;7800 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;3357 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;5668 | &nbsp;&nbsp;&nbsp;&nbsp;4310 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;8966 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2185 |
| <sup>8</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;3424 | &nbsp;&nbsp;&nbsp;&nbsp;3442 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;10105 | &nbsp;&nbsp;10150 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2952 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2675 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7708 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10095 | &nbsp;&nbsp;&nbsp;&nbsp;9366 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;11158 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5985 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5526 | &nbsp;&nbsp;&nbsp;&nbsp;5459 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4246 | &nbsp;&nbsp;&nbsp;&nbsp;4855 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;5743 |
| <sup>8</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3583 | &nbsp;&nbsp;&nbsp;&nbsp;3654 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/30/40 | &nbsp;&nbsp;10234 | &nbsp;&nbsp;10039 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp;&nbsp;1256 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6701 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;9341 | &nbsp;&nbsp;&nbsp;&nbsp;7205 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5829 | &nbsp;&nbsp;&nbsp;&nbsp;4586 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;18818 | &nbsp;&nbsp;14023 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8694 | &nbsp;&nbsp;&nbsp;&nbsp;6325 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4107 | &nbsp;&nbsp;&nbsp;&nbsp;2415 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2892 | &nbsp;&nbsp;&nbsp;&nbsp;2411 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;15808 | &nbsp;&nbsp;14040 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;6707 | &nbsp;&nbsp;&nbsp;&nbsp;6276 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5078 | &nbsp;&nbsp;&nbsp;&nbsp;4918 |
| <sup>8</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;4252 |
|  | ONE Gas Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;10956 | &nbsp;&nbsp;11235 |
|  | ONE Gas Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;3490 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;8520 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;6111 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;10212 | &nbsp;&nbsp;&nbsp;&nbsp;9975 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;13085 | &nbsp;&nbsp;12399 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;35164 | &nbsp;&nbsp;34016 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9601 | &nbsp;&nbsp;&nbsp;&nbsp;9122 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;20335 | &nbsp;&nbsp;19725 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;28666 | &nbsp;&nbsp;29697 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8637 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;37079 | &nbsp;&nbsp;36188 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;61320 | &nbsp;&nbsp;53228 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;12547 | &nbsp;&nbsp;11274 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;10489 | &nbsp;&nbsp;10715 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8990 | &nbsp;&nbsp;&nbsp;&nbsp;9265 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;12135 | &nbsp;&nbsp;12676 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;32210 | &nbsp;&nbsp;32203 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;10586 | &nbsp;&nbsp;10502 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/40 | &nbsp;&nbsp;54540 | &nbsp;&nbsp;45371 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;6547 | &nbsp;&nbsp;&nbsp;&nbsp;4692 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;11858 | &nbsp;&nbsp;&nbsp;&nbsp;9171 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;3376 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;14275 | &nbsp;&nbsp;11563 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;11486 | &nbsp;&nbsp;&nbsp;&nbsp;8684 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;8334 | &nbsp;&nbsp;&nbsp;&nbsp;6194 |

---

------

Total Bond Market Index 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;3.950% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;27822 | &nbsp;&nbsp;19588 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;49550 | &nbsp;&nbsp;39928 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;17221 | &nbsp;&nbsp;14322 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;7494 | &nbsp;&nbsp;&nbsp;&nbsp;7552 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;15230 | &nbsp;&nbsp;15263 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;7413 | &nbsp;&nbsp;&nbsp;&nbsp;6712 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;9380 | &nbsp;&nbsp;&nbsp;&nbsp;8792 |
|  | PacifiCorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9265 | &nbsp;&nbsp;&nbsp;&nbsp;9454 |
|  | PacifiCorp | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;24239 | &nbsp;&nbsp;23421 |
|  | PacifiCorp | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6553 | &nbsp;&nbsp;&nbsp;&nbsp;5985 |
|  | PacifiCorp | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7686 | &nbsp;&nbsp;&nbsp;&nbsp;7921 |
|  | PacifiCorp | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;2855 |
|  | PacifiCorp | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3987 | &nbsp;&nbsp;&nbsp;&nbsp;3983 |
|  | PacifiCorp | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;6893 | &nbsp;&nbsp;&nbsp;&nbsp;7218 |
|  | PacifiCorp | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;10054 |
|  | PacifiCorp | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;8280 | &nbsp;&nbsp;&nbsp;&nbsp;8750 |
|  | PacifiCorp | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp;&nbsp;&nbsp;4697 |
|  | PacifiCorp | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;7115 | &nbsp;&nbsp;&nbsp;&nbsp;7339 |
|  | PacifiCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;4660 |
|  | PacifiCorp | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;10782 | &nbsp;&nbsp;&nbsp;&nbsp;8256 |
|  | PacifiCorp | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;25879 | &nbsp;&nbsp;19741 |
|  | PacifiCorp | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2135 |
|  | PacifiCorp | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;15218 | &nbsp;&nbsp;&nbsp;&nbsp;9041 |
|  | PacifiCorp | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;6515 | &nbsp;&nbsp;&nbsp;&nbsp;5865 |
|  | PacifiCorp | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;30570 | &nbsp;&nbsp;29276 |
|  | PacifiCorp | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;14285 | &nbsp;&nbsp;14867 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;1620 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;1562 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3108 | &nbsp;&nbsp;&nbsp;&nbsp;2429 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;&nbsp;&nbsp;5099 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;4547 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5792 | &nbsp;&nbsp;&nbsp;&nbsp;3787 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;2134 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;14333 | &nbsp;&nbsp;12247 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4738 | &nbsp;&nbsp;&nbsp;&nbsp;3926 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;16080 | &nbsp;&nbsp;15228 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;1.460% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2595 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.280% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;6552 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.822% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;3855 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7349 | &nbsp;&nbsp;&nbsp;&nbsp;7408 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.256% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;19340 | &nbsp;&nbsp;19537 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7963 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;5891 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.529% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10314 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;3.594% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8911 | &nbsp;&nbsp;&nbsp;&nbsp;8750 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.022% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3482 | &nbsp;&nbsp;&nbsp;&nbsp;3447 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.263% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;4034 | &nbsp;&nbsp;&nbsp;&nbsp;3804 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.722% | &nbsp;&nbsp;6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;5905 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;5540 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;15580 | &nbsp;&nbsp;13382 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.212% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;17105 | &nbsp;&nbsp;16236 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2757 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.099% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;5198 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;1468 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5016 | &nbsp;&nbsp;&nbsp;&nbsp;4465 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;10251 | &nbsp;&nbsp;10559 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;11460 | &nbsp;&nbsp;11515 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;2411 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;4735 | &nbsp;&nbsp;&nbsp;&nbsp;3439 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4369 | &nbsp;&nbsp;&nbsp;&nbsp;2923 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2262 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2712 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3735 | &nbsp;&nbsp;&nbsp;&nbsp;3807 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;6787 | &nbsp;&nbsp;&nbsp;&nbsp;7579 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;8464 | &nbsp;&nbsp;&nbsp;&nbsp;7014 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;3324 |
|  | PPL Capital Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2459 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;11820 | &nbsp;&nbsp;12003 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp;&nbsp;8130 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;9548 | &nbsp;&nbsp;10529 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;7478 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6902 | &nbsp;&nbsp;&nbsp;&nbsp;5736 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;1503 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6807 | &nbsp;&nbsp;&nbsp;&nbsp;5526 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;5090 |
|  | Progress Energy Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7183 | &nbsp;&nbsp;&nbsp;&nbsp;8266 |
|  | Progress Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;2144 | &nbsp;&nbsp;&nbsp;&nbsp;2236 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;5801 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6209 | &nbsp;&nbsp;&nbsp;&nbsp;5391 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7993 | &nbsp;&nbsp;&nbsp;&nbsp;6870 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6148 | &nbsp;&nbsp;&nbsp;&nbsp;5885 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;30810 | &nbsp;&nbsp;31267 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3094 | &nbsp;&nbsp;&nbsp;&nbsp;3321 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5562 | &nbsp;&nbsp;&nbsp;&nbsp;4284 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2562 | &nbsp;&nbsp;&nbsp;&nbsp;2109 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;&nbsp;&nbsp;2335 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;3962 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3452 | &nbsp;&nbsp;&nbsp;&nbsp;2626 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;6226 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;24769 | &nbsp;&nbsp;14656 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;4876 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;12246 | &nbsp;&nbsp;11229 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;18025 | &nbsp;&nbsp;17763 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;4204 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5714 | &nbsp;&nbsp;&nbsp;&nbsp;4138 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;4528 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7579 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;15025 | &nbsp;&nbsp;15025 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8562 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7759 | &nbsp;&nbsp;&nbsp;&nbsp;7611 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1908 | &nbsp;&nbsp;&nbsp;&nbsp;1891 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;1442 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3187 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5518 | &nbsp;&nbsp;&nbsp;&nbsp;5097 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6246 | &nbsp;&nbsp;&nbsp;&nbsp;5717 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6181 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp;&nbsp;&nbsp;6028 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;8903 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8165 | &nbsp;&nbsp;&nbsp;&nbsp;8375 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;12280 | &nbsp;&nbsp;12258 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2889 | &nbsp;&nbsp;&nbsp;&nbsp;2922 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;2626 | &nbsp;&nbsp;&nbsp;&nbsp;2784 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4947 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1142 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;2110 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;19730 | &nbsp;&nbsp;15347 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;8835 | &nbsp;&nbsp;&nbsp;&nbsp;6578 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;16769 | &nbsp;&nbsp;12981 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1703 | &nbsp;&nbsp;&nbsp;&nbsp;1180 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;1474 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8189 | &nbsp;&nbsp;&nbsp;&nbsp;5109 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;11472 | &nbsp;&nbsp;&nbsp;&nbsp;6111 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;2630 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;4529 | &nbsp;&nbsp;&nbsp;&nbsp;4440 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;11366 | &nbsp;&nbsp;10893 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;3223 | &nbsp;&nbsp;&nbsp;&nbsp;3185 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;15605 | &nbsp;&nbsp;16154 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8953 | &nbsp;&nbsp;&nbsp;&nbsp;9372 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9330 | &nbsp;&nbsp;&nbsp;&nbsp;9599 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;15843 | &nbsp;&nbsp;13701 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9373 | &nbsp;&nbsp;&nbsp;&nbsp;9977 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1100 |
|  | Puget Energy Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7249 | &nbsp;&nbsp;&nbsp;&nbsp;7008 |
| <sup>8</sup> | Puget Energy Inc. | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;12182 | &nbsp;&nbsp;12276 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5345 | &nbsp;&nbsp;&nbsp;&nbsp;5445 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;6.274% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4472 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;19558 | &nbsp;&nbsp;20204 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1844 | &nbsp;&nbsp;&nbsp;&nbsp;1889 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;6216 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;8576 | &nbsp;&nbsp;&nbsp;&nbsp;6846 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7394 | &nbsp;&nbsp;&nbsp;&nbsp;4946 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.685% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4364 | &nbsp;&nbsp;&nbsp;&nbsp;4281 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;6599 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;1106 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4636 | &nbsp;&nbsp;&nbsp;&nbsp;4735 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;14495 | &nbsp;&nbsp;12931 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;4148 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7541 | &nbsp;&nbsp;&nbsp;&nbsp;5856 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8982 | &nbsp;&nbsp;&nbsp;&nbsp;6004 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;3125 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;4612 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;13075 | &nbsp;&nbsp;12576 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4709 | &nbsp;&nbsp;&nbsp;&nbsp;4570 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;2508 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1529 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;3901 |
|  | Sempra | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2814 | &nbsp;&nbsp;&nbsp;&nbsp;2841 |
|  | Sempra | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;10528 | &nbsp;&nbsp;10313 |
|  | Sempra | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;14982 | &nbsp;&nbsp;14627 |
|  | Sempra | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;4224 |
|  | Sempra | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;10481 | &nbsp;&nbsp;&nbsp;&nbsp;8685 |
|  | Sempra | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;17475 | &nbsp;&nbsp;17713 |
|  | Sempra | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5456 | &nbsp;&nbsp;&nbsp;&nbsp;4028 |
|  | Sempra | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;6179 | &nbsp;&nbsp;&nbsp;&nbsp;5949 |
|  | Sempra | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;6242 |
|  | Sempra | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;22531 | &nbsp;&nbsp;22785 |
|  | Sempra | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;5179 |
|  | Sempra | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10107 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6595 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;6145 | &nbsp;&nbsp;&nbsp;&nbsp;6136 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5929 | &nbsp;&nbsp;&nbsp;&nbsp;5963 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6535 | &nbsp;&nbsp;&nbsp;&nbsp;6697 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;12602 | &nbsp;&nbsp;12252 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8286 | &nbsp;&nbsp;&nbsp;&nbsp;8488 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;10107 | &nbsp;&nbsp;&nbsp;&nbsp;9895 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;4258 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;11915 | &nbsp;&nbsp;12063 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5884 | &nbsp;&nbsp;&nbsp;&nbsp;5446 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9096 | &nbsp;&nbsp;&nbsp;&nbsp;7996 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;6928 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;6589 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8938 | &nbsp;&nbsp;&nbsp;&nbsp;7690 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;21358 | &nbsp;&nbsp;21935 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9174 | &nbsp;&nbsp;&nbsp;&nbsp;9404 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6203 | &nbsp;&nbsp;&nbsp;&nbsp;6020 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;15493 | &nbsp;&nbsp;15801 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9678 | &nbsp;&nbsp;&nbsp;&nbsp;9433 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;10595 | &nbsp;&nbsp;10311 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;7658 | &nbsp;&nbsp;&nbsp;&nbsp;7375 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;10586 | &nbsp;&nbsp;10577 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5776 | &nbsp;&nbsp;&nbsp;&nbsp;5769 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;8789 | &nbsp;&nbsp;&nbsp;&nbsp;8251 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;8220 | &nbsp;&nbsp;&nbsp;&nbsp;6870 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;11855 | &nbsp;&nbsp;&nbsp;&nbsp;8948 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2729 | &nbsp;&nbsp;&nbsp;&nbsp;2011 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;9957 | &nbsp;&nbsp;&nbsp;&nbsp;8045 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;1381 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp;1032 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;12865 | &nbsp;&nbsp;&nbsp;&nbsp;9340 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;11255 | &nbsp;&nbsp;&nbsp;&nbsp;9015 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;10124 | &nbsp;&nbsp;&nbsp;&nbsp;6747 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;2728 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;4782 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2171 | &nbsp;&nbsp;&nbsp;&nbsp;1370 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;6647 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;16583 | &nbsp;&nbsp;14909 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/53 | &nbsp;&nbsp;20908 | &nbsp;&nbsp;19096 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;5.750% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;13635 | &nbsp;&nbsp;12208 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;2141 |
|  | Southern California Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5405 | &nbsp;&nbsp;&nbsp;&nbsp;5295 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;13917 | &nbsp;&nbsp;12794 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;4665 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;3464 |
|  | Southern California Gas Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;4485 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;&nbsp;3248 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;11195 | &nbsp;&nbsp;&nbsp;&nbsp;8996 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7612 | &nbsp;&nbsp;&nbsp;&nbsp;5707 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;9410 | &nbsp;&nbsp;10071 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;11088 | &nbsp;&nbsp;10898 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;1993 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;&nbsp;&nbsp;4250 |
|  | Southern Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;25980 | &nbsp;&nbsp;25702 |
|  | Southern Co. | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;16980 | &nbsp;&nbsp;17236 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5623 | &nbsp;&nbsp;&nbsp;&nbsp;5270 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;12280 | &nbsp;&nbsp;12495 |
|  | Southern Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;33765 | &nbsp;&nbsp;35153 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;12840 | &nbsp;&nbsp;12423 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7864 | &nbsp;&nbsp;&nbsp;&nbsp;8267 |
|  | Southern Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;29873 | &nbsp;&nbsp;30430 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6490 | &nbsp;&nbsp;&nbsp;&nbsp;6784 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;25715 | &nbsp;&nbsp;25163 |
|  | Southern Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;9615 | &nbsp;&nbsp;&nbsp;&nbsp;8812 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/46 | &nbsp;&nbsp;13689 | &nbsp;&nbsp;11402 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;16600 | &nbsp;&nbsp;16357 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;23352 | &nbsp;&nbsp;24056 |
| <sup>3</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6027 | &nbsp;&nbsp;&nbsp;&nbsp;5185 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;29467 | &nbsp;&nbsp;29943 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9905 | &nbsp;&nbsp;10388 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp;&nbsp;&nbsp;6661 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6840 | &nbsp;&nbsp;&nbsp;&nbsp;6998 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;6051 | &nbsp;&nbsp;&nbsp;&nbsp;5082 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;4543 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/30/47 | &nbsp;&nbsp;12144 | &nbsp;&nbsp;&nbsp;&nbsp;9877 |
| <sup>3</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | Southern Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;11761 | &nbsp;&nbsp;11101 |
|  | Southern Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;3763 |
| <sup>3</sup> | Southern Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;4507 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;2616 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6566 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;6075 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7064 | &nbsp;&nbsp;&nbsp;&nbsp;6699 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/29/46 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;3473 |
| <sup>3</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6113 | &nbsp;&nbsp;&nbsp;&nbsp;5983 |
| <sup>3</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;18470 | &nbsp;&nbsp;18292 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;6933 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;9547 | &nbsp;&nbsp;&nbsp;&nbsp;9961 |
| <sup>3</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;10285 | &nbsp;&nbsp;&nbsp;&nbsp;7736 |
| <sup>3</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;8307 | &nbsp;&nbsp;&nbsp;&nbsp;6070 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;16490 | &nbsp;&nbsp;10629 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;8850 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6593 | &nbsp;&nbsp;&nbsp;&nbsp;5720 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;16190 | &nbsp;&nbsp;11255 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;7716 | &nbsp;&nbsp;&nbsp;&nbsp;5652 |
| <sup>3</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4747 | &nbsp;&nbsp;&nbsp;&nbsp;3802 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;6712 | &nbsp;&nbsp;&nbsp;&nbsp;4872 |
| <sup>3</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7395 | &nbsp;&nbsp;&nbsp;&nbsp;4817 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;2935 |
|  | Spire Missouri Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4233 |
| <sup>3</sup> | Spire Missouri Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4293 |
|  | System Energy Resources Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;5229 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3933 | &nbsp;&nbsp;&nbsp;&nbsp;4014 |
|  | Tampa Electric Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;4670 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3223 | &nbsp;&nbsp;&nbsp;&nbsp;3240 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;14281 | &nbsp;&nbsp;11499 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2563 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Tampa Electric Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6482 | &nbsp;&nbsp;&nbsp;&nbsp;4614 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4735 | &nbsp;&nbsp;&nbsp;&nbsp;4191 |
|  | Toledo Edison Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;4256 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;4673 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4871 | &nbsp;&nbsp;&nbsp;&nbsp;4412 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;5067 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;6393 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;4812 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;4032 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7780 | &nbsp;&nbsp;&nbsp;&nbsp;7627 |
|  | Union Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7264 | &nbsp;&nbsp;&nbsp;&nbsp;7089 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;10359 | &nbsp;&nbsp;&nbsp;&nbsp;9775 |
|  | Union Electric Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8323 | &nbsp;&nbsp;&nbsp;&nbsp;7169 |
|  | Union Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;11066 | &nbsp;&nbsp;11255 |
|  | Union Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp;&nbsp;&nbsp;6946 |
|  | Union Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;4919 | &nbsp;&nbsp;&nbsp;&nbsp;4972 |
|  | Union Electric Co. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;3846 |
|  | Union Electric Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/45 | &nbsp;&nbsp;11210 | &nbsp;&nbsp;&nbsp;&nbsp;8589 |
|  | Union Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;13195 | &nbsp;&nbsp;10335 |
|  | Union Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4551 | &nbsp;&nbsp;&nbsp;&nbsp;3126 |
|  | Union Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7991 | &nbsp;&nbsp;&nbsp;&nbsp;4751 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;9851 | &nbsp;&nbsp;&nbsp;&nbsp;7498 |
|  | Union Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;9076 | &nbsp;&nbsp;&nbsp;&nbsp;8751 |
|  | Union Electric Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4151 | &nbsp;&nbsp;&nbsp;&nbsp;3847 |
|  | United Utilities plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;16966 | &nbsp;&nbsp;18210 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;16804 | &nbsp;&nbsp;16518 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;34876 | &nbsp;&nbsp;34506 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;24103 | &nbsp;&nbsp;23963 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;11894 | &nbsp;&nbsp;11289 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2199 | &nbsp;&nbsp;&nbsp;&nbsp;1923 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;9770 | &nbsp;&nbsp;&nbsp;&nbsp;8490 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;11004 | &nbsp;&nbsp;11116 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8067 | &nbsp;&nbsp;&nbsp;&nbsp;8237 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;5942 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;6694 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2293 | &nbsp;&nbsp;&nbsp;&nbsp;2418 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;9929 | &nbsp;&nbsp;10441 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;7546 | &nbsp;&nbsp;&nbsp;&nbsp;8122 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;6030 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;9543 | &nbsp;&nbsp;&nbsp;&nbsp;8370 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;12832 | &nbsp;&nbsp;10891 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;11262 | &nbsp;&nbsp;&nbsp;&nbsp;9191 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;7367 | &nbsp;&nbsp;&nbsp;&nbsp;5706 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;10346 | &nbsp;&nbsp;&nbsp;&nbsp;7769 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;7599 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;1821 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;2380 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;22102 | &nbsp;&nbsp;13791 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4995 | &nbsp;&nbsp;&nbsp;&nbsp;4213 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;8733 | &nbsp;&nbsp;&nbsp;&nbsp;8305 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8713 | &nbsp;&nbsp;&nbsp;&nbsp;8593 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;1417 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6406 |
| <sup>3</sup> | Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1722 | &nbsp;&nbsp;&nbsp;&nbsp;1731 |
| <sup>3</sup> | Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;4.877% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;10225 | &nbsp;&nbsp;10376 |
| <sup>3</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.796% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;4275 |
| <sup>3</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;5886 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;2344 | &nbsp;&nbsp;&nbsp;&nbsp;2376 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;3261 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6086 | &nbsp;&nbsp;&nbsp;&nbsp;5705 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5308 | &nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2399 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2896 | &nbsp;&nbsp;&nbsp;&nbsp;2538 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;3841 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3643 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;7260 | &nbsp;&nbsp;&nbsp;&nbsp;7334 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;1493 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;2673 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;1372 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;7891 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3643 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4008 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/30/34 | &nbsp;&nbsp;12505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12786 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4734 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3826 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3946 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;3.671% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.752% | &nbsp;&nbsp;11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6126 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9504 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8163 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;22220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20571 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;18808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17848 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;11060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10819 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;11484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11730 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;12183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12430 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;9728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10470 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;8836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**9150928** |
| **Total Corporate Bonds (Cost $96,872,956)** | **Total Corporate Bonds (Cost $96,872,956)** | **Total Corporate Bonds (Cost $96,872,956)** | **Total Corporate Bonds (Cost $96,872,956)** | **Total Corporate Bonds (Cost $96,872,956)** | **91469791** |
| **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>3</sup> | African Development Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;36078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34927 |
|  | African Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/4/27 | &nbsp;&nbsp;26580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26870 |
|  | African Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;26645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26755 |
| <sup>3</sup> | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/3/27 | &nbsp;&nbsp;45330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45937 |
|  | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;26910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27335 |
|  | African Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;23270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23352 |
|  | African Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;27575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27225 |
|  | African Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/30 | &nbsp;&nbsp;15095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15201 |
|  | African Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6154 |
| <sup>3</sup> | African Development Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;24882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24426 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;47460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47645 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/20/27 | &nbsp;&nbsp;64257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61992 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;40978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40453 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;43726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42506 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;11448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11619 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/19/28 | &nbsp;&nbsp;25552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24936 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/28 | &nbsp;&nbsp;47894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47902 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;11125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10356 |
|  | Asian Development Bank | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5817 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;56725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57963 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/26/28 | &nbsp;&nbsp;12085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11851 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/6/29 | &nbsp;&nbsp;40380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41206 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/28/29 | &nbsp;&nbsp;45184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44887 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/19/29 | &nbsp;&nbsp;42077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38729 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;27571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25332 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/30/30 | &nbsp;&nbsp;54288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54961 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/30 | &nbsp;&nbsp;27757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23649 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/4/31 | &nbsp;&nbsp;33507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29399 |
|  | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/27/32 | &nbsp;&nbsp;23580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22291 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/28/32 | &nbsp;&nbsp;18685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18461 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/33 | &nbsp;&nbsp;36390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36169 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/33 | &nbsp;&nbsp;29625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29129 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/34 | &nbsp;&nbsp;34080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33851 |
|  | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/35 | &nbsp;&nbsp;49225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49654 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;24930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25203 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;26875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26881 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/18/28 | &nbsp;&nbsp;33170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33380 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;29260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29590 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;25982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26691 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;14670 | &nbsp;&nbsp;&nbsp;&nbsp;14696 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3053 |
|  | Canadian Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;40365 | &nbsp;&nbsp;&nbsp;&nbsp;40408 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;27980 | &nbsp;&nbsp;&nbsp;&nbsp;28813 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;41986 | &nbsp;&nbsp;&nbsp;&nbsp;42311 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8165 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;15095 | &nbsp;&nbsp;&nbsp;&nbsp;15573 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5695 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8833 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;13149 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;21449 | &nbsp;&nbsp;&nbsp;&nbsp;22112 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;20682 | &nbsp;&nbsp;&nbsp;&nbsp;19938 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;10704 | &nbsp;&nbsp;&nbsp;&nbsp;10862 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp;19330 |
| <sup>3</sup> | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5204 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;12680 | &nbsp;&nbsp;&nbsp;&nbsp;12811 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;23003 |
|  | Equinor ASA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8740 |
|  | Equinor ASA | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8013 |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;21596 | &nbsp;&nbsp;&nbsp;&nbsp;21300 |
| <sup>8</sup> | Equinor ASA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 |
|  | Equinor ASA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;29370 | &nbsp;&nbsp;&nbsp;&nbsp;28014 |
|  | Equinor ASA | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;16782 | &nbsp;&nbsp;&nbsp;&nbsp;15392 |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/6/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6992 |
|  | Equinor ASA | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/17/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6686 |
|  | Equinor ASA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;12554 | &nbsp;&nbsp;&nbsp;&nbsp;11082 |
|  | Equinor ASA | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;17445 | &nbsp;&nbsp;&nbsp;&nbsp;14607 |
|  | Equinor ASA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/8/43 | &nbsp;&nbsp;&nbsp;&nbsp;11385 | &nbsp;&nbsp;&nbsp;&nbsp;10519 |
|  | Equinor ASA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;24562 | &nbsp;&nbsp;&nbsp;&nbsp;17153 |
|  | Equinor ASA | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;13309 | &nbsp;&nbsp;&nbsp;&nbsp;10040 |
| <sup>3</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;18775 | &nbsp;&nbsp;&nbsp;&nbsp;19064 |
|  | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;22930 | &nbsp;&nbsp;&nbsp;&nbsp;23181 |
| <sup>3</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;16040 | &nbsp;&nbsp;&nbsp;&nbsp;16027 |
|  | European Investment Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8478 |
| <sup>3</sup> | European Investment Bank | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;47280 | &nbsp;&nbsp;&nbsp;&nbsp;45391 |
|  | European Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;54310 | &nbsp;&nbsp;&nbsp;&nbsp;54809 |
|  | European Investment Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;20810 | &nbsp;&nbsp;&nbsp;&nbsp;20272 |
|  | European Investment Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4720 |
|  | European Investment Bank | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;29252 | &nbsp;&nbsp;&nbsp;&nbsp;28936 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;66158 | &nbsp;&nbsp;&nbsp;&nbsp;66413 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;56555 | &nbsp;&nbsp;&nbsp;&nbsp;56802 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;45012 | &nbsp;&nbsp;&nbsp;&nbsp;46065 |
|  | European Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;42770 | &nbsp;&nbsp;&nbsp;&nbsp;43105 |
|  | European Investment Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239 |
|  | European Investment Bank | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;143721 | &nbsp;&nbsp;148815 |
|  | European Investment Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;16751 | &nbsp;&nbsp;&nbsp;&nbsp;15336 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;65340 | &nbsp;&nbsp;&nbsp;&nbsp;65212 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;82957 | &nbsp;&nbsp;&nbsp;&nbsp;85366 |
|  | European Investment Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;10708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9311 |
|  | European Investment Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;59485 | &nbsp;&nbsp;&nbsp;&nbsp;58880 |
|  | European Investment Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;20166 |
|  | European Investment Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;11566 | &nbsp;&nbsp;&nbsp;&nbsp;10037 |
|  | European Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;54057 | &nbsp;&nbsp;&nbsp;&nbsp;55240 |
|  | European Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/16/32 | &nbsp;&nbsp;134260 | &nbsp;&nbsp;135997 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;36286 | &nbsp;&nbsp;&nbsp;&nbsp;35546 |
|  | European Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;58830 | &nbsp;&nbsp;&nbsp;&nbsp;58509 |
|  | European Investment Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;51558 | &nbsp;&nbsp;&nbsp;&nbsp;53064 |
|  | European Investment Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;35375 | &nbsp;&nbsp;&nbsp;&nbsp;37096 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;26070 | &nbsp;&nbsp;&nbsp;&nbsp;25673 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;32050 | &nbsp;&nbsp;&nbsp;&nbsp;32041 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;30655 | &nbsp;&nbsp;&nbsp;&nbsp;30747 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;43755 | &nbsp;&nbsp;&nbsp;&nbsp;44246 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;22895 | &nbsp;&nbsp;&nbsp;&nbsp;23044 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;13140 | &nbsp;&nbsp;&nbsp;&nbsp;13611 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;12355 | &nbsp;&nbsp;&nbsp;&nbsp;12447 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9551 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5993 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9455 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;13025 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6597 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;19449 | &nbsp;&nbsp;&nbsp;&nbsp;19850 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;11840 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7331 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;11975 | &nbsp;&nbsp;&nbsp;&nbsp;11894 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6686 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6840 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;13939 | &nbsp;&nbsp;&nbsp;&nbsp;12019 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;13540 | &nbsp;&nbsp;&nbsp;&nbsp;13948 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;11280 | &nbsp;&nbsp;&nbsp;&nbsp;11641 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5595 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;10364 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;13595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9611 |
| <sup>3</sup> | Hong Kong Government International Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;12515 | &nbsp;&nbsp;&nbsp;&nbsp;10684 |
| <sup>3</sup> | Hydro-Quebec | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6422 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;27111 | &nbsp;&nbsp;&nbsp;&nbsp;26559 |
|  | Inter-American Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;35010 | &nbsp;&nbsp;&nbsp;&nbsp;35280 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;58228 | &nbsp;&nbsp;&nbsp;&nbsp;56658 |
|  | Inter-American Development Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;42491 | &nbsp;&nbsp;&nbsp;&nbsp;39692 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;74260 | &nbsp;&nbsp;&nbsp;&nbsp;74699 |
|  | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;27290 | &nbsp;&nbsp;&nbsp;&nbsp;25228 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;46568 | &nbsp;&nbsp;&nbsp;&nbsp;45659 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;34175 | &nbsp;&nbsp;&nbsp;&nbsp;34557 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;27037 | &nbsp;&nbsp;&nbsp;&nbsp;25497 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;21693 | &nbsp;&nbsp;&nbsp;&nbsp;22303 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;39995 | &nbsp;&nbsp;&nbsp;&nbsp;34484 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;21890 | &nbsp;&nbsp;&nbsp;&nbsp;21434 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;34928 | &nbsp;&nbsp;&nbsp;&nbsp;33483 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;41455 | &nbsp;&nbsp;&nbsp;&nbsp;42306 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;29495 | &nbsp;&nbsp;&nbsp;&nbsp;29789 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7078 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;12398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9928 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;13262 | &nbsp;&nbsp;&nbsp;&nbsp;12328 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;17080 | &nbsp;&nbsp;&nbsp;&nbsp;17197 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8787 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;12895 | &nbsp;&nbsp;&nbsp;&nbsp;13044 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;21350 | &nbsp;&nbsp;&nbsp;&nbsp;21620 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;42231 | &nbsp;&nbsp;&nbsp;&nbsp;40915 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;22816 | &nbsp;&nbsp;&nbsp;&nbsp;22831 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;13064 | &nbsp;&nbsp;&nbsp;&nbsp;12725 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;46538 | &nbsp;&nbsp;&nbsp;&nbsp;45217 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;66690 | &nbsp;&nbsp;&nbsp;&nbsp;62139 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;41467 | &nbsp;&nbsp;&nbsp;&nbsp;38875 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;51804 | &nbsp;&nbsp;&nbsp;&nbsp;51653 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;71740 | &nbsp;&nbsp;&nbsp;&nbsp;71224 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;62480 | &nbsp;&nbsp;&nbsp;&nbsp;64037 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;38184 | &nbsp;&nbsp;&nbsp;&nbsp;35167 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;41440 | &nbsp;&nbsp;&nbsp;&nbsp;41142 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;37634 | &nbsp;&nbsp;&nbsp;&nbsp;37723 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;21069 | &nbsp;&nbsp;&nbsp;&nbsp;19354 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;95958 | &nbsp;&nbsp;&nbsp;&nbsp;96132 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;85715 | &nbsp;&nbsp;&nbsp;&nbsp;86775 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;29237 | &nbsp;&nbsp;&nbsp;&nbsp;25417 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;53870 | &nbsp;&nbsp;&nbsp;&nbsp;54220 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;58250 | &nbsp;&nbsp;&nbsp;&nbsp;49824 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;41015 | &nbsp;&nbsp;&nbsp;&nbsp;41184 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;64267 | &nbsp;&nbsp;&nbsp;&nbsp;55675 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;72372 | &nbsp;&nbsp;&nbsp;&nbsp;74481 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/3/31 | &nbsp;&nbsp;119276 | &nbsp;&nbsp;103461 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;94280 | &nbsp;&nbsp;&nbsp;&nbsp;97504 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;29851 | &nbsp;&nbsp;&nbsp;&nbsp;27156 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;65940 | &nbsp;&nbsp;&nbsp;&nbsp;65752 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;28326 | &nbsp;&nbsp;&nbsp;&nbsp;29421 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;59118 | &nbsp;&nbsp;&nbsp;&nbsp;57473 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;10842 | &nbsp;&nbsp;&nbsp;&nbsp;11202 |

---

------

Total Bond Market Index 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> | International Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1274 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;22400 | &nbsp;&nbsp;22568 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;21245 | &nbsp;&nbsp;21635 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/13/28 | &nbsp;&nbsp;21081 | &nbsp;&nbsp;21530 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/2/29 | &nbsp;&nbsp;33245 | &nbsp;&nbsp;33798 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/2/30 | &nbsp;&nbsp;30540 | &nbsp;&nbsp;30592 |
|  | International Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/27/30 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;11376 |
| <sup>3,10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/4/26 | &nbsp;&nbsp;31346 | &nbsp;&nbsp;30616 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;35642 | &nbsp;&nbsp;34907 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/21/27 | &nbsp;&nbsp;10842 | &nbsp;&nbsp;10615 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;29360 | &nbsp;&nbsp;29745 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;36110 | &nbsp;&nbsp;35145 |
| <sup>6,10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/28 | &nbsp;&nbsp;15030 | &nbsp;&nbsp;15034 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/19/28 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10921 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;19409 | &nbsp;&nbsp;19045 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2549 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/31/28 | &nbsp;&nbsp;22570 | &nbsp;&nbsp;22271 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/16/29 | &nbsp;&nbsp;25193 | &nbsp;&nbsp;23629 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/17/29 | &nbsp;&nbsp;12813 | &nbsp;&nbsp;11809 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;1/21/31 | &nbsp;&nbsp;14808 | &nbsp;&nbsp;12726 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;5123 | &nbsp;&nbsp;&nbsp;&nbsp;5192 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;22459 | &nbsp;&nbsp;19890 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;6916 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/27/27 | &nbsp;&nbsp;11955 | &nbsp;&nbsp;11671 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;29575 | &nbsp;&nbsp;29123 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/23/28 | &nbsp;&nbsp;10875 | &nbsp;&nbsp;10877 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;5695 | &nbsp;&nbsp;&nbsp;&nbsp;5595 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;6237 | &nbsp;&nbsp;&nbsp;&nbsp;6392 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;3926 | &nbsp;&nbsp;&nbsp;&nbsp;3960 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;5141 | &nbsp;&nbsp;&nbsp;&nbsp;4415 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3124 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;60645 | &nbsp;&nbsp;61068 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;62724 | &nbsp;&nbsp;60515 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;49575 | &nbsp;&nbsp;50016 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;36990 | &nbsp;&nbsp;36458 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/28/27 | &nbsp;&nbsp;61430 | &nbsp;&nbsp;61696 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/27/27 | &nbsp;&nbsp;25715 | &nbsp;&nbsp;25587 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;62869 | &nbsp;&nbsp;62914 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/3/28 | &nbsp;&nbsp;29294 | &nbsp;&nbsp;28649 |
| <sup>3,11</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;50935 | &nbsp;&nbsp;51153 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;61455 | &nbsp;&nbsp;61721 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;23138 | &nbsp;&nbsp;23317 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/14/29 | &nbsp;&nbsp;20107 | &nbsp;&nbsp;18533 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/30 | &nbsp;&nbsp;15463 | &nbsp;&nbsp;16005 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;52977 | &nbsp;&nbsp;52785 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;35025 | &nbsp;&nbsp;29920 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/29/30 | &nbsp;&nbsp;20910 | &nbsp;&nbsp;21785 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;55120 | &nbsp;&nbsp;54951 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/28/34 | &nbsp;&nbsp;21220 | &nbsp;&nbsp;21459 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/18/36 | &nbsp;&nbsp;17804 | &nbsp;&nbsp;11132 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;6/29/37 | &nbsp;&nbsp;37190 | &nbsp;&nbsp;21940 |
|  | Korea Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;5735 |
|  | Korea Development Bank | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;9180 | &nbsp;&nbsp;&nbsp;&nbsp;9319 |
|  | Korea Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;15125 | &nbsp;&nbsp;15239 |
|  | Korea Development Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Korea Development Bank | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;8384 |
|  | Korea Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;7060 | &nbsp;&nbsp;&nbsp;&nbsp;7057 |
|  | Korea Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/3/28 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13918 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;29410 | &nbsp;&nbsp;29609 |
|  | Korea Development Bank | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;7125 |
|  | Korea Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;16180 | &nbsp;&nbsp;16353 |
|  | Korea Development Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/3/30 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13780 |
|  | Korea Development Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3488 |
|  | Korea Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;10861 | &nbsp;&nbsp;&nbsp;&nbsp;9544 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;14350 | &nbsp;&nbsp;14084 |
|  | Korea Development Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;7944 |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;18695 | &nbsp;&nbsp;18260 |
| <sup>11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;2352 |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;16158 | &nbsp;&nbsp;15700 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/28 | &nbsp;&nbsp;21605 | &nbsp;&nbsp;21685 |
| <sup>11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/29 | &nbsp;&nbsp;19481 | &nbsp;&nbsp;20050 |
| <sup>11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;7865 |
| <sup>11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/3/30 | &nbsp;&nbsp;29660 | &nbsp;&nbsp;25519 |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/24/33 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13689 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;36285 | &nbsp;&nbsp;36851 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/29 | &nbsp;&nbsp;19300 | &nbsp;&nbsp;19601 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/9/30 | &nbsp;&nbsp;22317 | &nbsp;&nbsp;22239 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;12845 | &nbsp;&nbsp;13015 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/27 | &nbsp;&nbsp;21743 | &nbsp;&nbsp;22084 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/9/27 | &nbsp;&nbsp;18295 | &nbsp;&nbsp;18234 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;24120 | &nbsp;&nbsp;24404 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;5179 | &nbsp;&nbsp;&nbsp;&nbsp;5214 |
| <sup>3,12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;14349 | &nbsp;&nbsp;14494 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/5/29 | &nbsp;&nbsp;14205 | &nbsp;&nbsp;14158 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;17328 | &nbsp;&nbsp;17778 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/27/27 | &nbsp;&nbsp;16272 | &nbsp;&nbsp;16274 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/23/31 | &nbsp;&nbsp;31925 | &nbsp;&nbsp;31846 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/28/34 | &nbsp;&nbsp;25974 | &nbsp;&nbsp;27415 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/21/36 | &nbsp;&nbsp;13924 | &nbsp;&nbsp;16605 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;2/14/37 | &nbsp;&nbsp;12110 | &nbsp;&nbsp;12416 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;9116 | &nbsp;&nbsp;&nbsp;&nbsp;7723 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/18/50 | &nbsp;&nbsp;50975 | &nbsp;&nbsp;47026 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;4/20/55 | &nbsp;&nbsp;34660 | &nbsp;&nbsp;30710 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/10/60 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;8953 |
|  | Province of Alberta | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;21973 | &nbsp;&nbsp;21644 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/29 | &nbsp;&nbsp;17235 | &nbsp;&nbsp;17584 |
|  | Province of Alberta | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;45953 | &nbsp;&nbsp;40265 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/34 | &nbsp;&nbsp;15985 | &nbsp;&nbsp;15967 |
|  | Province of British Columbia | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;7/20/26 | &nbsp;&nbsp;23364 | &nbsp;&nbsp;22612 |
|  | Province of British Columbia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/24/28 | &nbsp;&nbsp;40837 | &nbsp;&nbsp;41660 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;20230 | &nbsp;&nbsp;20787 |
|  | Province of British Columbia | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/24/29 | &nbsp;&nbsp;38640 | &nbsp;&nbsp;39945 |
|  | Province of British Columbia | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;1/29/31 | &nbsp;&nbsp;21756 | &nbsp;&nbsp;18731 |
|  | Province of British Columbia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/6/33 | &nbsp;&nbsp;22010 | &nbsp;&nbsp;21610 |
|  | Province of British Columbia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;42626 | &nbsp;&nbsp;43270 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/11/35 | &nbsp;&nbsp;29903 | &nbsp;&nbsp;30303 |
|  | Province of British Columbia | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp;&nbsp;2642 |
| <sup>3</sup> | Province of Manitoba | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;11515 | &nbsp;&nbsp;10659 |
|  | Province of Manitoba | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/27/33 | &nbsp;&nbsp;15040 | &nbsp;&nbsp;14816 |
|  | Province of Manitoba | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/31/34 | &nbsp;&nbsp;11379 | &nbsp;&nbsp;11648 |
|  | Province of New Brunswick | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;6262 |
|  | Province of Ontario | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/19/27 | &nbsp;&nbsp;43187 | &nbsp;&nbsp;42553 |
|  | Province of Ontario | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;2575 |
|  | Province of Ontario | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;29295 | &nbsp;&nbsp;29563 |
|  | Province of Ontario | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;37195 | &nbsp;&nbsp;36823 |
|  | Province of Ontario | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/2/29 | &nbsp;&nbsp;32800 | &nbsp;&nbsp;30308 |
|  | Province of Ontario | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;31539 | &nbsp;&nbsp;32482 |
|  | Province of Ontario | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/7/30 | &nbsp;&nbsp;27190 | &nbsp;&nbsp;23454 |
|  | Province of Ontario | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;46530 | &nbsp;&nbsp;40727 |
|  | Province of Ontario | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;40075 | &nbsp;&nbsp;34715 |
| <sup>3</sup> | Province of Ontario | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;3869 | &nbsp;&nbsp;&nbsp;&nbsp;3399 |
|  | Province of Ontario | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;24429 | &nbsp;&nbsp;25345 |
|  | Province of Ontario | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp;2420 |
|  | Province of Quebec | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/12/27 | &nbsp;&nbsp;47265 | &nbsp;&nbsp;46293 |
|  | Province of Quebec | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;19405 | &nbsp;&nbsp;19286 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/29 | &nbsp;&nbsp;36440 | &nbsp;&nbsp;37166 |
| <sup>3</sup> | Province of Quebec | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;19428 | &nbsp;&nbsp;22045 |
|  | Province of Quebec | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;14862 | &nbsp;&nbsp;13112 |
|  | Province of Quebec | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/21/31 | &nbsp;&nbsp;90075 | &nbsp;&nbsp;79836 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/8/33 | &nbsp;&nbsp;20505 | &nbsp;&nbsp;20536 |
|  | Province of Quebec | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/5/34 | &nbsp;&nbsp;12205 | &nbsp;&nbsp;11925 |
|  | Province of Saskatchewan | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/8/27 | &nbsp;&nbsp;10346 | &nbsp;&nbsp;10216 |
|  | Province of Saskatchewan | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/28/30 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;11390 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/27 | &nbsp;&nbsp;22357 | &nbsp;&nbsp;21781 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/28 | &nbsp;&nbsp;26886 | &nbsp;&nbsp;26134 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/22/29 | &nbsp;&nbsp;14035 | &nbsp;&nbsp;14233 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/31/31 | &nbsp;&nbsp;24213 | &nbsp;&nbsp;21618 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/27/32 | &nbsp;&nbsp;16461 | &nbsp;&nbsp;14439 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;7/27/33 | &nbsp;&nbsp;35834 | &nbsp;&nbsp;30216 |

---

------

Total Bond Market Index 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> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/34 | &nbsp;&nbsp;19365 | &nbsp;&nbsp;17360 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/5/36 | &nbsp;&nbsp;22612 | &nbsp;&nbsp;22194 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/13/37 | &nbsp;&nbsp;26165 | &nbsp;&nbsp;27010 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/7/41 | &nbsp;&nbsp;37934 | &nbsp;&nbsp;28212 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/7/42 | &nbsp;&nbsp;26545 | &nbsp;&nbsp;22981 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/25/50 | &nbsp;&nbsp;31286 | &nbsp;&nbsp;22278 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/52 | &nbsp;&nbsp;18170 | &nbsp;&nbsp;14021 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;1/5/54 | &nbsp;&nbsp;15732 | &nbsp;&nbsp;14775 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/22/61 | &nbsp;&nbsp;26591 | &nbsp;&nbsp;16105 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/21/71 | &nbsp;&nbsp;14773 | &nbsp;&nbsp;&nbsp;&nbsp;8979 |
| <sup>3</sup> | Republic of Hungary | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/29/41 | &nbsp;&nbsp;21542 | &nbsp;&nbsp;24236 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;5127 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;17667 | &nbsp;&nbsp;17387 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;13703 | &nbsp;&nbsp;13816 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/24/28 | &nbsp;&nbsp;20537 | &nbsp;&nbsp;20505 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/11/29 | &nbsp;&nbsp;21482 | &nbsp;&nbsp;21873 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/10/29 | &nbsp;&nbsp;12030 | &nbsp;&nbsp;12104 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;10582 | &nbsp;&nbsp;10233 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;12023 |
|  | Republic of Indonesia | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/14/30 | &nbsp;&nbsp;15520 | &nbsp;&nbsp;14530 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;21732 | &nbsp;&nbsp;21165 |
|  | Republic of Indonesia | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/31 | &nbsp;&nbsp;17551 | &nbsp;&nbsp;15185 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;8359 | &nbsp;&nbsp;&nbsp;&nbsp;7284 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/31/32 | &nbsp;&nbsp;13805 | &nbsp;&nbsp;12875 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/20/32 | &nbsp;&nbsp;13510 | &nbsp;&nbsp;13404 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/11/33 | &nbsp;&nbsp;15330 | &nbsp;&nbsp;15368 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;7980 | &nbsp;&nbsp;&nbsp;&nbsp;7840 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;14540 | &nbsp;&nbsp;14269 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;14690 | &nbsp;&nbsp;15331 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/11/48 | &nbsp;&nbsp;30406 | &nbsp;&nbsp;25422 |
|  | Republic of Indonesia | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/11/49 | &nbsp;&nbsp;13910 | &nbsp;&nbsp;13426 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/30/49 | &nbsp;&nbsp;11715 | &nbsp;&nbsp;&nbsp;&nbsp;8746 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;&nbsp;&nbsp;7111 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;22030 | &nbsp;&nbsp;17756 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/12/51 | &nbsp;&nbsp;21870 | &nbsp;&nbsp;14382 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;9710 | &nbsp;&nbsp;&nbsp;&nbsp;7869 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6506 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/11/53 | &nbsp;&nbsp;10215 | &nbsp;&nbsp;10109 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/10/54 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;12438 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;1921 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/23/61 | &nbsp;&nbsp;&nbsp;&nbsp;7776 | &nbsp;&nbsp;&nbsp;&nbsp;4880 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/70 | &nbsp;&nbsp;12364 | &nbsp;&nbsp;&nbsp;&nbsp;9808 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/71 | &nbsp;&nbsp;11145 | &nbsp;&nbsp;&nbsp;&nbsp;6975 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/17/29 | &nbsp;&nbsp;22968 | &nbsp;&nbsp;21607 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;31555 | &nbsp;&nbsp;32918 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/17/49 | &nbsp;&nbsp;27585 | &nbsp;&nbsp;19936 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/6/51 | &nbsp;&nbsp;37277 | &nbsp;&nbsp;25559 |
|  | Republic of Korea | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/19/27 | &nbsp;&nbsp;35077 | &nbsp;&nbsp;34424 |
|  | Republic of Korea | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 |
|  | Republic of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/19/29 | &nbsp;&nbsp;13110 | &nbsp;&nbsp;12382 |
|  | Republic of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/3/29 | &nbsp;&nbsp;13885 | &nbsp;&nbsp;14123 |
|  | Republic of Korea | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;10685 | &nbsp;&nbsp;&nbsp;&nbsp;9166 |
|  | Republic of Korea | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7135 | &nbsp;&nbsp;&nbsp;&nbsp;6203 |
|  | Republic of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/10/44 | &nbsp;&nbsp;10573 | &nbsp;&nbsp;&nbsp;&nbsp;9185 |
|  | Republic of Korea | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;6728 | &nbsp;&nbsp;&nbsp;&nbsp;5479 |
|  | Republic of Panama | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;12838 | &nbsp;&nbsp;13916 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/17/28 | &nbsp;&nbsp;15137 | &nbsp;&nbsp;14670 |
|  | Republic of Panama | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;11934 | &nbsp;&nbsp;13458 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;22282 | &nbsp;&nbsp;20078 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;15715 | &nbsp;&nbsp;16747 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/32 | &nbsp;&nbsp;43858 | &nbsp;&nbsp;33470 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;3691 | &nbsp;&nbsp;&nbsp;&nbsp;3008 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;2/14/35 | &nbsp;&nbsp;28545 | &nbsp;&nbsp;27794 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/26/36 | &nbsp;&nbsp;26275 | &nbsp;&nbsp;26138 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/31/36 | &nbsp;&nbsp;14860 | &nbsp;&nbsp;14810 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;8837 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;11719 | &nbsp;&nbsp;&nbsp;&nbsp;8089 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/16/50 | &nbsp;&nbsp;36373 | &nbsp;&nbsp;24535 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/29/53 | &nbsp;&nbsp;21151 | &nbsp;&nbsp;13650 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.853% | &nbsp;&nbsp;3/28/54 | &nbsp;&nbsp;17975 | &nbsp;&nbsp;16473 |

---

------

Total Bond Market Index 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> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/56 | &nbsp;&nbsp;43893 | &nbsp;&nbsp;28512 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1347 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;7/23/60 | &nbsp;&nbsp;44144 | &nbsp;&nbsp;25052 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/19/63 | &nbsp;&nbsp;18030 | &nbsp;&nbsp;11591 |
|  | Republic of Peru | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;8034 | &nbsp;&nbsp;&nbsp;&nbsp;8024 |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;2933 | &nbsp;&nbsp;&nbsp;&nbsp;2684 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/31 | &nbsp;&nbsp;40310 | &nbsp;&nbsp;36155 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;1.862% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;12262 | &nbsp;&nbsp;&nbsp;&nbsp;9803 |
|  | Republic of Peru | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;11/21/33 | &nbsp;&nbsp;27278 | &nbsp;&nbsp;33330 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;30345 | &nbsp;&nbsp;25519 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/8/35 | &nbsp;&nbsp;19450 | &nbsp;&nbsp;19421 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/30/36 | &nbsp;&nbsp;20656 | &nbsp;&nbsp;20692 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/14/37 | &nbsp;&nbsp;15816 | &nbsp;&nbsp;17143 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/11/41 | &nbsp;&nbsp;19062 | &nbsp;&nbsp;14177 |
|  | Republic of Peru | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/18/50 | &nbsp;&nbsp;33364 | &nbsp;&nbsp;31743 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/10/51 | &nbsp;&nbsp;15756 | &nbsp;&nbsp;10818 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/8/54 | &nbsp;&nbsp;22959 | &nbsp;&nbsp;22179 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/30/55 | &nbsp;&nbsp;15831 | &nbsp;&nbsp;15910 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;12/1/60 | &nbsp;&nbsp;27538 | &nbsp;&nbsp;14835 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/72 | &nbsp;&nbsp;13135 | &nbsp;&nbsp;&nbsp;&nbsp;8105 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.230% | &nbsp;&nbsp;7/28/21 | &nbsp;&nbsp;15248 | &nbsp;&nbsp;&nbsp;&nbsp;8186 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;19879 | &nbsp;&nbsp;20485 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/29 | &nbsp;&nbsp;21290 | &nbsp;&nbsp;21569 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/12/30 | &nbsp;&nbsp;40545 | &nbsp;&nbsp;41300 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/16/32 | &nbsp;&nbsp;19965 | &nbsp;&nbsp;21075 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/33 | &nbsp;&nbsp;33920 | &nbsp;&nbsp;33729 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/34 | &nbsp;&nbsp;38335 | &nbsp;&nbsp;38472 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/12/35 | &nbsp;&nbsp;35500 | &nbsp;&nbsp;36194 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/4/53 | &nbsp;&nbsp;33435 | &nbsp;&nbsp;31087 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/18/54 | &nbsp;&nbsp;42375 | &nbsp;&nbsp;39285 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;7130 | &nbsp;&nbsp;&nbsp;&nbsp;6989 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;6951 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;25654 | &nbsp;&nbsp;24774 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;8252 | &nbsp;&nbsp;&nbsp;&nbsp;8309 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/14/29 | &nbsp;&nbsp;14636 | &nbsp;&nbsp;14364 |
|  | Republic of the Philippines | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/2/30 | &nbsp;&nbsp;24241 | &nbsp;&nbsp;29225 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;7008 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.457% | &nbsp;&nbsp;5/5/30 | &nbsp;&nbsp;13942 | &nbsp;&nbsp;12739 |
|  | Republic of the Philippines | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/14/31 | &nbsp;&nbsp;26325 | &nbsp;&nbsp;30544 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.648% | &nbsp;&nbsp;6/10/31 | &nbsp;&nbsp;13117 | &nbsp;&nbsp;11135 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/6/32 | &nbsp;&nbsp;10470 | &nbsp;&nbsp;&nbsp;&nbsp;8885 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;14105 | &nbsp;&nbsp;15432 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.556% | &nbsp;&nbsp;9/29/32 | &nbsp;&nbsp;11515 | &nbsp;&nbsp;10686 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.609% | &nbsp;&nbsp;4/13/33 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;11632 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/17/33 | &nbsp;&nbsp;16585 | &nbsp;&nbsp;16761 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/34 | &nbsp;&nbsp;14410 | &nbsp;&nbsp;14696 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/23/34 | &nbsp;&nbsp;24688 | &nbsp;&nbsp;27159 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/35 | &nbsp;&nbsp;16415 | &nbsp;&nbsp;17065 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/5/35 | &nbsp;&nbsp;14145 | &nbsp;&nbsp;13880 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/13/37 | &nbsp;&nbsp;13732 | &nbsp;&nbsp;13627 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/20/40 | &nbsp;&nbsp;26311 | &nbsp;&nbsp;22669 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;26189 | &nbsp;&nbsp;21227 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/2/42 | &nbsp;&nbsp;26467 | &nbsp;&nbsp;21212 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/5/45 | &nbsp;&nbsp;18342 | &nbsp;&nbsp;12509 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/10/45 | &nbsp;&nbsp;19879 | &nbsp;&nbsp;12845 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/6/46 | &nbsp;&nbsp;29259 | &nbsp;&nbsp;20536 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/29/47 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;4750 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;&nbsp;&nbsp;9732 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/17/48 | &nbsp;&nbsp;18590 | &nbsp;&nbsp;18154 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/14/49 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;12984 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;9/5/49 | &nbsp;&nbsp;13230 | &nbsp;&nbsp;12267 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/4/50 | &nbsp;&nbsp;13530 | &nbsp;&nbsp;13854 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/17/28 | &nbsp;&nbsp;10860 | &nbsp;&nbsp;10479 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/29 | &nbsp;&nbsp;30745 | &nbsp;&nbsp;31304 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4082 | &nbsp;&nbsp;&nbsp;&nbsp;3685 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/30 | &nbsp;&nbsp;27700 | &nbsp;&nbsp;28300 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/3/30 | &nbsp;&nbsp;17815 | &nbsp;&nbsp;16096 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/17/33 | &nbsp;&nbsp;32975 | &nbsp;&nbsp;31354 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/12/34 | &nbsp;&nbsp;36820 | &nbsp;&nbsp;37243 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/19/35 | &nbsp;&nbsp;38381 | &nbsp;&nbsp;39072 |

---

------

Total Bond Market Index 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> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/43 | &nbsp;&nbsp;24577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20383 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/17/48 | &nbsp;&nbsp;13665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10293 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;32444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21001 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/50 | &nbsp;&nbsp;19553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13730 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/54 | &nbsp;&nbsp;40440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37530 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/20 | &nbsp;&nbsp;14110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9973 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/22/27 | &nbsp;&nbsp;13037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12670 |
| <sup>3,6</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/4/27 | &nbsp;&nbsp;41656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41697 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/13/27 | &nbsp;&nbsp;19650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19616 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/8/28 | &nbsp;&nbsp;13420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13392 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/14/28 | &nbsp;&nbsp;16625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16760 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7101 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/30 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16758 |
|  | United Mexican States | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/28/27 | &nbsp;&nbsp;25616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25492 |
|  | United Mexican States | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;38074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37447 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/9/28 | &nbsp;&nbsp;15655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15976 |
|  | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/29 | &nbsp;&nbsp;40586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40076 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/16/30 | &nbsp;&nbsp;16385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15108 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3538 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/31 | &nbsp;&nbsp;44386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38415 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;8.300% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11461 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/32 | &nbsp;&nbsp;20837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19846 |
| <sup>3,6</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/32 | &nbsp;&nbsp;50966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51670 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/8/33 | &nbsp;&nbsp;18225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20241 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/33 | &nbsp;&nbsp;22699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21450 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/34 | &nbsp;&nbsp;31688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26735 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/27/34 | &nbsp;&nbsp;21898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23256 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/9/35 | &nbsp;&nbsp;33445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34215 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/7/36 | &nbsp;&nbsp;52034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51366 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/37 | &nbsp;&nbsp;51808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54096 |
| <sup>3,6</sup> | United Mexican States | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/29/38 | &nbsp;&nbsp;25920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26316 |
|  | United Mexican States | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/11/40 | &nbsp;&nbsp;46103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44033 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/14/41 | &nbsp;&nbsp;35975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27722 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/8/44 | &nbsp;&nbsp;56986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44953 |
|  | United Mexican States | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/23/46 | &nbsp;&nbsp;39174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29548 |
|  | United Mexican States | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/47 | &nbsp;&nbsp;29485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21293 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/10/48 | &nbsp;&nbsp;32480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24179 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/50 | &nbsp;&nbsp;30405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22191 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/27/51 | &nbsp;&nbsp;24685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19184 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/52 | &nbsp;&nbsp;35765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25130 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.338% | &nbsp;&nbsp;5/4/53 | &nbsp;&nbsp;44149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40602 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/7/54 | &nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19624 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;5/13/55 | &nbsp;&nbsp;33224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34342 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;5/24/61 | &nbsp;&nbsp;53521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31533 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/12/10 | &nbsp;&nbsp;30246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23934 |
| **Total Sovereign Bonds (Cost $12,497,198)** | **Total Sovereign Bonds (Cost $12,497,198)** | **Total Sovereign Bonds (Cost $12,497,198)** | **Total Sovereign Bonds (Cost $12,497,198)** | **Total Sovereign Bonds (Cost $12,497,198)** | **11979806** |
| **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** |
|  | Alabama Economic Settlement Authority BP Settlement Revenue | &nbsp;&nbsp;3.163% | &nbsp;&nbsp;9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 |
|  | Alabama Federal AID Highway Finance Authority SO Revenue | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 |
|  | Alameda County CA Joint Powers Authority Lease Revenue | &nbsp;&nbsp;7.046% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |
|  | American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | &nbsp;&nbsp;6.449% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;4895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5183 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;7.834% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;6.053% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;7.499% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;8.084% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11941 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.918% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.263% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;18010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18939 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;7.043% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7112 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.907% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;10390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11660 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;3.126% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4384 |
|  | California Earthquake Authority Revenue | &nbsp;&nbsp;5.603% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386 |
|  | California GO | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | California GO | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;7548 |
|  | California GO Prere. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;2732 |
|  | California GO Prere. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;17785 |
|  | California GO | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | California GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;5129 |
|  | California GO | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp;&nbsp;&nbsp;8496 |
|  | California GO | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4418 |
|  | California GO | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8790 |
|  | California GO | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5434 |
|  | California GO | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8895 | &nbsp;&nbsp;&nbsp;&nbsp;8829 |
|  | California GO | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;32655 | &nbsp;&nbsp;37869 |
|  | California GO | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3720 |
|  | California GO | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;41470 | &nbsp;&nbsp;49701 |
|  | California GO | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;13946 | &nbsp;&nbsp;16129 |
|  | California GO | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;16775 | &nbsp;&nbsp;19498 |
|  | California GO | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/40 | &nbsp;&nbsp;16025 | &nbsp;&nbsp;19181 |
|  | California GO | &nbsp;&nbsp;7.600% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;16105 | &nbsp;&nbsp;19420 |
|  | California GO | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2612 |
|  | California GO | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5350 |
|  | California Health Facilities Financing Authority Revenue (Social Bonds-Federally Taxable) | &nbsp;&nbsp;4.353% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 |
|  | California State Taxable Various Purpose GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5562 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;3.899% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;2636 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.897% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1282 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.975% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;10905 | &nbsp;&nbsp;&nbsp;&nbsp;7298 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;2824 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;3987 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;5.183% | &nbsp;&nbsp;11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2758 |
|  | Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1437 |
|  | Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | &nbsp;&nbsp;3.204% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;3495 |
|  | Chicago IL Metropolitan Water Reclamation District GO | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;7505 | &nbsp;&nbsp;&nbsp;&nbsp;7758 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;6.395% | &nbsp;&nbsp;1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;1924 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.472% | &nbsp;&nbsp;1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;3801 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.572% | &nbsp;&nbsp;1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;9095 | &nbsp;&nbsp;&nbsp;&nbsp;7895 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;6514 | &nbsp;&nbsp;&nbsp;&nbsp;7215 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1408 | &nbsp;&nbsp;&nbsp;&nbsp;1559 |
|  | Clark County NV Airport System Revenue | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3745 | &nbsp;&nbsp;&nbsp;&nbsp;4172 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.864% | &nbsp;&nbsp;6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;8870 | &nbsp;&nbsp;&nbsp;&nbsp;8023 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.807% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;4810 |
|  | Commonwealth of Massachusetts SO Revenue | &nbsp;&nbsp;3.769% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3721 |
|  | Connecticut GO | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8770 | &nbsp;&nbsp;&nbsp;&nbsp;8815 |
|  | Connecticut GO | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;8147 |
|  | Cook County IL GO | &nbsp;&nbsp;6.229% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4913 |
|  | Dallas County TX Hospital District GO | &nbsp;&nbsp;5.621% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2105 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.999% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;2110 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3611 |
|  | Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | &nbsp;&nbsp;7.088% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;4962 |
| <sup>13</sup> | Dallas TX Independent School District GO | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3778 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.994% | &nbsp;&nbsp;11/1/38 | &nbsp;&nbsp;15350 | &nbsp;&nbsp;12951 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3368 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.843% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2554 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;8667 |
|  | District of Columbia Water & Sewer Authority Public Utility Revenue | &nbsp;&nbsp;4.814% | &nbsp;&nbsp;10/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;3964 |
|  | East Bay CA Municipal Utility District Water System Revenue | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;&nbsp;&nbsp;4964 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;1.705% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;13142 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;16985 | &nbsp;&nbsp;15197 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;5.526% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13852 |
|  | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;4.094% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;5730 |
| <sup>14</sup> | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;3.924% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1686 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.637% | &nbsp;&nbsp;4/1/57 | &nbsp;&nbsp;14695 | &nbsp;&nbsp;15867 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.655% | &nbsp;&nbsp;4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;6632 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;7.055% | &nbsp;&nbsp;4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;3815 |
|  | Georgia Water & Wastewater Revenue | &nbsp;&nbsp;2.257% | &nbsp;&nbsp;11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1970 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3157 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2501 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;4587 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3595 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.293% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3490 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;4053 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2844 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;4.214% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;6212 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;3.236% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;27320 | &nbsp;&nbsp;18635 |
|  | Houston TX GO | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;&nbsp;&nbsp;9955 |
|  | Houston TX GO | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
|  | Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No. 2) | &nbsp;&nbsp;2.861% | &nbsp;&nbsp;9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1651 |
|  | Illinois GO | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;89597 | &nbsp;&nbsp;89864 |
|  | Illinois GO | &nbsp;&nbsp;6.630% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6469 | &nbsp;&nbsp;&nbsp;&nbsp;6796 |
|  | Illinois State Toll Highway Authority Revenue | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;5333 |
|  | Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | &nbsp;&nbsp;3.051% | &nbsp;&nbsp;1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;3720 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;3.985% | &nbsp;&nbsp;1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4360 | &nbsp;&nbsp;&nbsp;&nbsp;4370 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;4.433% | &nbsp;&nbsp;1/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1044 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;4.532% | &nbsp;&nbsp;1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7980 | &nbsp;&nbsp;&nbsp;&nbsp;7967 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;3428 |
|  | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
| <sup>15</sup> | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;2.774% | &nbsp;&nbsp;5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3189 |
| <sup>14</sup> | Kansas Development Finance Authority Revenue (Employees Retirement System) | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4484 |
|  | Los Angeles CA Community College District GO | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;3381 |
| <sup>14</sup> | Los Angeles CA Department of Airports International Revenue | &nbsp;&nbsp;4.242% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2733 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2837 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.603% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;5308 |
|  | Los Angeles County CA Public Works Financing Authority Lease Revenue | &nbsp;&nbsp;7.618% | &nbsp;&nbsp;8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2587 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;3.615% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4377 | &nbsp;&nbsp;&nbsp;&nbsp;4348 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3942 | &nbsp;&nbsp;&nbsp;&nbsp;3998 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.145% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9300 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.048% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5009 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;2163 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;10539 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;14980 | &nbsp;&nbsp;15060 |
|  | Maryland Economic Development Corp. Revenue | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;5/31/57 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2876 |
|  | Maryland Economic Development Corp. Revenue (Prince George's County Public Schools) | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;5/31/56 | &nbsp;&nbsp;&nbsp;&nbsp;3911 | &nbsp;&nbsp;&nbsp;&nbsp;3723 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.052% | &nbsp;&nbsp;7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.197% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;2582 |
|  | Massachusetts GO | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
|  | Massachusetts GO | &nbsp;&nbsp;5.456% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5430 |
|  | Massachusetts GO | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;3636 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;1.753% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2718 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;5.715% | &nbsp;&nbsp;8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3205 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;3.395% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;7605 | &nbsp;&nbsp;&nbsp;&nbsp;6420 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;4152 |
|  | Massachusetts SO Revenue | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3702 | &nbsp;&nbsp;&nbsp;&nbsp;3693 |
|  | Massachusetts Transportation Fund Revenue | &nbsp;&nbsp;5.731% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4383 |
|  | Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | &nbsp;&nbsp;6.731% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;2420 |
|  | Metropolitan Transportation Authority NY Revenue | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
|  | Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | &nbsp;&nbsp;7.462% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;7315 |
|  | Miami-Dade County FL Aviation Revenue (Miami International Airport) | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;5547 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.084% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;4018 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.384% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;5091 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.496% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2300 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;8/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1303 |
|  | Michigan Strategic Fund Ltd. Obligation Revenue | &nbsp;&nbsp;3.225% | &nbsp;&nbsp;9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2969 |
|  | Mississippi GO | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1389 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;3380 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.652% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;4207 |
|  | National Finance Authority NH Revenue | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;2580 |
| <sup>16</sup> | New Jersey Economic Development Authority Revenue (State Pension Funding) | &nbsp;&nbsp;7.425% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;15550 | &nbsp;&nbsp;16423 |
|  | New Jersey Transportation Trust Fund Authority Transportation System Revenue | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;12/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;&nbsp;8829 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.414% | &nbsp;&nbsp;1/1/40 | &nbsp;&nbsp;18650 | &nbsp;&nbsp;22288 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.102% | &nbsp;&nbsp;1/1/41 | &nbsp;&nbsp;24238 | &nbsp;&nbsp;27762 |
|  | New York City NY GO | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9713 |
|  | New York City NY GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;9701 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | New York City NY GO | &nbsp;&nbsp;6.271% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5787 |
|  | New York City NY GO | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;7064 |
|  | New York City NY GO | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;7148 |
|  | New York City NY GO | &nbsp;&nbsp;5.263% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1828 |
|  | New York City NY GO | &nbsp;&nbsp;5.828% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;38650 | &nbsp;&nbsp;39835 |
|  | New York City NY GO | &nbsp;&nbsp;5.114% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;4762 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1450 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.724% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.952% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;6.011% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1081 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.440% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4567 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;19200 | &nbsp;&nbsp;19462 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;2093 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.814% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;17640 | &nbsp;&nbsp;20814 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.628% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;2232 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
|  | New York State Thruway Authority General Revenue | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3715 | &nbsp;&nbsp;&nbsp;&nbsp;3256 |
|  | New York State Urban Development Corp. Revenue Prere. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
|  | New York State Urban Development Corp. Revenue | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3235 | &nbsp;&nbsp;&nbsp;&nbsp;3098 |
|  | New York State Urban Development Corp. Revenue (Personal Income Tax) | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4669 |
|  | North Texas Tollway Authority System Revenue | &nbsp;&nbsp;6.718% | &nbsp;&nbsp;1/1/49 | &nbsp;&nbsp;10855 | &nbsp;&nbsp;11948 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;9285 | &nbsp;&nbsp;&nbsp;&nbsp;9037 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;3230 |
|  | Ohio Turnpike Commission Revenue | &nbsp;&nbsp;3.216% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;6278 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;3.877% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3728 | &nbsp;&nbsp;&nbsp;&nbsp;3651 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5730 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.714% | &nbsp;&nbsp;5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4431 |
|  | Oregon GO | &nbsp;&nbsp;5.892% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;&nbsp;&nbsp;3068 |
| <sup>14</sup> | Oregon School Boards Association GO | &nbsp;&nbsp;5.528% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>16</sup> | Oregon School Boards Association GO | &nbsp;&nbsp;5.680% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1578 |
|  | Pennsylvania Economic Development Financing Authority Revenue (Infrastructure Programs) | &nbsp;&nbsp;5.689% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5418 |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.790% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;5468 |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;3553 |
|  | Pennsylvania Turnpike Commission Revenue | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;4354 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2745 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;5791 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;12524 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;5920 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4499 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.031% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;1803 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.139% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;10796 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;&nbsp;2137 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6291 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;3463 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.458% | &nbsp;&nbsp;10/1/62 | &nbsp;&nbsp;28925 | &nbsp;&nbsp;24273 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4843 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;8/1/69 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;3444 |
|  | Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | &nbsp;&nbsp;2.543% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;3939 |
|  | Regional Transportation District of Colorado Sales Tax Revenue | &nbsp;&nbsp;5.844% | &nbsp;&nbsp;11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3570 |
|  | Riverside CA Pension Obligation Taxable Revenue Bonds | &nbsp;&nbsp;3.857% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3262 |
|  | Riverside County CA Pension Obligation Revenue Bonds | &nbsp;&nbsp;3.818% | &nbsp;&nbsp;2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;5.665% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3286 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1049 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;5/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;3193 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.238% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4022 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.587% | &nbsp;&nbsp;1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;7236 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;2794 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;1633 |
|  | Salt River Projects Arizona Agricultural Improvement & Power District Revenue | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;3631 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;4262 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6817 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;4.427% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841 |
|  | San Diego County CA Regional Transportation Commission Sales Tax Revenue | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790 |
|  | San Diego County CA Water Authority Revenue | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;11635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11931 |
|  | San Francisco CA City & County Public Utilities Commission Wastewater Revenue | &nbsp;&nbsp;4.655% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5449 |
|  | San Francisco CA City & County Public Utilities Commission Water Revenue | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5772 |
|  | San Jose California Redevelopment Agency Successor Agency Tax Allocation | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5488 |
|  | South Carolina Public Service Authority Revenue | &nbsp;&nbsp;6.454% | &nbsp;&nbsp;1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9048 |
|  | State Public School Building Authority PA Revenue | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4261 |
|  | Texas A & M University Permanent Fund Revenue | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | Texas GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;17465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17976 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.102% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;20880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21355 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.169% | &nbsp;&nbsp;4/1/41 | &nbsp;&nbsp;21910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22131 |
|  | Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;12/31/49 | &nbsp;&nbsp;14835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11578 |
|  | Texas Transportation Commission GO | &nbsp;&nbsp;4.681% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2748 |
|  | Texas Transportation Commission State Highway Revenue | &nbsp;&nbsp;5.178% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7627 |
| <sup>14</sup> | Tucson City AZ COP | &nbsp;&nbsp;2.856% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3082 |
|  | United Nations Development Corp. NY Revenue | &nbsp;&nbsp;6.536% | &nbsp;&nbsp;8/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.132% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.548% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;13925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14834 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3041 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.256% | &nbsp;&nbsp;5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4247 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.706% | &nbsp;&nbsp;5/15/20 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 |
|  | University of California Revenue | &nbsp;&nbsp;1.316% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;15685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14964 |
|  | University of California Revenue | &nbsp;&nbsp;1.614% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9247 |
|  | University of California Revenue | &nbsp;&nbsp;3.071% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4988 |
|  | University of California Revenue | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;5/15/12 | &nbsp;&nbsp;17290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14339 |
|  | University of California Revenue | &nbsp;&nbsp;4.767% | &nbsp;&nbsp;5/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.437% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.562% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4090 |
|  | University of Michigan Revenue | &nbsp;&nbsp;4.454% | &nbsp;&nbsp;4/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423 |
|  | University of Minnesota Revenue | &nbsp;&nbsp;4.048% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 |
|  | University of Nebraska Student Fee Revenue | &nbsp;&nbsp;3.037% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793 |
| <sup>15</sup> | University of Oregon Revenue | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;3/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5314 |
|  | University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | &nbsp;&nbsp;3.555% | &nbsp;&nbsp;9/15/19 | &nbsp;&nbsp;14580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9225 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2767 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;3.354% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;2.439% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.376% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4379 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4118 |
|  | University of Virginia Revenue | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;61425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34971 |
|  | University of Virginia Revenue | &nbsp;&nbsp;4.179% | &nbsp;&nbsp;9/1/17 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 |
|  | University of Virginia Revenue | &nbsp;&nbsp;3.227% | &nbsp;&nbsp;9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
|  | Wisconsin General Fund Annual Appropriation Revenue ETM | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3058 |
|  | Wisconsin General Fund Annual Appropriation Revenue | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;5/1/36 | &nbsp;&nbsp;17995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16704 |
| **Total Taxable Municipal Bonds (Cost $1,884,661)** | **Total Taxable Municipal Bonds (Cost $1,884,661)** | **Total Taxable Municipal Bonds (Cost $1,884,661)** | **Total Taxable Municipal Bonds (Cost $1,884,661)** | **Total Taxable Municipal Bonds (Cost $1,884,661)** | **1675721** |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** |
| **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** |
| <sup>17</sup> | Vanguard Market Liquidity Fund **(Cost $2,730,503)** | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;27310012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2730729** |
| **Total Investments (99.9%) (Cost $380,596,791)** | **Total Investments (99.9%) (Cost $380,596,791)** | **Total Investments (99.9%) (Cost $380,596,791)** |  | &nbsp;&nbsp;**359395750** |
| **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;**439554** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**359835304** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $3,420 have been segregated as initial margin for open futures contracts. |
| 2 | Securities with a value of $377 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 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 | U.S. government-guaranteed. |
| 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 June 30, 2025. |
| 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 June 30, 2025, the aggregate value was $966,545, representing 0.3% of net assets. |
| 9 | Guaranteed by the Government of Canada. |
| 10 | Guaranteed by the Government of Japan. |
| 11 | Guaranteed by the Federal Republic of Germany. |
| 12 | Guaranteed by the Republic of Austria. |
| 13 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 14 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 15 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 16 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 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. |
| CMT—Constant Maturing Treasury Rate. |
| COP—Certificate of Participation. |
| DAC—Designated Activity Company. |
| ETM—Escrowed to Maturity. |
| GO—General Obligation Bond. |
| Prere.—Prerefunded. |
| REIT—Real Estate Investment Trust. |
| RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. |
| RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month. |
| SO—Special Obligation. |
| 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 | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;66359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
| 5-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;79243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| 10-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| Ultra Long U.S. Treasury Bond | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;&nbsp;93275 | &nbsp;&nbsp;&nbsp;1702 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;2473 |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| Ultra 10-Year U.S. Treasury Note | September 2025 | (1368) | (156315) | &nbsp;&nbsp;(1559) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |

---

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

------

Total Bond Market Index Fund

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $377,866,288) | 356665021 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $2,730,503) | &nbsp;&nbsp;&nbsp;&nbsp;2730729 |
| Total Investments in Securities | 359395750 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9201 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5145 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;3675145 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;2859543 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288325 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| **Total Assets** | **366233870** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;5995254 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350468 |
| Payables for Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48640 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**6398566** |
| **Net Assets** | **359835304** |

---

------

Total Bond Market Index Fund

---

| | |
|:---|:---|
| Statement of Assets and Liabilities (continued) | Statement of Assets and Liabilities (continued) |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| Paid-in Capital | 392502003 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(32666699) |
| **Net Assets** | **359835304** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 51,287,093 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**496311** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.68** |
| **ETF Shares—Net Assets** |  |
| **Applicable to 1,785,023,018 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **131380092** |
| **Net Asset Value Per Share—ETF Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$73.60** |
| **Admiral<sup>™</sup> Shares—Net Assets** |  |
| **Applicable to 10,416,443,795 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **100801353** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.68** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 4,566,115,175 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**44187465** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.68** |
| **Institutional Plus Shares—Net Assets** |  |
| **Applicable to 3,595,101,826 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**34790373** |
| **Net Asset Value Per Share—Institutional Plus Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.68** |
| **Institutional Select Shares—Net Assets** |  |
| **Applicable to 4,978,746,286 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**48179710** |
| **Net Asset Value Per Share—Institutional Select Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.68** |

---

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

------

Total Bond Market Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6855821 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6855821 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| Shareholders' Reports and Proxy Fees—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Shareholders' Reports and Proxy Fees—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368 |
| Shareholders' Reports and Proxy Fees—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| Shareholders' Reports and Proxy Fees—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| Shareholders' Reports and Proxy Fees—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| Shareholders' Reports and Proxy Fees—Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51387 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6804434** |
| **Realized Net Gain (Loss) on Investment Securities Sold<sup>1,2</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1761027)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8804863 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8805777** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13849184** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $37,631, ($151), and ($295), respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Includes ($31599) of net gain (loss) resulting from in-kind redemptions. |

---

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

------

Total Bond Market Index Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;6804434 | &nbsp;&nbsp;&nbsp;&nbsp;11897736 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(1761027) | &nbsp;&nbsp;&nbsp;&nbsp;(3018073) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;8805777 | &nbsp;&nbsp;&nbsp;&nbsp;(4691287) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;13849184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4188376 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9630) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20455) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;(2027444) | &nbsp;&nbsp;&nbsp;&nbsp;(4054718) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(1933546) | &nbsp;&nbsp;&nbsp;&nbsp;(3594969) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(856883) | &nbsp;&nbsp;&nbsp;&nbsp;(1597466) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(648152) | &nbsp;&nbsp;&nbsp;&nbsp;(1172679) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(913032) | &nbsp;&nbsp;&nbsp;&nbsp;(1459769) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(6388687) | &nbsp;&nbsp;&nbsp;&nbsp;(11900056) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32034) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138095) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;7051621 | &nbsp;&nbsp;&nbsp;&nbsp;19278888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108064) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(1035002) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;1228393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;2845965 | &nbsp;&nbsp;&nbsp;&nbsp;11393710 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;9950879 | &nbsp;&nbsp;&nbsp;&nbsp;35088796 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;17411376 | &nbsp;&nbsp;&nbsp;&nbsp;27377116 |
| **Net Assets** |  |  |
| **Beginning of Period** | **342423928** | &nbsp;&nbsp;&nbsp;**315046812** |
| **End of Period** | **359835304** | &nbsp;&nbsp;&nbsp;**342423928** |

---

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

------

Total Bond Market Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$9.48** | &nbsp;&nbsp;&nbsp;**$9.71** | &nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.247 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;.200 | &nbsp;&nbsp;&nbsp;&nbsp;(.229) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.231 | &nbsp;&nbsp;&nbsp;&nbsp;(1.702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.589 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.520 | &nbsp;&nbsp;&nbsp;&nbsp;(1.474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.205) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.836 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.180) | &nbsp;&nbsp;&nbsp;&nbsp;(.339) | &nbsp;&nbsp;&nbsp;&nbsp;(.290) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.201) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.247) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.024) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.180) | &nbsp;&nbsp;&nbsp;&nbsp;(.339) | &nbsp;&nbsp;&nbsp;&nbsp;(.290) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.225) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.266) |
| **Net Asset Value, End of Period** | **$9.68** | &nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$9.71** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** |
| **Total Return<sup>2</sup>** | **4.04%** | &nbsp;&nbsp;&nbsp;**1.14%** | &nbsp;&nbsp;&nbsp;**5.60%** | &nbsp;&nbsp;&nbsp;**-13.25%** | &nbsp;&nbsp;&nbsp;**-1.77%** | &nbsp;&nbsp;&nbsp;**7.61%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $496 | &nbsp;&nbsp;&nbsp;$518 | &nbsp;&nbsp;&nbsp;$670 | &nbsp;&nbsp;&nbsp;$795 | &nbsp;&nbsp;&nbsp;$1169 | &nbsp;&nbsp;&nbsp;$1606 |
| Ratio of Total Expenses to Average Net Assets | 0.15% | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.15%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% |
| Ratio of Net Investment Income to Average Net Assets | 3.80% | &nbsp;&nbsp;&nbsp;3.52% | &nbsp;&nbsp;&nbsp;3.04% | &nbsp;&nbsp;&nbsp;2.26% | &nbsp;&nbsp;&nbsp;1.78% | &nbsp;&nbsp;&nbsp;2.15% |
| Portfolio Turnover Rate<sup>4,5</sup> | 21% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% |
| 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 0.15%. |
| 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. |
| 5 | Includes 4%, 9%, 10%, 12%, 34%, and 29%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Total Bond Market Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **ETF Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$71.90** | &nbsp;&nbsp;&nbsp;**$73.57** | &nbsp;&nbsp;&nbsp;**$71.83** | &nbsp;&nbsp;&nbsp;**$84.77** | &nbsp;&nbsp;&nbsp;**$88.03** | &nbsp;&nbsp;&nbsp;**$83.71** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1.411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.962 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;1.460 | &nbsp;&nbsp;&nbsp;&nbsp;(1.688) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.717 | &nbsp;&nbsp;&nbsp;&nbsp;(12.903) | &nbsp;&nbsp;&nbsp;&nbsp;(3.085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.455 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;2.871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.009 | &nbsp;&nbsp;&nbsp;&nbsp;(11.073) | &nbsp;&nbsp;&nbsp;&nbsp;(1.462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.417 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(1.171) | &nbsp;&nbsp;&nbsp;&nbsp;(2.638) | &nbsp;&nbsp;&nbsp;&nbsp;(2.269) | &nbsp;&nbsp;&nbsp;&nbsp;(1.808) | &nbsp;&nbsp;&nbsp;&nbsp;(1.615) | &nbsp;&nbsp;&nbsp;&nbsp;(1.954) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.059) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.183) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.143) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(1.171) | &nbsp;&nbsp;&nbsp;&nbsp;(2.638) | &nbsp;&nbsp;&nbsp;&nbsp;(2.269) | &nbsp;&nbsp;&nbsp;&nbsp;(1.867) | &nbsp;&nbsp;&nbsp;&nbsp;(1.798) | &nbsp;&nbsp;&nbsp;&nbsp;(2.097) |
| **Net Asset Value, End of Period** | **$73.60** | &nbsp;&nbsp;&nbsp;**$71.90** | &nbsp;&nbsp;&nbsp;**$73.57** | &nbsp;&nbsp;&nbsp;**$71.83** | &nbsp;&nbsp;&nbsp;**$84.77** | &nbsp;&nbsp;&nbsp;**$88.03** |
| **Total Return** | **4.02%** | &nbsp;&nbsp;&nbsp;**1.34%** | &nbsp;&nbsp;&nbsp;**5.70%** | &nbsp;&nbsp;&nbsp;**-13.15%** | &nbsp;&nbsp;&nbsp;**-1.66%** | &nbsp;&nbsp;&nbsp;**7.71%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $131380 | &nbsp;&nbsp;&nbsp;$121366 | &nbsp;&nbsp;&nbsp;$104824 | &nbsp;&nbsp;&nbsp;$84879 | &nbsp;&nbsp;&nbsp;$84254 | &nbsp;&nbsp;&nbsp;$68245 |
| Ratio of Total Expenses to Average Net Assets | 0.03% | &nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;0.03%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.03%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;0.035% |
| Ratio of Net Investment Income to Average Net Assets | 3.92% | &nbsp;&nbsp;&nbsp;3.65% | &nbsp;&nbsp;&nbsp;3.18% | &nbsp;&nbsp;&nbsp;2.41% | &nbsp;&nbsp;&nbsp;1.89% | &nbsp;&nbsp;&nbsp;2.25% |
| Portfolio Turnover Rate<sup>3,4</sup> | 21% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% |
| 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 0.03%. |
| 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, including ETF Creation Units. |
| 4 | Includes 4%, 9%, 10%, 12%, 34%, and 29%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Total Bond Market Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Admiral Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$9.48** | &nbsp;&nbsp;&nbsp;**$9.71** | &nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.258 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;.200 | &nbsp;&nbsp;&nbsp;&nbsp;(.230) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.229 | &nbsp;&nbsp;&nbsp;&nbsp;(1.703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.590 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.529 | &nbsp;&nbsp;&nbsp;&nbsp;(1.464) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.194) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.848 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.186) | &nbsp;&nbsp;&nbsp;&nbsp;(.348) | &nbsp;&nbsp;&nbsp;&nbsp;(.299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.212) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.259) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.024) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.186) | &nbsp;&nbsp;&nbsp;&nbsp;(.348) | &nbsp;&nbsp;&nbsp;&nbsp;(.299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.278) |
| **Net Asset Value, End of Period** | **$9.68** | &nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$9.71** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** |
| **Total Return<sup>2</sup>** | **4.10%** | &nbsp;&nbsp;&nbsp;**1.24%** | &nbsp;&nbsp;&nbsp;**5.70%** | &nbsp;&nbsp;&nbsp;**-13.16%** | &nbsp;&nbsp;&nbsp;**-1.67%** | &nbsp;&nbsp;&nbsp;**7.72%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $100801 | &nbsp;&nbsp;&nbsp;$98916 | &nbsp;&nbsp;&nbsp;$98946 | &nbsp;&nbsp;&nbsp;$94589 | &nbsp;&nbsp;&nbsp;$116295 | &nbsp;&nbsp;&nbsp;$120909 |
| Ratio of Total Expenses to Average Net Assets | 0.04% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.05%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | 3.91% | &nbsp;&nbsp;&nbsp;3.63% | &nbsp;&nbsp;&nbsp;3.16% | &nbsp;&nbsp;&nbsp;2.38% | &nbsp;&nbsp;&nbsp;1.88% | &nbsp;&nbsp;&nbsp;2.25% |
| Portfolio Turnover Rate<sup>4,5</sup> | 21% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% |
| 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 0.05%. |
| 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. |
| 5 | Includes 4%, 9%, 10%, 12%, 34%, and 29%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Total Bond Market Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$9.48** | &nbsp;&nbsp;&nbsp;**$9.71** | &nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.260 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;.200 | &nbsp;&nbsp;&nbsp;&nbsp;(.231) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.230 | &nbsp;&nbsp;&nbsp;&nbsp;(1.702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.406) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.590 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.531 | &nbsp;&nbsp;&nbsp;&nbsp;(1.462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.850 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.186) | &nbsp;&nbsp;&nbsp;&nbsp;(.349) | &nbsp;&nbsp;&nbsp;&nbsp;(.301) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.214) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.261) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.024) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.186) | &nbsp;&nbsp;&nbsp;&nbsp;(.349) | &nbsp;&nbsp;&nbsp;&nbsp;(.301) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.280) |
| **Net Asset Value, End of Period** | **$9.68** | &nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$9.71** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** |
| **Total Return** | **4.10%** | &nbsp;&nbsp;&nbsp;**1.25%** | &nbsp;&nbsp;&nbsp;**5.72%** | &nbsp;&nbsp;&nbsp;**-13.15%** | &nbsp;&nbsp;&nbsp;**-1.65%** | &nbsp;&nbsp;&nbsp;**7.74%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $44187 | &nbsp;&nbsp;&nbsp;$44341 | &nbsp;&nbsp;&nbsp;$43463 | &nbsp;&nbsp;&nbsp;$40813 | &nbsp;&nbsp;&nbsp;$49162 | &nbsp;&nbsp;&nbsp;$53018 |
| Ratio of Total Expenses to Average Net Assets | 0.027% | &nbsp;&nbsp;&nbsp;0.035% | &nbsp;&nbsp;&nbsp;0.035%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.035%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.035% | &nbsp;&nbsp;&nbsp;0.035% |
| Ratio of Net Investment Income to Average Net Assets | 3.93% | &nbsp;&nbsp;&nbsp;3.64% | &nbsp;&nbsp;&nbsp;3.17% | &nbsp;&nbsp;&nbsp;2.39% | &nbsp;&nbsp;&nbsp;1.90% | &nbsp;&nbsp;&nbsp;2.26% |
| Portfolio Turnover Rate<sup>3,4</sup> | 21% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% |
| 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 0.035%. |
| 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, including ETF Creation Units. |
| 4 | Includes 4%, 9%, 10%, 12%, 34%, and 29%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Total Bond Market Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Plus Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$9.48** | &nbsp;&nbsp;&nbsp;**$9.71** | &nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.260 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;.200 | &nbsp;&nbsp;&nbsp;&nbsp;(.230) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.229 | &nbsp;&nbsp;&nbsp;&nbsp;(1.702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.406) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.590 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.531 | &nbsp;&nbsp;&nbsp;&nbsp;(1.462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.850 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.186) | &nbsp;&nbsp;&nbsp;&nbsp;(.350) | &nbsp;&nbsp;&nbsp;&nbsp;(.301) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.214) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.261) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.024) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.186) | &nbsp;&nbsp;&nbsp;&nbsp;(.350) | &nbsp;&nbsp;&nbsp;&nbsp;(.301) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.280) |
| **Net Asset Value, End of Period** | **$9.68** | &nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$9.71** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** |
| **Total Return** | **4.10%** | &nbsp;&nbsp;&nbsp;**1.26%** | &nbsp;&nbsp;&nbsp;**5.72%** | &nbsp;&nbsp;&nbsp;**-13.14%** | &nbsp;&nbsp;&nbsp;**-1.65%** | &nbsp;&nbsp;&nbsp;**7.74%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $34790 | &nbsp;&nbsp;&nbsp;$32901 | &nbsp;&nbsp;&nbsp;$33268 | &nbsp;&nbsp;&nbsp;$28670 | &nbsp;&nbsp;&nbsp;$36314 | &nbsp;&nbsp;&nbsp;$32910 |
| Ratio of Total Expenses to Average Net Assets | 0.02% | &nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;0.03%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.03%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;0.03% |
| Ratio of Net Investment Income to Average Net Assets | 3.93% | &nbsp;&nbsp;&nbsp;3.65% | &nbsp;&nbsp;&nbsp;3.18% | &nbsp;&nbsp;&nbsp;2.40% | &nbsp;&nbsp;&nbsp;1.90% | &nbsp;&nbsp;&nbsp;2.25% |
| Portfolio Turnover Rate<sup>3,4</sup> | 21% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% |
| 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 0.03%. |
| 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, including ETF Creation Units. |
| 4 | Includes 4%, 9%, 10%, 12%, 34%, and 29%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Total Bond Market Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Select Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$9.48** | &nbsp;&nbsp;&nbsp;**$9.71** | &nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.262 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;.200 | &nbsp;&nbsp;&nbsp;&nbsp;(.231) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.229 | &nbsp;&nbsp;&nbsp;&nbsp;(1.703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.591 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.533 | &nbsp;&nbsp;&nbsp;&nbsp;(1.460) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.190) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.853 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.187) | &nbsp;&nbsp;&nbsp;&nbsp;(.352) | &nbsp;&nbsp;&nbsp;&nbsp;(.303) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.242) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.264) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.024) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.187) | &nbsp;&nbsp;&nbsp;&nbsp;(.352) | &nbsp;&nbsp;&nbsp;&nbsp;(.303) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.283) |
| **Net Asset Value, End of Period** | **$9.68** | &nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$9.71** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** |
| **Total Return** | **4.11%** | &nbsp;&nbsp;&nbsp;**1.28%** | &nbsp;&nbsp;&nbsp;**5.74%** | &nbsp;&nbsp;&nbsp;**-13.13%** | &nbsp;&nbsp;&nbsp;**-1.63%** | &nbsp;&nbsp;&nbsp;**7.76%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $48180 | &nbsp;&nbsp;&nbsp;$44382 | &nbsp;&nbsp;&nbsp;$33876 | &nbsp;&nbsp;&nbsp;$28845 | &nbsp;&nbsp;&nbsp;$29135 | &nbsp;&nbsp;&nbsp;$26500 |
| Ratio of Total Expenses to Average Net Assets | 0.01% | &nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;0.01%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.01%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;0.01% |
| Ratio of Net Investment Income to Average Net Assets | 3.94% | &nbsp;&nbsp;&nbsp;3.68% | &nbsp;&nbsp;&nbsp;3.20% | &nbsp;&nbsp;&nbsp;2.43% | &nbsp;&nbsp;&nbsp;1.92% | &nbsp;&nbsp;&nbsp;2.28% |
| Portfolio Turnover Rate<sup>3,4</sup> | 21% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;36% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% |
| 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 0.01%. |
| 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, including ETF Creation Units. |
| 4 | Includes 4%, 9%, 10%, 12%, 34%, and 29%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Total Bond Market Index Fund

Notes to Financial Statements

Vanguard Total Bond Market Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund.

The fund offers six classes of shares: Investor Shares, ETF Shares, Admiral Shares, Institutional Shares, Institutional Plus Shares, and Institutional Select Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. 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. 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. 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 June 30, 2025, counterparties had deposited in segregated accounts securities with a value of $2,677,000 and cash of $6,129,000 in connection with TBA transactions.

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 June 30, 2025, the fund's average investments in long and short futures contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.

5. 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.

------

Total Bond Market Index Fund

6. Distributions: Distributions from net investment income are declared daily by all share classes except ETF Shares, and paid on the first business day of the following month. Monthly income dividends from ETF Shares, and annual distributions from realized capital gains, if any, 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.

7. 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 June 30, 2025, the fund did not utilize the credit facilities or the Interfund Lending Program.

8. 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.

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), shareholder reporting, and proxy fees. 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. 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 June 30, 2025, the fund had contributed to Vanguard capital in the amount of $9,201,000, representing less than 0.01% of the fund's net assets and 3.68% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. 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.**

------

Total Bond Market Index Fund

The following table summarizes the market value of the fund's investments and derivatives as of June 30, 2025, 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;&nbsp;244008561 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;244008561 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7531142 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7531142 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;91469791 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;91469791 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;11979806 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;11979806 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675721 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675721 |
| Temporary Cash Investments | 2730729 | &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;2730729 |
| Total | 2730729 | &nbsp;&nbsp;&nbsp;356665021 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;359395750 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473 | &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;2473 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1559) | &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;(1559) |

---

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.

D. As of June 30, 2025, 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;381249869 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510729 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(24363934) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(21853205) |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2024, the fund had available capital losses totaling $9,486,122,000 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 December 31, 2025; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

E. During the six months ended June 30, 2025, the fund purchased $13,233,035,000 of investment securities and sold $13,757,922,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $63,200,461,000 and $58,146,101,000, respectively. In addition, the fund purchased and sold investment securities of $8,547,114,000 and $3,109,281,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | 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;&nbsp;36615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7339 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136 |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8184) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(229069) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23852) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32034) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3363) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138095) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14377) |
| **ETF Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;11091759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152700 | &nbsp;&nbsp;&nbsp;&nbsp;25270669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346100 |
| 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;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;(4040138) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55600) | &nbsp;&nbsp;&nbsp;&nbsp;(5991781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82900) |
| Net Increase (Decrease)—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;7051621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97100 | &nbsp;&nbsp;&nbsp;&nbsp;19278888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263200 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;8977003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938935 | &nbsp;&nbsp;&nbsp;&nbsp;18136673 | &nbsp;&nbsp;&nbsp;&nbsp;1890857 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;1714555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333932 |
| Redeemed | (10799622) | &nbsp;&nbsp;&nbsp;(1129732) | &nbsp;&nbsp;&nbsp;(19075114) | &nbsp;&nbsp;&nbsp;(1988907) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(108064) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12609) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235882 |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;4616590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482417 | &nbsp;&nbsp;&nbsp;&nbsp;11384288 | &nbsp;&nbsp;&nbsp;&nbsp;1186650 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157751 |
| Redeemed | &nbsp;&nbsp;(6465659) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(675960) | &nbsp;&nbsp;&nbsp;(10997071) | &nbsp;&nbsp;&nbsp;(1146811) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;(1035002) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108940) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197590 |
| **Institutional Plus Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;4737449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9560553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997982 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114308 |
| Redeemed | &nbsp;&nbsp;(4120782) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(432339) | &nbsp;&nbsp;&nbsp;(10260556) | &nbsp;&nbsp;&nbsp;(1070628) |
| Net Increase (Decrease)—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;1228393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41662 |
| **Institutional Select Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;5108615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536050 | &nbsp;&nbsp;&nbsp;&nbsp;13782991 | &nbsp;&nbsp;&nbsp;&nbsp;1436493 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152342 |
| Redeemed | &nbsp;&nbsp;(3175063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(331563) | &nbsp;&nbsp;&nbsp;&nbsp;(3849042) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(399256) |
| Net Increase (Decrease)—Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;2845965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299307 | &nbsp;&nbsp;&nbsp;&nbsp;11393710 | &nbsp;&nbsp;&nbsp;&nbsp;1189579 |

---

G. 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.

H. 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.

I. 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.

Q842 082025

------

![](tm2519836d3totbonmarllfii001.jpg)

#### Financial Statements

#### For the six-months ended June 30, 2025

#### Vanguard Total Bond Market II Index Fund

------

Contents

Financial Statements 1 <br>

------

Total Bond Market II Index Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of June 30, 2025

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 (68.2%)** | **U.S. Government and Agency Obligations (68.2%)** | **U.S. Government and Agency Obligations (68.2%)** | **U.S. Government and Agency Obligations (68.2%)** | **U.S. Government and Agency Obligations (68.2%)** |
| **U.S. Government Securities (48.2%)** | **U.S. Government Securities (48.2%)** | **U.S. Government Securities (48.2%)** | **U.S. Government Securities (48.2%)** | **U.S. Government Securities (48.2%)** |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;357307 | &nbsp;&nbsp;&nbsp;&nbsp;359163 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;494787 | &nbsp;&nbsp;&nbsp;&nbsp;477295 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80177 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;815774 | &nbsp;&nbsp;&nbsp;&nbsp;819024 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;479832 | &nbsp;&nbsp;&nbsp;&nbsp;466862 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;288679 | &nbsp;&nbsp;&nbsp;&nbsp;289908 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;405294 | &nbsp;&nbsp;&nbsp;&nbsp;390586 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;240805 | &nbsp;&nbsp;&nbsp;&nbsp;233769 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;725699 | &nbsp;&nbsp;&nbsp;&nbsp;723941 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;568805 | &nbsp;&nbsp;&nbsp;&nbsp;573427 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;637391 | &nbsp;&nbsp;&nbsp;&nbsp;613937 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54636 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;898878 | &nbsp;&nbsp;&nbsp;&nbsp;894278 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;463886 | &nbsp;&nbsp;&nbsp;&nbsp;468036 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;647235 | &nbsp;&nbsp;&nbsp;&nbsp;624127 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;259731 | &nbsp;&nbsp;&nbsp;&nbsp;252152 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;781343 | &nbsp;&nbsp;&nbsp;&nbsp;783541 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;483511 | &nbsp;&nbsp;&nbsp;&nbsp;471423 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;620523 | &nbsp;&nbsp;&nbsp;&nbsp;626559 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37545 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;835735 | &nbsp;&nbsp;&nbsp;&nbsp;805864 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;180570 | &nbsp;&nbsp;&nbsp;&nbsp;175068 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;777353 | &nbsp;&nbsp;&nbsp;&nbsp;781392 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;462877 | &nbsp;&nbsp;&nbsp;&nbsp;466330 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;662555 | &nbsp;&nbsp;&nbsp;&nbsp;637787 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;271253 | &nbsp;&nbsp;&nbsp;&nbsp;263062 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;849899 | &nbsp;&nbsp;&nbsp;&nbsp;854912 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;611165 | &nbsp;&nbsp;&nbsp;&nbsp;612621 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;870357 | &nbsp;&nbsp;&nbsp;&nbsp;839520 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;781370 | &nbsp;&nbsp;&nbsp;&nbsp;785003 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;458626 | &nbsp;&nbsp;&nbsp;&nbsp;447411 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;475506 | &nbsp;&nbsp;&nbsp;&nbsp;477772 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41433 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74536 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;484626 | &nbsp;&nbsp;&nbsp;&nbsp;469690 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;651667 | &nbsp;&nbsp;&nbsp;&nbsp;655129 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;438770 | &nbsp;&nbsp;&nbsp;&nbsp;442095 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87108 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;415845 | &nbsp;&nbsp;&nbsp;&nbsp;406943 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;765472 | &nbsp;&nbsp;&nbsp;&nbsp;766758 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;534126 | &nbsp;&nbsp;&nbsp;&nbsp;540761 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;173350 | &nbsp;&nbsp;&nbsp;&nbsp;163450 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;406460 | &nbsp;&nbsp;&nbsp;&nbsp;399220 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;772616 | &nbsp;&nbsp;&nbsp;&nbsp;772556 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;426780 | &nbsp;&nbsp;&nbsp;&nbsp;416194 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;561153 | &nbsp;&nbsp;&nbsp;&nbsp;568562 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;286412 | &nbsp;&nbsp;&nbsp;&nbsp;269417 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;467875 | &nbsp;&nbsp;&nbsp;&nbsp;458207 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;749246 | &nbsp;&nbsp;&nbsp;&nbsp;751031 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;501299 | &nbsp;&nbsp;&nbsp;&nbsp;509602 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;308450 | &nbsp;&nbsp;&nbsp;&nbsp;289413 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;434686 | &nbsp;&nbsp;&nbsp;&nbsp;430747 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;4420641 | &nbsp;&nbsp;4423404 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;628238 | &nbsp;&nbsp;&nbsp;&nbsp;636042 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;395135 | &nbsp;&nbsp;&nbsp;&nbsp;368726 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;329955 | &nbsp;&nbsp;&nbsp;&nbsp;323511 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;342539 | &nbsp;&nbsp;&nbsp;&nbsp;332250 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;627608 | &nbsp;&nbsp;&nbsp;&nbsp;627878 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7206 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;411980 | &nbsp;&nbsp;&nbsp;&nbsp;384606 |

---

------

Total Bond Market II Index 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;3.125% | &nbsp;&nbsp;8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;481085 | &nbsp;&nbsp;&nbsp;&nbsp;475147 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;643447 | &nbsp;&nbsp;&nbsp;&nbsp;639023 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;329655 | &nbsp;&nbsp;&nbsp;&nbsp;306090 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;496756 | &nbsp;&nbsp;&nbsp;&nbsp;501238 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;675619 | &nbsp;&nbsp;&nbsp;&nbsp;677941 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;523957 | &nbsp;&nbsp;&nbsp;&nbsp;486625 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;439439 | &nbsp;&nbsp;&nbsp;&nbsp;443439 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;345326 | &nbsp;&nbsp;&nbsp;&nbsp;333914 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;643745 | &nbsp;&nbsp;&nbsp;&nbsp;649730 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58736 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;640670 | &nbsp;&nbsp;&nbsp;&nbsp;595548 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;422155 | &nbsp;&nbsp;&nbsp;&nbsp;423755 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;649633 | &nbsp;&nbsp;&nbsp;&nbsp;654226 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;790335 | &nbsp;&nbsp;&nbsp;&nbsp;732665 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;454519 | &nbsp;&nbsp;&nbsp;&nbsp;456436 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;606305 | &nbsp;&nbsp;&nbsp;&nbsp;614192 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;763165 | &nbsp;&nbsp;&nbsp;&nbsp;707955 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;520584 | &nbsp;&nbsp;&nbsp;&nbsp;517961 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;630335 | &nbsp;&nbsp;&nbsp;&nbsp;615291 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;637584 | &nbsp;&nbsp;&nbsp;&nbsp;646227 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;648490 | &nbsp;&nbsp;&nbsp;&nbsp;606363 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;319540 | &nbsp;&nbsp;&nbsp;&nbsp;321924 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;671831 | &nbsp;&nbsp;&nbsp;&nbsp;675059 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;763824 | &nbsp;&nbsp;&nbsp;&nbsp;715220 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;369885 | &nbsp;&nbsp;&nbsp;&nbsp;369235 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;590722 | &nbsp;&nbsp;&nbsp;&nbsp;591530 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;593609 | &nbsp;&nbsp;&nbsp;&nbsp;554816 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;384416 | &nbsp;&nbsp;&nbsp;&nbsp;382329 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;466973 | &nbsp;&nbsp;&nbsp;&nbsp;456539 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;656939 | &nbsp;&nbsp;&nbsp;&nbsp;657991 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;591770 | &nbsp;&nbsp;&nbsp;&nbsp;552057 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;376279 | &nbsp;&nbsp;&nbsp;&nbsp;375471 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;5766632 | &nbsp;&nbsp;5797267 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;543896 | &nbsp;&nbsp;&nbsp;&nbsp;506333 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;303670 | &nbsp;&nbsp;&nbsp;&nbsp;306256 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;731318 | &nbsp;&nbsp;&nbsp;&nbsp;674184 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;474346 | &nbsp;&nbsp;&nbsp;&nbsp;480090 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;552424 | &nbsp;&nbsp;&nbsp;&nbsp;538786 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47953 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;751098 | &nbsp;&nbsp;&nbsp;&nbsp;693533 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;184713 | &nbsp;&nbsp;&nbsp;&nbsp;188350 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;660660 | &nbsp;&nbsp;&nbsp;&nbsp;611162 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;629257 | &nbsp;&nbsp;&nbsp;&nbsp;646758 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;555620 | &nbsp;&nbsp;&nbsp;&nbsp;515120 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;336176 | &nbsp;&nbsp;&nbsp;&nbsp;348284 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;465885 | &nbsp;&nbsp;&nbsp;&nbsp;457150 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79825 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;597575 | &nbsp;&nbsp;&nbsp;&nbsp;555325 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;407768 | &nbsp;&nbsp;&nbsp;&nbsp;416306 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;594900 | &nbsp;&nbsp;&nbsp;&nbsp;549585 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;483626 | &nbsp;&nbsp;&nbsp;&nbsp;484079 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;559690 | &nbsp;&nbsp;&nbsp;&nbsp;522829 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;613847 | &nbsp;&nbsp;&nbsp;&nbsp;619410 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;649243 | &nbsp;&nbsp;&nbsp;&nbsp;625150 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54991 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;560800 | &nbsp;&nbsp;&nbsp;&nbsp;525575 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;233107 | &nbsp;&nbsp;&nbsp;&nbsp;237241 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;425045 | &nbsp;&nbsp;&nbsp;&nbsp;404988 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;654459 | &nbsp;&nbsp;&nbsp;&nbsp;663407 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;403525 | &nbsp;&nbsp;&nbsp;&nbsp;391199 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;652610 | &nbsp;&nbsp;&nbsp;&nbsp;673055 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;371560 | &nbsp;&nbsp;&nbsp;&nbsp;353446 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;416385 | &nbsp;&nbsp;&nbsp;&nbsp;401519 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;662247 | &nbsp;&nbsp;&nbsp;&nbsp;680407 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;359400 | &nbsp;&nbsp;&nbsp;&nbsp;352858 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;711288 | &nbsp;&nbsp;&nbsp;&nbsp;724625 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;298962 | &nbsp;&nbsp;&nbsp;&nbsp;286349 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;748031 | &nbsp;&nbsp;&nbsp;&nbsp;755044 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;288941 | &nbsp;&nbsp;&nbsp;&nbsp;266074 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41270 |

---

------

Total Bond Market II Index 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;3.125% | &nbsp;&nbsp;8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;417005 | &nbsp;&nbsp;&nbsp;&nbsp;406971 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;723239 | &nbsp;&nbsp;&nbsp;&nbsp;719736 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;798127 | &nbsp;&nbsp;&nbsp;&nbsp;790146 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;439284 | &nbsp;&nbsp;&nbsp;&nbsp;441343 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;470184 | &nbsp;&nbsp;&nbsp;&nbsp;474629 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;807806 | &nbsp;&nbsp;&nbsp;&nbsp;819481 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31958 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;439984 | &nbsp;&nbsp;&nbsp;&nbsp;441909 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;758402 | &nbsp;&nbsp;&nbsp;&nbsp;769600 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;417725 | &nbsp;&nbsp;&nbsp;&nbsp;419520 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;724753 | &nbsp;&nbsp;&nbsp;&nbsp;742816 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;358635 | &nbsp;&nbsp;&nbsp;&nbsp;354488 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;718260 | &nbsp;&nbsp;&nbsp;&nbsp;732569 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;618598 | &nbsp;&nbsp;&nbsp;&nbsp;559782 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/28/30 | &nbsp;&nbsp;1124048 | &nbsp;&nbsp;1135201 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;276616 | &nbsp;&nbsp;&nbsp;&nbsp;274628 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;814555 | &nbsp;&nbsp;&nbsp;&nbsp;822191 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;278695 | &nbsp;&nbsp;&nbsp;&nbsp;275124 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;749214 | &nbsp;&nbsp;&nbsp;&nbsp;752257 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;687702 | &nbsp;&nbsp;&nbsp;&nbsp;591639 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71261 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;289453 | &nbsp;&nbsp;&nbsp;&nbsp;288820 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;690111 | &nbsp;&nbsp;&nbsp;&nbsp;696850 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;286120 | &nbsp;&nbsp;&nbsp;&nbsp;285405 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;4134375 | &nbsp;&nbsp;4149879 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;285475 | &nbsp;&nbsp;&nbsp;&nbsp;287984 |
| <sup>1,2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;978646 | &nbsp;&nbsp;&nbsp;&nbsp;834525 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;380402 | &nbsp;&nbsp;&nbsp;&nbsp;385900 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;306260 | &nbsp;&nbsp;&nbsp;&nbsp;317769 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;403805 | &nbsp;&nbsp;&nbsp;&nbsp;423853 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;1087583 | &nbsp;&nbsp;&nbsp;&nbsp;932942 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;332290 | &nbsp;&nbsp;&nbsp;&nbsp;340883 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;331810 | &nbsp;&nbsp;&nbsp;&nbsp;330177 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;452333 | &nbsp;&nbsp;&nbsp;&nbsp;455549 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;859682 | &nbsp;&nbsp;&nbsp;&nbsp;743860 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14675 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;410702 | &nbsp;&nbsp;&nbsp;&nbsp;418659 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;468475 | &nbsp;&nbsp;&nbsp;&nbsp;474441 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;488198 | &nbsp;&nbsp;&nbsp;&nbsp;506963 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;1028824 | &nbsp;&nbsp;&nbsp;&nbsp;907334 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;466952 | &nbsp;&nbsp;&nbsp;&nbsp;484864 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;468903 | &nbsp;&nbsp;&nbsp;&nbsp;477548 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;497876 | &nbsp;&nbsp;&nbsp;&nbsp;503633 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;1263758 | &nbsp;&nbsp;1080957 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;255848 | &nbsp;&nbsp;&nbsp;&nbsp;253449 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;471747 | &nbsp;&nbsp;&nbsp;&nbsp;463897 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;366190 | &nbsp;&nbsp;&nbsp;&nbsp;370024 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;1072666 | &nbsp;&nbsp;&nbsp;&nbsp;917758 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;365618 | &nbsp;&nbsp;&nbsp;&nbsp;369331 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;366660 | &nbsp;&nbsp;&nbsp;&nbsp;378118 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;365356 | &nbsp;&nbsp;&nbsp;&nbsp;374062 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;941892 | &nbsp;&nbsp;&nbsp;&nbsp;827430 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;413060 | &nbsp;&nbsp;&nbsp;&nbsp;416900 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;488256 | &nbsp;&nbsp;&nbsp;&nbsp;492643 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;473543 | &nbsp;&nbsp;&nbsp;&nbsp;474172 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;994357 | &nbsp;&nbsp;&nbsp;&nbsp;927859 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;744671 | &nbsp;&nbsp;&nbsp;&nbsp;751042 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/32 | &nbsp;&nbsp;3530911 | &nbsp;&nbsp;3533532 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;938594 | &nbsp;&nbsp;&nbsp;&nbsp;865853 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;953493 | &nbsp;&nbsp;&nbsp;&nbsp;960048 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;891999 | &nbsp;&nbsp;&nbsp;&nbsp;860012 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;793091 | &nbsp;&nbsp;&nbsp;&nbsp;756101 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;898500 | &nbsp;&nbsp;&nbsp;&nbsp;885058 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;966933 | &nbsp;&nbsp;&nbsp;&nbsp;993297 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;1113266 | &nbsp;&nbsp;1101872 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;1158840 | &nbsp;&nbsp;1177037 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;1147145 | &nbsp;&nbsp;1120259 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;1148502 | &nbsp;&nbsp;1152405 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;1228548 | &nbsp;&nbsp;1267804 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;2560164 | &nbsp;&nbsp;2564165 |

---

------

Total Bond Market II Index 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;4.375% | &nbsp;&nbsp;2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;48075 | &nbsp;&nbsp;&nbsp;&nbsp;47985 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;29589 | &nbsp;&nbsp;&nbsp;&nbsp;29914 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;73194 | &nbsp;&nbsp;&nbsp;&nbsp;66012 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;122867 | &nbsp;&nbsp;119546 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/39 | &nbsp;&nbsp;125656 | &nbsp;&nbsp;125106 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;135905 | &nbsp;&nbsp;133144 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;159805 | &nbsp;&nbsp;160623 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;524215 | &nbsp;&nbsp;325505 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;167346 | &nbsp;&nbsp;163417 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;628211 | &nbsp;&nbsp;385957 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;140325 | &nbsp;&nbsp;129017 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;704330 | &nbsp;&nbsp;448350 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;141854 | &nbsp;&nbsp;135919 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;856851 | &nbsp;&nbsp;588851 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;120722 | &nbsp;&nbsp;122207 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;651869 | &nbsp;&nbsp;473216 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;64728 | &nbsp;&nbsp;&nbsp;&nbsp;62685 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;870649 | &nbsp;&nbsp;577621 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;95310 | &nbsp;&nbsp;&nbsp;&nbsp;85351 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;734488 | &nbsp;&nbsp;504759 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;113056 | &nbsp;&nbsp;&nbsp;&nbsp;92635 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;591619 | &nbsp;&nbsp;430056 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;128742 | &nbsp;&nbsp;105045 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;118000 | &nbsp;&nbsp;&nbsp;&nbsp;94165 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;567721 | &nbsp;&nbsp;469434 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;147528 | &nbsp;&nbsp;112819 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;526879 | &nbsp;&nbsp;442105 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;243319 | &nbsp;&nbsp;185217 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;501961 | &nbsp;&nbsp;457804 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;204159 | &nbsp;&nbsp;164021 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;333295 | &nbsp;&nbsp;298247 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;284815 | &nbsp;&nbsp;219341 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;428496 | &nbsp;&nbsp;382700 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;229652 | &nbsp;&nbsp;197420 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;433712 | &nbsp;&nbsp;413466 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;209806 | &nbsp;&nbsp;183244 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;527375 | &nbsp;&nbsp;526716 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;253494 | &nbsp;&nbsp;216886 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;455680 | &nbsp;&nbsp;440319 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;244400 | &nbsp;&nbsp;200895 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;331060 | &nbsp;&nbsp;324633 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;311150 | &nbsp;&nbsp;245164 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;457924 | &nbsp;&nbsp;419555 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;285089 | &nbsp;&nbsp;219429 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;441288 | &nbsp;&nbsp;432031 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;274140 | &nbsp;&nbsp;192915 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;479639 | &nbsp;&nbsp;477184 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;170254 | &nbsp;&nbsp;130384 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;677795 | &nbsp;&nbsp;696223 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;165506 | &nbsp;&nbsp;123709 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;132327 | &nbsp;&nbsp;100775 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/46 | &nbsp;&nbsp;367758 | &nbsp;&nbsp;254787 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;413878 | &nbsp;&nbsp;285721 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;405843 | &nbsp;&nbsp;265811 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;294675 | &nbsp;&nbsp;216954 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/47 | &nbsp;&nbsp;343279 | &nbsp;&nbsp;257714 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;293251 | &nbsp;&nbsp;219560 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;354418 | &nbsp;&nbsp;252647 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;377824 | &nbsp;&nbsp;268609 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;484371 | &nbsp;&nbsp;359797 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;517644 | &nbsp;&nbsp;392601 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;545462 | &nbsp;&nbsp;403301 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;574303 | &nbsp;&nbsp;454215 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;606784 | &nbsp;&nbsp;447148 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;586242 | &nbsp;&nbsp;420697 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;496149 | &nbsp;&nbsp;311159 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;562536 | &nbsp;&nbsp;361781 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;632664 | &nbsp;&nbsp;371517 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;594411 | &nbsp;&nbsp;285526 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;731565 | &nbsp;&nbsp;360610 |

---

------

Total Bond Market II Index 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;1.625% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;752010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396098 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;841415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472639 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;861161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546064 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;894652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515823 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;731835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407083 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;727318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444374 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;636161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447798 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;674222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486730 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;516969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452166 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;515834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421070 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;522733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426374 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;563824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503632 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;440064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436042 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;677801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618414 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;537398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522032 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;731521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668199 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;1022336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974574 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;337782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328941 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;1638281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628874 |
|  |  |  |  |  | &nbsp;&nbsp;**153065710** |
| **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** |
| <sup>3,4</sup> | AID-Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5499 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25416 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20534 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11112 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11716 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5263 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12043 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17770 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10513 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14460 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4586 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9368 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9242 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7144 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/22/28 | &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;511 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5744 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7082 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7060 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8557 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26148 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34143 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35019 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43262 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;12/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64568 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13229 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37566 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5154 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22340 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11057 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19239 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27906 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61810 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17029 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16691 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23012 |
| <sup>3,5</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17360 |
| <sup>5</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51980 |
| <sup>5</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68791 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29682 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91904 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47392 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20438 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51725 |

---

------

Total Bond Market II Index 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> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;8/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121835 | &nbsp;&nbsp;&nbsp;&nbsp;105305 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63250 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.210% | &nbsp;&nbsp;8/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4139 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8683 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4924 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4618 |
| <sup>3</sup> | Tennessee Valley Authority | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25355 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16029 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10929 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11737 |
| <sup>3</sup> | Tennessee Valley Authority | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6482 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9786 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13571 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6038 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14137 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23411 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13550 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8785 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11707 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17749 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7731 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6485 |
|  |  |  |  |  | &nbsp;&nbsp;**1449638** |
| **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>3,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/1/28–12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7435 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/27–3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118099 | &nbsp;&nbsp;&nbsp;&nbsp;114024 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/1/26–2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476085 | &nbsp;&nbsp;&nbsp;&nbsp;436881 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/1/25–3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558640 | &nbsp;&nbsp;&nbsp;&nbsp;519676 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/25–2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357342 | &nbsp;&nbsp;&nbsp;&nbsp;341231 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/25–1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153379 | &nbsp;&nbsp;&nbsp;&nbsp;150797 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/25–11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51510 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/25–6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35597 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/1/27–5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14500 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/26–12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/27–2/1/32 | &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;7 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;1/1/27–11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/26–3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28433 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/25–5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38239 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/25–5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45189 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/33–2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38783 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/32–5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21520 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/40–2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/29–6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/28–8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2607 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/27–9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;1/15/27 | &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;2 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/20/51–12/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35528 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/20/50–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1959051 | &nbsp;&nbsp;1597448 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/20/27–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1950543 | &nbsp;&nbsp;1660134 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/20/26–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1918452 | &nbsp;&nbsp;1706667 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/20/25–8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1543801 | &nbsp;&nbsp;1418994 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/20/25–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1140264 | &nbsp;&nbsp;1074785 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/20/33–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1437215 | &nbsp;&nbsp;1386807 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/20/32–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1960720 | &nbsp;&nbsp;1932249 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/20/48–7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2219929 | &nbsp;&nbsp;2227893 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/20/33–8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1406907 | &nbsp;&nbsp;1431674 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/20/28–8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546993 | &nbsp;&nbsp;&nbsp;&nbsp;564042 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/20/34–9/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103211 | &nbsp;&nbsp;&nbsp;&nbsp;106851 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;12/20/53–2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/1/35–4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2439072 | &nbsp;&nbsp;1975132 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/1/27–7/25/55 | &nbsp;&nbsp;10795772 | &nbsp;&nbsp;8851198 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/1/26–7/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;7557034 | &nbsp;&nbsp;6412635 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/1/25–7/25/55 | &nbsp;&nbsp;4689324 | &nbsp;&nbsp;&nbsp;&nbsp;4163954 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/25–7/25/55 | &nbsp;&nbsp;2914885 | &nbsp;&nbsp;&nbsp;&nbsp;2678570 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/25–7/25/55 | &nbsp;&nbsp;2616118 | &nbsp;&nbsp;&nbsp;&nbsp;2468439 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/26–7/25/55 | &nbsp;&nbsp;2345013 | &nbsp;&nbsp;&nbsp;&nbsp;2266891 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/25–7/25/55 | &nbsp;&nbsp;3616111 | &nbsp;&nbsp;&nbsp;&nbsp;3569819 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/1/25–7/25/55 | &nbsp;&nbsp;4970088 | &nbsp;&nbsp;&nbsp;&nbsp;4995474 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/1/26–7/25/55 | &nbsp;&nbsp;4531812 | &nbsp;&nbsp;&nbsp;&nbsp;4629016 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/1/52–8/25/55 | &nbsp;&nbsp;2181649 | &nbsp;&nbsp;&nbsp;&nbsp;2264516 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/27–8/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;475544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501187 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/30–1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23949 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  |  |  |  |  | &nbsp;&nbsp;**61799302** |
| **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>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.155% | &nbsp;&nbsp;6.405% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.313% | &nbsp;&nbsp;6.563% | &nbsp;&nbsp;1/1/35 | &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;26 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.290% | &nbsp;&nbsp;6.186% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.310% | &nbsp;&nbsp;6.999% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.431% | &nbsp;&nbsp;7.068% | &nbsp;&nbsp;7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.465% | &nbsp;&nbsp;7.215% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.472% | &nbsp;&nbsp;6.374% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.527% | &nbsp;&nbsp;7.351% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.530% | &nbsp;&nbsp;6.216% | &nbsp;&nbsp;12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.559% | &nbsp;&nbsp;7.292% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;7.241% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.597% | &nbsp;&nbsp;6.472% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&nbsp;&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;&nbsp;18 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.599% | &nbsp;&nbsp;6.833% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.612% | &nbsp;&nbsp;6.449% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.623% | &nbsp;&nbsp;6.623% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.627% | &nbsp;&nbsp;6.502% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.635% | &nbsp;&nbsp;6.635% | &nbsp;&nbsp;11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.644% | &nbsp;&nbsp;7.394% | &nbsp;&nbsp;8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.673% | &nbsp;&nbsp;6.842% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.676% | &nbsp;&nbsp;7.149% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.682% | &nbsp;&nbsp;6.682% | &nbsp;&nbsp;1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.563% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.966% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;7.198% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;7.445% | &nbsp;&nbsp;7/1/39 | &nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.698% | &nbsp;&nbsp;7.448% | &nbsp;&nbsp;8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;6.515% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;7.575% | &nbsp;&nbsp;7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.702% | &nbsp;&nbsp;7.126% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.703% | &nbsp;&nbsp;6.657% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.705% | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&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;&nbsp;18 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.711% | &nbsp;&nbsp;6.972% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.711% | &nbsp;&nbsp;7.460% | &nbsp;&nbsp;7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;7.366% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.738% | &nbsp;&nbsp;7.246% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;6.619% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;6.748% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;7.111% | &nbsp;&nbsp;7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.697% | &nbsp;&nbsp;2/1/36 | &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;&nbsp;48 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.755% | &nbsp;&nbsp;6.739% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;6.655% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.787% | &nbsp;&nbsp;7.189% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.790% | &nbsp;&nbsp;6.752% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;53 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.792% | &nbsp;&nbsp;7.245% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.795% | &nbsp;&nbsp;6.739% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.796% | &nbsp;&nbsp;6.869% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.799% | &nbsp;&nbsp;6.870% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.800% | &nbsp;&nbsp;6.687% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.805% | &nbsp;&nbsp;6.669% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.435% | &nbsp;&nbsp;11/1/33–11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.685% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;53 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.810% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.812% | &nbsp;&nbsp;6.742% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;6.651% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;6.717% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.440% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.565% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.576% | &nbsp;&nbsp;5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.660% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.815% | &nbsp;&nbsp;11/1/40–2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.823% | &nbsp;&nbsp;6.699% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;6.825% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.826% | &nbsp;&nbsp;7.701% | &nbsp;&nbsp;7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.827% | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;6.705% | &nbsp;&nbsp;4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;177 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;7.705% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.831% | &nbsp;&nbsp;6.888% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.782% | &nbsp;&nbsp;1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.835% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.839% | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;7.590% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;7.037% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.909% | &nbsp;&nbsp;6.909% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 2.130% | &nbsp;&nbsp;7.445% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT6M + 1.037% | &nbsp;&nbsp;5.662% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT6M + 1.840% | &nbsp;&nbsp;6.648% | &nbsp;&nbsp;8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.664% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;7.204% | &nbsp;&nbsp;11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.413% | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.275% | &nbsp;&nbsp;6.275% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.461% | &nbsp;&nbsp;6.485% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.570% | &nbsp;&nbsp;6.459% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;6.265% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;7.137% | &nbsp;&nbsp;11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | &nbsp;&nbsp;6.660% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;6.596% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.727% | &nbsp;&nbsp;6.602% | &nbsp;&nbsp;1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;6.610% | &nbsp;&nbsp;12/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | &nbsp;&nbsp;6.369% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | &nbsp;&nbsp;6.620% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.475% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.789% | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.869% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.842% | &nbsp;&nbsp;7.327% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | &nbsp;&nbsp;6.480% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.755% | &nbsp;&nbsp;12/1/40–3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.825% | &nbsp;&nbsp;1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.987% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;7.684% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;7.755% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | &nbsp;&nbsp;7.606% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.886% | &nbsp;&nbsp;7.635% | &nbsp;&nbsp;8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.890% | &nbsp;&nbsp;6.808% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.893% | &nbsp;&nbsp;7.489% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;7.775% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.785% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.812% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.843% | &nbsp;&nbsp;1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.995% | &nbsp;&nbsp;6.913% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | &nbsp;&nbsp;6.960% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.570% | &nbsp;&nbsp;6.195% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.665% | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/20/41–8/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;807 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/38–12/20/43 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1419 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/20/29–6/20/43 | &nbsp;&nbsp;1146 | &nbsp;&nbsp;1164 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/20/41–3/20/43 | &nbsp;&nbsp;1672 | &nbsp;&nbsp;1698 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/20/38–12/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/20/40 | &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;24 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17450** |
| **Total U.S. Government and Agency Obligations (Cost $228,741,294)** | **Total U.S. Government and Agency Obligations (Cost $228,741,294)** | **Total U.S. Government and Agency Obligations (Cost $228,741,294)** | **Total U.S. Government and Agency Obligations (Cost $228,741,294)** | **Total U.S. Government and Agency Obligations (Cost $228,741,294)** | **216332100** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.310% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;2459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7540 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2537 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2022-3 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;23050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23027 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2022-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10714 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;16575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16661 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-3 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6877 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-4 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7044 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11832 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2024-2 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-1 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;11550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11695 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8552 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7607 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2021-3 | &nbsp;&nbsp;1.170% | &nbsp;&nbsp;8/18/27 | &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;60 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2021-3 | &nbsp;&nbsp;1.410% | &nbsp;&nbsp;8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.620% | &nbsp;&nbsp;11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;2103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047 |
| <sup>3</sup> | BA Credit Card Trust Series 2023-A1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;12225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12277 |
| <sup>3</sup> | BA Credit Card Trust Series 2024-A1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15222 |
| <sup>3</sup> | BA Credit Card Trust Series 2025-A1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416 |
| <sup>3</sup> | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | &nbsp;&nbsp;3.705% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2516 |
| <sup>3</sup> | BANK Series 2017-BNK4 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5857 |
| <sup>3</sup> | BANK Series 2017-BNK5 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6856 |
| <sup>3</sup> | BANK Series 2017-BNK5 | &nbsp;&nbsp;3.624% | &nbsp;&nbsp;6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406 |
| <sup>3</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.254% | &nbsp;&nbsp;7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;3441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3365 |
| <sup>3</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.518% | &nbsp;&nbsp;7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;9658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9479 |
| <sup>3</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;9929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9702 |
| <sup>3</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;11485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11235 |
| <sup>3</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.435% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854 |
| <sup>3</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5074 |
| <sup>3</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5724 |
| <sup>3</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.731% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
| <sup>3</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286 |
| <sup>3</sup> | BANK Series 2017-BNK9 | &nbsp;&nbsp;3.279% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 |
| <sup>3</sup> | BANK Series 2017-BNK9 | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5999 |
| <sup>3</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.641% | &nbsp;&nbsp;2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
| <sup>3</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.688% | &nbsp;&nbsp;2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4293 |
| <sup>3</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.898% | &nbsp;&nbsp;2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 |
| <sup>3</sup> | BANK Series 2018-BNK11 | &nbsp;&nbsp;4.046% | &nbsp;&nbsp;3/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 |
| <sup>3</sup> | BANK Series 2018-BNK12 | &nbsp;&nbsp;4.255% | &nbsp;&nbsp;5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6174 |
| <sup>3</sup> | BANK Series 2018-BNK12 | &nbsp;&nbsp;4.474% | &nbsp;&nbsp;5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621 |
| <sup>3</sup> | BANK Series 2018-BNK13 | &nbsp;&nbsp;3.953% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196 |
| <sup>3</sup> | BANK Series 2018-BNK13 | &nbsp;&nbsp;4.217% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6129 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;3.966% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.231% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2398 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.481% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 |
| <sup>3</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9029 |
| <sup>3</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6702 |
| <sup>3</sup> | BANK Series 2019-BNK17 | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4928 |
| <sup>3</sup> | BANK Series 2019-BNK17 | &nbsp;&nbsp;3.976% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 |
| <sup>3</sup> | BANK Series 2019-BNK18 | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 |
| <sup>3</sup> | BANK Series 2019-BNK18 | &nbsp;&nbsp;3.826% | &nbsp;&nbsp;5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 |
| <sup>3</sup> | BANK Series 2019-BNK19 | &nbsp;&nbsp;3.183% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3194 |

---

------

Total Bond Market II Index 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> | BANK Series 2019-BNK20 | &nbsp;&nbsp;3.011% | &nbsp;&nbsp;9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;7217 |
| <sup>3</sup> | BANK Series 2019-BNK21 | &nbsp;&nbsp;2.851% | &nbsp;&nbsp;10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;2370 |
| <sup>3</sup> | BANK Series 2019-BNK21 | &nbsp;&nbsp;3.093% | &nbsp;&nbsp;10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2980 |
| <sup>3</sup> | BANK Series 2019-BNK22 | &nbsp;&nbsp;2.978% | &nbsp;&nbsp;11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;3401 |
| <sup>3</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;7715 |
| <sup>3</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2888 |
| <sup>3</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/62 | &nbsp;&nbsp;15788 | &nbsp;&nbsp;14751 |
| <sup>3</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2691 |
| <sup>3</sup> | BANK Series 2020-BNK25 | &nbsp;&nbsp;2.649% | &nbsp;&nbsp;1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;4035 | &nbsp;&nbsp;&nbsp;&nbsp;3674 |
| <sup>3</sup> | BANK Series 2020-BNK25 | &nbsp;&nbsp;2.841% | &nbsp;&nbsp;1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;2691 |
| <sup>3</sup> | BANK Series 2020-BNK26 | &nbsp;&nbsp;2.403% | &nbsp;&nbsp;3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;6872 |
| <sup>3</sup> | BANK Series 2020-BNK26 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2126 |
| <sup>3</sup> | BANK Series 2020-BNK27 | &nbsp;&nbsp;2.144% | &nbsp;&nbsp;4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;5843 |
| <sup>3</sup> | BANK Series 2020-BNK27 | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1689 |
| <sup>3</sup> | BANK Series 2020-BNK28 | &nbsp;&nbsp;1.844% | &nbsp;&nbsp;3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1697 |
| <sup>3</sup> | BANK Series 2020-BNK29 | &nbsp;&nbsp;1.997% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;4340 |
| <sup>3</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;1.925% | &nbsp;&nbsp;12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;2947 |
| <sup>3</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;2.111% | &nbsp;&nbsp;12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
| <sup>3</sup> | BANK Series 2021-BNK31 | &nbsp;&nbsp;2.036% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;2102 |
| <sup>3</sup> | BANK Series 2021-BNK31 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;1213 |
| <sup>3</sup> | BANK Series 2021-BNK32 | &nbsp;&nbsp;2.643% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3755 |
| <sup>3</sup> | BANK Series 2021-BNK33 | &nbsp;&nbsp;2.556% | &nbsp;&nbsp;5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;9971 | &nbsp;&nbsp;&nbsp;&nbsp;8844 |
| <sup>3</sup> | BANK Series 2021-BNK34 | &nbsp;&nbsp;2.438% | &nbsp;&nbsp;6/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;6791 |
| <sup>3</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4074 |
| <sup>3</sup> | BANK Series 2021-BNK36 | &nbsp;&nbsp;2.470% | &nbsp;&nbsp;9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;5942 |
| <sup>3</sup> | BANK Series 2021-BNK36 | &nbsp;&nbsp;2.695% | &nbsp;&nbsp;9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1801 |
| <sup>3</sup> | BANK Series 2021-BNK37 | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;5977 |
| <sup>3</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2435 |
| <sup>3</sup> | BANK Series 2022-BNK41 | &nbsp;&nbsp;3.916% | &nbsp;&nbsp;4/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2394 |
| <sup>3</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.399% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;9066 |
| <sup>3</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1889 |
| <sup>3</sup> | BANK Series 2023-5YR2 | &nbsp;&nbsp;6.656% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6935 |
| <sup>3</sup> | BANK Series 2023-5YR2 | &nbsp;&nbsp;7.379% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2334 |
| <sup>3</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;6.724% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3497 |
| <sup>3</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;7.559% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3688 |
| <sup>3</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;7.559% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1732 |
| <sup>3</sup> | BANK Series 2023-5YR4 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp;1141 |
| <sup>3</sup> | BANK Series 2023-5YR4 | &nbsp;&nbsp;7.274% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
| <sup>3</sup> | BANK Series 2023-BNK45 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3272 |
| <sup>3</sup> | BANK Series 2023-BNK45 | &nbsp;&nbsp;5.651% | &nbsp;&nbsp;2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1850 |
| <sup>3</sup> | BANK Series 2023-BNK46 | &nbsp;&nbsp;5.745% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6911 |
| <sup>3</sup> | BANK Series 2023-BNK46 | &nbsp;&nbsp;6.385% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1636 |
| <sup>3</sup> | BANK Series 2024-5YR9 | &nbsp;&nbsp;5.614% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;5705 |
| <sup>3</sup> | BANK Series 2024-BNK47 | &nbsp;&nbsp;5.716% | &nbsp;&nbsp;6/15/57 | &nbsp;&nbsp;10085 | &nbsp;&nbsp;10606 |
| <sup>3</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7034 |
| <sup>3</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5916 |
| <sup>3</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;3/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9927 |
| <sup>3</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3677 |
| <sup>3</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
| <sup>3</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7560 | &nbsp;&nbsp;&nbsp;&nbsp;7445 |
| <sup>3</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2738 |
| <sup>3</sup> | BANK Trust Series 2024-5YR6 | &nbsp;&nbsp;6.225% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;37200 | &nbsp;&nbsp;39164 |
| <sup>3</sup> | BANK Trust Series 2024-5YR6 | &nbsp;&nbsp;6.790% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;19500 | &nbsp;&nbsp;20697 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;17550 | &nbsp;&nbsp;16931 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C4 | &nbsp;&nbsp;2.919% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;12610 | &nbsp;&nbsp;11764 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C4 | &nbsp;&nbsp;3.171% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6343 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6638 | &nbsp;&nbsp;&nbsp;&nbsp;6173 |
| <sup>3</sup> | Barclays Dryrock Issuance Trust Series 2023-1 | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;16875 | &nbsp;&nbsp;16917 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.674% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;10625 | &nbsp;&nbsp;10411 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.898% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2798 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;9939 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.639% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;5567 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1441 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C7 | &nbsp;&nbsp;2.037% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1551 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.040% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5024 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.398% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;1050 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C9 | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;6326 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2218 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.536% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |

---

------

Total Bond Market II Index 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> | BBCMS Mortgage Trust Series 2021-C12 | &nbsp;&nbsp;2.689% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3792 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2022-C14 | &nbsp;&nbsp;2.946% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;9418 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-5C23 | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1060 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-5C23 | &nbsp;&nbsp;7.703% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C19 | &nbsp;&nbsp;5.451% | &nbsp;&nbsp;4/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3330 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C19 | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;4/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1114 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C20 | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2282 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C20 | &nbsp;&nbsp;5.973% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;7083 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.506% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3771 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.506% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1162 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;6.804% | &nbsp;&nbsp;11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4897 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;7.368% | &nbsp;&nbsp;11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1497 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;5.946% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;8382 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;6.358% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4181 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C27 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1884 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C27 | &nbsp;&nbsp;6.410% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2361 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2737 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5604 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11913 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8769 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5780 |
| <sup>3</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6709 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4792 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;1987 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;14945 | &nbsp;&nbsp;14655 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.084% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;5477 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B3 | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;4/10/51 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10087 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B4 | &nbsp;&nbsp;4.121% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;2683 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B4 | &nbsp;&nbsp;4.311% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3891 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B5 | &nbsp;&nbsp;4.208% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2071 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B5 | &nbsp;&nbsp;4.419% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1687 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B6 | &nbsp;&nbsp;4.261% | &nbsp;&nbsp;10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;6978 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B6 | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2081 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B7 | &nbsp;&nbsp;4.377% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1767 | &nbsp;&nbsp;&nbsp;&nbsp;1758 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B7 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;10266 | &nbsp;&nbsp;10194 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;4.232% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;7114 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;4.532% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3798 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B9 | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;2514 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B9 | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6509 | &nbsp;&nbsp;&nbsp;&nbsp;6336 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B10 | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;7181 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B10 | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3062 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.281% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1866 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.542% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2429 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.784% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3098 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B13 | &nbsp;&nbsp;2.952% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;11712 | &nbsp;&nbsp;10971 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B14 | &nbsp;&nbsp;3.049% | &nbsp;&nbsp;12/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;4215 | &nbsp;&nbsp;&nbsp;&nbsp;3938 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B15 | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.732% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3879 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.944% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp;1121 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.289% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;14279 | &nbsp;&nbsp;12640 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.583% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1058 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2034 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;2.148% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B20 | &nbsp;&nbsp;2.034% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;4079 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B20 | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;1.978% | &nbsp;&nbsp;12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5156 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;2.254% | &nbsp;&nbsp;12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B22 | &nbsp;&nbsp;1.973% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;14350 | &nbsp;&nbsp;12331 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-IG1 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;5454 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-IG1 | &nbsp;&nbsp;2.909% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;1741 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B23 | &nbsp;&nbsp;2.070% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;8318 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B23 | &nbsp;&nbsp;2.274% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2676 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B24 | &nbsp;&nbsp;2.584% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5069 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B24 | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1062 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B25 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;5654 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B25 | &nbsp;&nbsp;2.847% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2585 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B26 | &nbsp;&nbsp;2.613% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;6824 |

---

------

Total Bond Market II Index 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> | Benchmark Mortgage Trust Series 2021-B28 | &nbsp;&nbsp;2.224% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3660 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.284% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.388% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2229 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.612% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B30 | &nbsp;&nbsp;2.576% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;&nbsp;&nbsp;9284 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B31 | &nbsp;&nbsp;2.669% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1758 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B32 | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;11913 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B32 | &nbsp;&nbsp;3.527% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;2970 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B33 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3062 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B34 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2457 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B35 | &nbsp;&nbsp;4.591% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9639 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4185 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.951% | &nbsp;&nbsp;7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1277 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-B39 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;11537 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-B39 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3737 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V2 | &nbsp;&nbsp;5.812% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;4462 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V2 | &nbsp;&nbsp;6.537% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2263 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V3 | &nbsp;&nbsp;6.363% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1153 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V3 | &nbsp;&nbsp;7.097% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;3725 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V5 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;1/10/57 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2803 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V5 | &nbsp;&nbsp;6.417% | &nbsp;&nbsp;1/10/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8608 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7574 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7367 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp;3145 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2025-V15 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;6/15/58 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10488 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C1 | &nbsp;&nbsp;3.374% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2747 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C2 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;3440 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C3 | &nbsp;&nbsp;5.313% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;10912 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C3 | &nbsp;&nbsp;5.503% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1520 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C1 | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1366 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C1 | &nbsp;&nbsp;7.355% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C2 | &nbsp;&nbsp;7.296% | &nbsp;&nbsp;11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2037 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C2 | &nbsp;&nbsp;7.485% | &nbsp;&nbsp;11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3950 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C4 | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3241 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C4 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C5 | &nbsp;&nbsp;5.765% | &nbsp;&nbsp;6/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2712 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C5 | &nbsp;&nbsp;6.162% | &nbsp;&nbsp;6/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C6 | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6986 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C6 | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2368 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4603 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.674% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2442 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;5.739% | &nbsp;&nbsp;2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4598 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;6.286% | &nbsp;&nbsp;2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;10138 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.866% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;10108 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;7.253% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5749 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;11255 | &nbsp;&nbsp;11722 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5321 | &nbsp;&nbsp;&nbsp;&nbsp;5544 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;9015 | &nbsp;&nbsp;&nbsp;&nbsp;9460 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;6.127% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;7002 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.478% | &nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;2605 |
| <sup>3</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;10171 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2023-2 | &nbsp;&nbsp;5.990% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2023-2 | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1664 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2024-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7124 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2024-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3604 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2024-2 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2299 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2024-2 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2422 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2025-1 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2514 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2025-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2022-A | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2022-A | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;12/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;1163 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2024-A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/26/29 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12404 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2025-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5043 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2025-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;12/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF1 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;5481 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF2 | &nbsp;&nbsp;2.874% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;5721 |

---

------

Total Bond Market II Index 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> | Cantor Commercial Real Estate Lending Series 2019-CF3 | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;5785 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF3 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2396 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2019-A3 | &nbsp;&nbsp;2.060% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;15250 | &nbsp;&nbsp;14894 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2021-A2 | &nbsp;&nbsp;1.390% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;24275 | &nbsp;&nbsp;22436 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2023-A1 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;17325 | &nbsp;&nbsp;17342 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2021-1 | &nbsp;&nbsp;0.770% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2021-1 | &nbsp;&nbsp;1.040% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;1115 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.170% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp;1183 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2602 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;1168 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1469 | &nbsp;&nbsp;&nbsp;&nbsp;1473 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1309 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2315 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;1046 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2021-4 | &nbsp;&nbsp;0.560% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2021-4 | &nbsp;&nbsp;0.820% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1059 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2112 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2022-2 | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2022-2 | &nbsp;&nbsp;3.620% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1218 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2821 | &nbsp;&nbsp;&nbsp;&nbsp;2824 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1732 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;3382 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1314 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2674 | &nbsp;&nbsp;&nbsp;&nbsp;2691 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;1789 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1471 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1809 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2214 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5578 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-2 | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4366 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5708 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4130 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1621 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6891 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2552 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1211 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 |
| <sup>3</sup> | CarMax Select Receivables Trust Series 2024-A | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1112 |
| <sup>3</sup> | CarMax Select Receivables Trust Series 2024-A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1016 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2021-P3 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1509 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1264 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P1 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P2 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4026 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P2 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2528 |
| <sup>3</sup> | CCUBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
| <sup>3</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5454 |
| <sup>3</sup> | CD Mortgage Trust Series 2016-CD2 | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4827 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;2/10/50 | &nbsp;&nbsp;14170 | &nbsp;&nbsp;13639 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.833% | &nbsp;&nbsp;2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;3706 | &nbsp;&nbsp;&nbsp;&nbsp;3307 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.514% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4313 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.746% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2892 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.431% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3420 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.332% | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp;1072 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.456% | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;4584 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.709% | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2723 |
| <sup>3</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
| <sup>3</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12565 |
| <sup>3</sup> | CD Mortgage Trust Series 2019-CD8 | &nbsp;&nbsp;2.657% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;2654 |
| <sup>3</sup> | CD Mortgage Trust Series 2019-CD8 | &nbsp;&nbsp;2.912% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;7766 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2016-C3 | &nbsp;&nbsp;3.865% | &nbsp;&nbsp;1/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3631 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;4997 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3553 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2016-C6 | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9507 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2017-C8 | &nbsp;&nbsp;3.572% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3321 |
| <sup>3</sup> | CGMS Commercial Mortgage Trust Series 2017-B1 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9697 |

---

------

Total Bond Market II Index 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> | CGMS Commercial Mortgage Trust Series 2017-B1 | &nbsp;&nbsp;3.711% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1906 |
| <sup>3</sup> | Chase Issuance Trust Series 2022-A1 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3396 |
| <sup>3</sup> | Chase Issuance Trust Series 2023-A1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;7607 |
| <sup>3</sup> | Chase Issuance Trust Series 2023-A2 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;6843 |
| <sup>3</sup> | Chase Issuance Trust Series 2024-A1 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;11550 | &nbsp;&nbsp;11635 |
| <sup>3</sup> | Chase Issuance Trust Series 2024-A2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6311 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2007-A3 | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;5382 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2018-A7 | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;10/13/30 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10648 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2023-A1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1454 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;8524 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4935 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC29 | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;4/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;1763 | &nbsp;&nbsp;&nbsp;&nbsp;1693 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC31 | &nbsp;&nbsp;3.762% | &nbsp;&nbsp;6/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp;1092 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC35 | &nbsp;&nbsp;3.549% | &nbsp;&nbsp;11/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;1606 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.003% | &nbsp;&nbsp;5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.209% | &nbsp;&nbsp;5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3899 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-C2 | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2450 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-C3 | &nbsp;&nbsp;2.984% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-GC36 | &nbsp;&nbsp;3.616% | &nbsp;&nbsp;2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;9615 | &nbsp;&nbsp;&nbsp;&nbsp;9492 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-GC37 | &nbsp;&nbsp;3.314% | &nbsp;&nbsp;4/10/49 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;10645 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-P4 | &nbsp;&nbsp;2.646% | &nbsp;&nbsp;7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1499 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-P4 | &nbsp;&nbsp;2.902% | &nbsp;&nbsp;7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2300 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.209% | &nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp;1423 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.471% | &nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;8254 | &nbsp;&nbsp;&nbsp;&nbsp;8068 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.764% | &nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1514 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1270 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;6642 | &nbsp;&nbsp;&nbsp;&nbsp;6556 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/51 | &nbsp;&nbsp;15475 | &nbsp;&nbsp;15218 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-C5 | &nbsp;&nbsp;3.963% | &nbsp;&nbsp;6/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;4751 | &nbsp;&nbsp;&nbsp;&nbsp;4695 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-C5 | &nbsp;&nbsp;4.228% | &nbsp;&nbsp;6/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1175 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-C6 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;11/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1881 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;2061 | &nbsp;&nbsp;&nbsp;&nbsp;1929 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2019-GC41 | &nbsp;&nbsp;2.869% | &nbsp;&nbsp;8/10/56 | &nbsp;&nbsp;11210 | &nbsp;&nbsp;10503 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2019-GC43 | &nbsp;&nbsp;3.038% | &nbsp;&nbsp;11/10/52 | &nbsp;&nbsp;12380 | &nbsp;&nbsp;11441 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2020-GC46 | &nbsp;&nbsp;2.717% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;10880 | &nbsp;&nbsp;&nbsp;&nbsp;9984 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2020-GC46 | &nbsp;&nbsp;2.918% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1879 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2022-GC48 | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5549 |
| <sup>3</sup> | CNH Equipment Trust Series 2021-C | &nbsp;&nbsp;0.810% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>3</sup> | CNH Equipment Trust Series 2021-C | &nbsp;&nbsp;1.160% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-A | &nbsp;&nbsp;2.940% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-A | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1179 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-B | &nbsp;&nbsp;3.890% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-B | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-C | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1476 | &nbsp;&nbsp;&nbsp;&nbsp;1483 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2634 | &nbsp;&nbsp;&nbsp;&nbsp;2642 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-B | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4458 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-B | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2563 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1016 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-B | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2534 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2570 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-C | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1405 |
| <sup>3</sup> | CNH Equipment Trust Series 2025-A | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2786 |
| <sup>3</sup> | COMM Mortgage Trust Series 2013-CR12 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
| <sup>3</sup> | COMM Mortgage Trust Series 2013-CR12 | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>3</sup> | COMM Mortgage Trust Series 2014-CR14 | &nbsp;&nbsp;3.793% | &nbsp;&nbsp;2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1416 |
| <sup>3</sup> | COMM Mortgage Trust Series 2014-CR15 | &nbsp;&nbsp;4.019% | &nbsp;&nbsp;2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
| <sup>3</sup> | COMM Mortgage Trust Series 2014-UBS4 | &nbsp;&nbsp;3.694% | &nbsp;&nbsp;8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR22 | &nbsp;&nbsp;3.603% | &nbsp;&nbsp;3/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;6300 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR25 | &nbsp;&nbsp;3.759% | &nbsp;&nbsp;8/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;1049 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR26 | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;9852 | &nbsp;&nbsp;&nbsp;&nbsp;9807 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR27 | &nbsp;&nbsp;3.404% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR27 | &nbsp;&nbsp;3.612% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;2066 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-CR27 | &nbsp;&nbsp;4.485% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-LC19 | &nbsp;&nbsp;3.527% | &nbsp;&nbsp;2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>3</sup> | COMM Mortgage Trust Series 2015-LC23 | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;7797 | &nbsp;&nbsp;&nbsp;&nbsp;7765 |
| <sup>3</sup> | COMM Mortgage Trust Series 2016-CR28 | &nbsp;&nbsp;3.762% | &nbsp;&nbsp;2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp;&nbsp;&nbsp;9637 |
| <sup>3</sup> | COMM Mortgage Trust Series 2016-DC2 | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>3</sup> | COMM Mortgage Trust Series 2017-COR2 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |

---

------

Total Bond Market II Index 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> | COMM Mortgage Trust Series 2017-COR2 | &nbsp;&nbsp;3.510% | &nbsp;&nbsp;9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1414 |
| <sup>3</sup> | COMM Mortgage Trust Series 2018-COR3 | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2454 |
| <sup>3</sup> | COMM Mortgage Trust Series 2018-COR3 | &nbsp;&nbsp;4.228% | &nbsp;&nbsp;5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6467 |
| <sup>3</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;34465 | &nbsp;&nbsp;32089 |
| <sup>3</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;3.263% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2408 | &nbsp;&nbsp;&nbsp;&nbsp;2212 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C1 | &nbsp;&nbsp;3.791% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;1098 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C1 | &nbsp;&nbsp;3.959% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1455 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C2 | &nbsp;&nbsp;3.849% | &nbsp;&nbsp;6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;&nbsp;1342 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C3 | &nbsp;&nbsp;3.718% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2099 | &nbsp;&nbsp;&nbsp;&nbsp;2091 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C3 | &nbsp;&nbsp;4.169% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1517 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C4 | &nbsp;&nbsp;3.808% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;3755 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2016-C7 | &nbsp;&nbsp;3.502% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;8246 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2017-C8 | &nbsp;&nbsp;3.392% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7592 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2017-CX9 | &nbsp;&nbsp;3.446% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4032 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2017-CX10 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;5736 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2018-CX11 | &nbsp;&nbsp;4.033% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;12383 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2018-CX12 | &nbsp;&nbsp;4.224% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5874 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2019-C15 | &nbsp;&nbsp;4.053% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;15450 | &nbsp;&nbsp;15231 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.329% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;11870 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2021-C20 | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;12575 | &nbsp;&nbsp;11309 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2021-C20 | &nbsp;&nbsp;3.076% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1837 |
| <sup>3</sup> | Daimler Trucks Retail Trust Series 2022-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>3</sup> | Daimler Trucks Retail Trust Series 2022-1 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
| <sup>3</sup> | Daimler Trucks Retail Trust Series 2024-1 | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;5451 |
| <sup>3</sup> | Daimler Trucks Retail Trust Series 2024-1 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6771 |
| <sup>3</sup> | DBGS Mortgage Trust Series 2018-C1 | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5872 | &nbsp;&nbsp;&nbsp;&nbsp;5796 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.276% | &nbsp;&nbsp;5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2562 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2016-C3 | &nbsp;&nbsp;2.890% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6442 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5844 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.561% | &nbsp;&nbsp;6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1528 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6973 | &nbsp;&nbsp;&nbsp;&nbsp;6125 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2021-A2 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;7938 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2022-A3 | &nbsp;&nbsp;3.560% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;23025 | &nbsp;&nbsp;23018 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2022-A4 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;12625 | &nbsp;&nbsp;12644 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2023-A1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17184 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2023-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;17550 | &nbsp;&nbsp;17657 |
| <sup>3</sup> | Drive Auto Receivables Trust Series 2021-2 | &nbsp;&nbsp;1.390% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1137 | &nbsp;&nbsp;&nbsp;&nbsp;1128 |
| <sup>3</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
| <sup>3</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2008 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2021-3A | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1993 | &nbsp;&nbsp;&nbsp;&nbsp;1959 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-1A | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1339 | &nbsp;&nbsp;&nbsp;&nbsp;1326 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-2A | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-2A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1071 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-3A | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-3A | &nbsp;&nbsp;6.760% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1168 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-4A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-4A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-5A | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-5A | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2023-1A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2023-1A | &nbsp;&nbsp;6.690% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2023-4A | &nbsp;&nbsp;6.310% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2023-4A | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1109 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3019 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2024-4A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2515 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2024-5A | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2103 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2015-M10 | &nbsp;&nbsp;3.092% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;1791 | &nbsp;&nbsp;&nbsp;&nbsp;1758 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2015-M15 | &nbsp;&nbsp;2.923% | &nbsp;&nbsp;10/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;2907 | &nbsp;&nbsp;&nbsp;&nbsp;2893 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M3 | &nbsp;&nbsp;2.702% | &nbsp;&nbsp;2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;1742 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M4 | &nbsp;&nbsp;2.576% | &nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M5 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;4/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;6318 | &nbsp;&nbsp;&nbsp;&nbsp;6216 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M6 | &nbsp;&nbsp;2.488% | &nbsp;&nbsp;5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;3329 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M7 | &nbsp;&nbsp;2.499% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;1435 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M9 | &nbsp;&nbsp;2.292% | &nbsp;&nbsp;6/25/26 | &nbsp;&nbsp;12111 | &nbsp;&nbsp;11886 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M11 | &nbsp;&nbsp;2.369% | &nbsp;&nbsp;7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;8179 | &nbsp;&nbsp;&nbsp;&nbsp;8012 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M12 | &nbsp;&nbsp;2.519% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;8348 | &nbsp;&nbsp;&nbsp;&nbsp;8173 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M13 | &nbsp;&nbsp;2.608% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;6455 | &nbsp;&nbsp;&nbsp;&nbsp;6318 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M1 | &nbsp;&nbsp;2.498% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;6926 | &nbsp;&nbsp;&nbsp;&nbsp;6759 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M2 | &nbsp;&nbsp;2.907% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;3917 | &nbsp;&nbsp;&nbsp;&nbsp;3838 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M3 | &nbsp;&nbsp;2.546% | &nbsp;&nbsp;12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;8430 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M4 | &nbsp;&nbsp;2.636% | &nbsp;&nbsp;12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;7246 | &nbsp;&nbsp;&nbsp;&nbsp;7066 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M5 | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M7 | &nbsp;&nbsp;2.961% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;7089 | &nbsp;&nbsp;&nbsp;&nbsp;6954 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M8 | &nbsp;&nbsp;3.061% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;15307 | &nbsp;&nbsp;15013 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M11 | &nbsp;&nbsp;2.980% | &nbsp;&nbsp;8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;4341 | &nbsp;&nbsp;&nbsp;&nbsp;4146 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M12 | &nbsp;&nbsp;3.162% | &nbsp;&nbsp;6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;7371 | &nbsp;&nbsp;&nbsp;&nbsp;7221 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M14 | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;2966 | &nbsp;&nbsp;&nbsp;&nbsp;2882 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;3.064% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;3.206% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;9533 | &nbsp;&nbsp;&nbsp;&nbsp;9339 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M1 | &nbsp;&nbsp;3.087% | &nbsp;&nbsp;12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M2 | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;17878 | &nbsp;&nbsp;17395 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M3 | &nbsp;&nbsp;3.165% | &nbsp;&nbsp;2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;2823 | &nbsp;&nbsp;&nbsp;&nbsp;2704 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M4 | &nbsp;&nbsp;3.159% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5215 | &nbsp;&nbsp;&nbsp;&nbsp;5079 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M7 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;3632 | &nbsp;&nbsp;&nbsp;&nbsp;3541 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M8 | &nbsp;&nbsp;3.413% | &nbsp;&nbsp;6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;3939 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M10 | &nbsp;&nbsp;3.467% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;2736 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M12 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;8/25/30 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15392 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M13 | &nbsp;&nbsp;3.868% | &nbsp;&nbsp;9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;5358 | &nbsp;&nbsp;&nbsp;&nbsp;5246 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M14 | &nbsp;&nbsp;3.699% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;8470 | &nbsp;&nbsp;&nbsp;&nbsp;8341 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M1 | &nbsp;&nbsp;3.662% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;11211 | &nbsp;&nbsp;11035 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M2 | &nbsp;&nbsp;3.743% | &nbsp;&nbsp;11/25/28 | &nbsp;&nbsp;11894 | &nbsp;&nbsp;11678 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M4 | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;8532 | &nbsp;&nbsp;&nbsp;&nbsp;8259 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M5 | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;2/25/29 | &nbsp;&nbsp;54190 | &nbsp;&nbsp;52773 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M6 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M7 | &nbsp;&nbsp;3.143% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;8489 | &nbsp;&nbsp;&nbsp;&nbsp;8170 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M9 | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;12097 | &nbsp;&nbsp;11650 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M12 | &nbsp;&nbsp;2.885% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;24011 | &nbsp;&nbsp;22936 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;8/25/29 | &nbsp;&nbsp;10045 | &nbsp;&nbsp;&nbsp;&nbsp;9441 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;6816 | &nbsp;&nbsp;&nbsp;&nbsp;6197 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M21 | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;7083 | &nbsp;&nbsp;&nbsp;&nbsp;6529 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M22 | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;8/25/29 | &nbsp;&nbsp;13462 | &nbsp;&nbsp;12655 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M25 | &nbsp;&nbsp;2.330% | &nbsp;&nbsp;11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;6894 | &nbsp;&nbsp;&nbsp;&nbsp;6414 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M1 | &nbsp;&nbsp;2.151% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;4984 | &nbsp;&nbsp;&nbsp;&nbsp;4843 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M1 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;19090 | &nbsp;&nbsp;17919 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M5 | &nbsp;&nbsp;2.210% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;4572 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M14 | &nbsp;&nbsp;1.784% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;6927 | &nbsp;&nbsp;&nbsp;&nbsp;6222 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M20 | &nbsp;&nbsp;1.435% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M29 | &nbsp;&nbsp;1.492% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;13625 | &nbsp;&nbsp;11978 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M33 | &nbsp;&nbsp;0.970% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;48572 | &nbsp;&nbsp;43827 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M42 | &nbsp;&nbsp;1.270% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;63300 | &nbsp;&nbsp;55101 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M46 | &nbsp;&nbsp;1.323% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;9647 | &nbsp;&nbsp;&nbsp;&nbsp;8553 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M52 | &nbsp;&nbsp;1.359% | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;10825 | &nbsp;&nbsp;&nbsp;&nbsp;9374 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M53 | &nbsp;&nbsp;1.747% | &nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;16727 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M1 | &nbsp;&nbsp;1.433% | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;9985 | &nbsp;&nbsp;&nbsp;&nbsp;8627 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M1G | &nbsp;&nbsp;1.517% | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2233 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M3G | &nbsp;&nbsp;1.286% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;12050 | &nbsp;&nbsp;10327 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M4 | &nbsp;&nbsp;1.514% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;47775 | &nbsp;&nbsp;41212 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M11 | &nbsp;&nbsp;1.506% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;16650 | &nbsp;&nbsp;14261 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M13 | &nbsp;&nbsp;1.652% | &nbsp;&nbsp;4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;2139 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M13 | &nbsp;&nbsp;1.681% | &nbsp;&nbsp;3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1790 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M19 | &nbsp;&nbsp;1.797% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;14425 | &nbsp;&nbsp;12392 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M1 | &nbsp;&nbsp;1.724% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;16650 | &nbsp;&nbsp;14180 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M1G | &nbsp;&nbsp;1.583% | &nbsp;&nbsp;9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3198 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M3 | &nbsp;&nbsp;1.764% | &nbsp;&nbsp;11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4601 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M4 | &nbsp;&nbsp;2.290% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;7481 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M8 | &nbsp;&nbsp;2.001% | &nbsp;&nbsp;12/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;7212 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M10 | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;37600 | &nbsp;&nbsp;32544 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2023-M1S | &nbsp;&nbsp;4.649% | &nbsp;&nbsp;4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8606 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2023-M6 | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;8176 | &nbsp;&nbsp;&nbsp;&nbsp;8177 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2023-M8 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3157 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2024-M5 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/25/34 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;49114 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | &nbsp;&nbsp;3.010% | &nbsp;&nbsp;7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | &nbsp;&nbsp;3.334% | &nbsp;&nbsp;8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;2616 | &nbsp;&nbsp;&nbsp;&nbsp;2608 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | &nbsp;&nbsp;3.151% | &nbsp;&nbsp;11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;3881 | &nbsp;&nbsp;&nbsp;&nbsp;3859 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | &nbsp;&nbsp;2.995% | &nbsp;&nbsp;12/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;2168 | &nbsp;&nbsp;&nbsp;&nbsp;2151 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | &nbsp;&nbsp;2.745% | &nbsp;&nbsp;1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;5701 | &nbsp;&nbsp;&nbsp;&nbsp;5640 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | &nbsp;&nbsp;2.673% | &nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;7301 | &nbsp;&nbsp;&nbsp;&nbsp;7207 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;5163 | &nbsp;&nbsp;&nbsp;&nbsp;5082 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | &nbsp;&nbsp;2.570% | &nbsp;&nbsp;7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;8910 | &nbsp;&nbsp;&nbsp;&nbsp;8759 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | &nbsp;&nbsp;2.653% | &nbsp;&nbsp;8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9227 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4930 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;11/25/26 | &nbsp;&nbsp;16947 | &nbsp;&nbsp;16748 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | &nbsp;&nbsp;3.413% | &nbsp;&nbsp;12/25/26 | &nbsp;&nbsp;18250 | &nbsp;&nbsp;18029 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;16007 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | &nbsp;&nbsp;3.224% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;15580 | &nbsp;&nbsp;15344 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | &nbsp;&nbsp;3.243% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;17557 | &nbsp;&nbsp;17280 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;9715 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;4002 | &nbsp;&nbsp;&nbsp;&nbsp;3931 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;7823 | &nbsp;&nbsp;&nbsp;&nbsp;7688 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;13616 | &nbsp;&nbsp;13364 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | &nbsp;&nbsp;3.303% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;7742 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;10855 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | &nbsp;&nbsp;3.444% | &nbsp;&nbsp;12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4459 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;6906 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;10158 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;6902 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/25/28 | &nbsp;&nbsp;28500 | &nbsp;&nbsp;28375 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K077 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/25/28 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;12529 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5171 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | &nbsp;&nbsp;3.926% | &nbsp;&nbsp;6/25/28 | &nbsp;&nbsp;23650 | &nbsp;&nbsp;23578 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | &nbsp;&nbsp;3.736% | &nbsp;&nbsp;4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;1451 | &nbsp;&nbsp;&nbsp;&nbsp;1439 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | &nbsp;&nbsp;3.926% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;10165 | &nbsp;&nbsp;10128 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;16325 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;22870 | &nbsp;&nbsp;22791 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;14770 | &nbsp;&nbsp;14761 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | &nbsp;&nbsp;3.780% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;26940 | &nbsp;&nbsp;26705 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;13825 | &nbsp;&nbsp;13819 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;12/25/28 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10903 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;12725 | &nbsp;&nbsp;12567 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | &nbsp;&nbsp;3.563% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9834 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | &nbsp;&nbsp;3.422% | &nbsp;&nbsp;2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;9417 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | &nbsp;&nbsp;3.505% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3040 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;10165 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | &nbsp;&nbsp;2.982% | &nbsp;&nbsp;5/25/29 | &nbsp;&nbsp;18217 | &nbsp;&nbsp;17543 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | &nbsp;&nbsp;2.903% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;12208 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | &nbsp;&nbsp;2.785% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;12625 | &nbsp;&nbsp;12040 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | &nbsp;&nbsp;2.519% | &nbsp;&nbsp;7/25/29 | &nbsp;&nbsp;10940 | &nbsp;&nbsp;10318 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | &nbsp;&nbsp;2.425% | &nbsp;&nbsp;8/25/29 | &nbsp;&nbsp;18565 | &nbsp;&nbsp;17419 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | &nbsp;&nbsp;2.595% | &nbsp;&nbsp;9/25/29 | &nbsp;&nbsp;11690 | &nbsp;&nbsp;11024 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | &nbsp;&nbsp;2.524% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;16615 | &nbsp;&nbsp;15595 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | &nbsp;&nbsp;2.537% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;15420 | &nbsp;&nbsp;14489 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | &nbsp;&nbsp;2.651% | &nbsp;&nbsp;11/25/29 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;11824 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | &nbsp;&nbsp;2.253% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;20560 | &nbsp;&nbsp;19017 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | &nbsp;&nbsp;1.872% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4177 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K106 | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;17450 | &nbsp;&nbsp;15976 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | &nbsp;&nbsp;1.517% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;12506 | &nbsp;&nbsp;11159 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | &nbsp;&nbsp;1.558% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;8258 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | &nbsp;&nbsp;1.477% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4330 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;8685 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K113 | &nbsp;&nbsp;1.341% | &nbsp;&nbsp;6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1492 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | &nbsp;&nbsp;1.366% | &nbsp;&nbsp;6/25/30 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;&nbsp;&nbsp;9418 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | &nbsp;&nbsp;1.378% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;13710 | &nbsp;&nbsp;12000 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | &nbsp;&nbsp;1.406% | &nbsp;&nbsp;8/25/30 | &nbsp;&nbsp;13350 | &nbsp;&nbsp;11671 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | &nbsp;&nbsp;1.493% | &nbsp;&nbsp;9/25/30 | &nbsp;&nbsp;17650 | &nbsp;&nbsp;15474 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K119 | &nbsp;&nbsp;1.566% | &nbsp;&nbsp;9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2197 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;12360 | &nbsp;&nbsp;10789 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | &nbsp;&nbsp;0.995% | &nbsp;&nbsp;8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;1179 | &nbsp;&nbsp;&nbsp;&nbsp;1079 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | &nbsp;&nbsp;1.547% | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;6867 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | &nbsp;&nbsp;0.863% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | &nbsp;&nbsp;1.521% | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;6826 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | &nbsp;&nbsp;1.621% | &nbsp;&nbsp;12/25/30 | &nbsp;&nbsp;24050 | &nbsp;&nbsp;21072 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | &nbsp;&nbsp;1.658% | &nbsp;&nbsp;12/25/30 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;10231 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | &nbsp;&nbsp;1.846% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | &nbsp;&nbsp;2.074% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;17640 | &nbsp;&nbsp;15801 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | &nbsp;&nbsp;2.108% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;21425 | &nbsp;&nbsp;19200 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | &nbsp;&nbsp;2.020% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;12895 | &nbsp;&nbsp;11501 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | &nbsp;&nbsp;1.342% | &nbsp;&nbsp;9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;2559 | &nbsp;&nbsp;&nbsp;&nbsp;2339 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | &nbsp;&nbsp;1.914% | &nbsp;&nbsp;5/25/31 | &nbsp;&nbsp;21275 | &nbsp;&nbsp;18793 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | &nbsp;&nbsp;1.723% | &nbsp;&nbsp;6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7001 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | &nbsp;&nbsp;1.853% | &nbsp;&nbsp;7/25/31 | &nbsp;&nbsp;36075 | &nbsp;&nbsp;31556 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | &nbsp;&nbsp;2.023% | &nbsp;&nbsp;8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5447 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | &nbsp;&nbsp;2.096% | &nbsp;&nbsp;9/25/31 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;8983 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | &nbsp;&nbsp;2.243% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;8520 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;5542 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K138 | &nbsp;&nbsp;2.476% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;7483 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K140 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5471 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/25/32 | &nbsp;&nbsp;23377 | &nbsp;&nbsp;20685 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | &nbsp;&nbsp;2.711% | &nbsp;&nbsp;4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1813 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K148 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/25/32 | &nbsp;&nbsp;21325 | &nbsp;&nbsp;20185 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3308 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | &nbsp;&nbsp;3.780% | &nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19197 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.294% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;14436 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7543 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;4/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3208 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | &nbsp;&nbsp;3.459% | &nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;4199 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4027 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8480 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K156 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5096 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2894 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/25/33 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11205 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3638 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;9248 | &nbsp;&nbsp;&nbsp;&nbsp;9110 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;45550 | &nbsp;&nbsp;44275 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;3289 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;8240 | &nbsp;&nbsp;&nbsp;&nbsp;8252 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K160 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/33 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13013 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K161 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6879 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K163 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/25/34 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10328 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K164 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/25/34 | &nbsp;&nbsp;14245 | &nbsp;&nbsp;14705 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K165 | &nbsp;&nbsp;4.489% | &nbsp;&nbsp;9/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5123 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K166 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;29750 | &nbsp;&nbsp;29757 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K167 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8468 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K168 | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;12/25/34 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;13226 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K169 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;12/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8045 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K505 | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;8540 | &nbsp;&nbsp;&nbsp;&nbsp;8694 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K506 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6440 | &nbsp;&nbsp;&nbsp;&nbsp;6534 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K507 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6115 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K508 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;10935 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K509 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7909 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K510 | &nbsp;&nbsp;5.069% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5288 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K511 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3321 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K512 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4410 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K513 | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;12/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6820 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K515 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;10333 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K516 | &nbsp;&nbsp;5.477% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;9060 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K517 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8816 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K518 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;29400 | &nbsp;&nbsp;30550 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K520 | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7234 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K524 | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3058 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K526 | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8106 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K533 | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;12/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3005 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K537 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5249 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K538 | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;30354 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | &nbsp;&nbsp;3.208% | &nbsp;&nbsp;2/25/26 | &nbsp;&nbsp;14449 | &nbsp;&nbsp;14345 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | &nbsp;&nbsp;2.862% | &nbsp;&nbsp;5/25/26 | &nbsp;&nbsp;15536 | &nbsp;&nbsp;15336 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;18605 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K738 | &nbsp;&nbsp;1.545% | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1180 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | &nbsp;&nbsp;1.336% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;20149 | &nbsp;&nbsp;19111 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | &nbsp;&nbsp;1.603% | &nbsp;&nbsp;12/25/27 | &nbsp;&nbsp;24400 | &nbsp;&nbsp;23028 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | &nbsp;&nbsp;1.760% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;9387 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | &nbsp;&nbsp;1.770% | &nbsp;&nbsp;5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;6245 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | &nbsp;&nbsp;1.712% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;4562 | &nbsp;&nbsp;&nbsp;&nbsp;4273 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | &nbsp;&nbsp;1.657% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2655 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | &nbsp;&nbsp;2.031% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;7824 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K747 | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7034 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K749 | &nbsp;&nbsp;2.120% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1672 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K751 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;8609 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K752 | &nbsp;&nbsp;4.284% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp;&nbsp;&nbsp;8679 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K753 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;11140 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K754 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4903 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K755 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8880 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K756 | &nbsp;&nbsp;4.963% | &nbsp;&nbsp;5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5375 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K757 | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;8/25/31 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13102 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K758 | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16306 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K759 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14662 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K760 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;25283 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | &nbsp;&nbsp;3.718% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3201 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;1/25/34 | &nbsp;&nbsp;12220 | &nbsp;&nbsp;11487 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.470% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;3992 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.542% | &nbsp;&nbsp;3/25/34 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;9515 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | &nbsp;&nbsp;2.797% | &nbsp;&nbsp;8/25/34 | &nbsp;&nbsp;25260 | &nbsp;&nbsp;21974 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | &nbsp;&nbsp;2.859% | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;8697 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | &nbsp;&nbsp;1.940% | &nbsp;&nbsp;2/25/35 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;10360 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | &nbsp;&nbsp;1.721% | &nbsp;&nbsp;5/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;7579 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | &nbsp;&nbsp;1.716% | &nbsp;&nbsp;7/25/35 | &nbsp;&nbsp;18200 | &nbsp;&nbsp;14105 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | &nbsp;&nbsp;1.860% | &nbsp;&nbsp;10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3262 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;12/25/35 | &nbsp;&nbsp;22026 | &nbsp;&nbsp;17192 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | &nbsp;&nbsp;2.007% | &nbsp;&nbsp;7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;2807 | &nbsp;&nbsp;&nbsp;&nbsp;2377 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | &nbsp;&nbsp;2.438% | &nbsp;&nbsp;2/25/36 | &nbsp;&nbsp;10350 | &nbsp;&nbsp;&nbsp;&nbsp;8374 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | &nbsp;&nbsp;2.184% | &nbsp;&nbsp;8/25/36 | &nbsp;&nbsp;11465 | &nbsp;&nbsp;&nbsp;&nbsp;8973 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | &nbsp;&nbsp;2.361% | &nbsp;&nbsp;10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;5986 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | &nbsp;&nbsp;2.853% | &nbsp;&nbsp;1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;5876 | &nbsp;&nbsp;&nbsp;&nbsp;5834 |
| <sup>3,5</sup> | FHLMC Multifamily WI Certificates Series K170 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/25/35 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;36082 |
| <sup>3</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5694 | &nbsp;&nbsp;&nbsp;&nbsp;5738 |
| <sup>3</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;2/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;1409 |
| <sup>3</sup> | First National Master Note Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3255 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2023-B | &nbsp;&nbsp;5.910% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1736 | &nbsp;&nbsp;&nbsp;&nbsp;1739 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2023-B | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1558 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2023-B | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1109 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1310 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-A | &nbsp;&nbsp;1.560% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-B | &nbsp;&nbsp;3.740% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-B | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-C | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1150 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-C | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3856 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-A | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1536 | &nbsp;&nbsp;&nbsp;&nbsp;1538 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1081 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;3047 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;4999 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1895 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6664 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp;6534 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7241 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1019 |
| <sup>3</sup> | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp;&nbsp;&nbsp;8732 |
| <sup>3</sup> | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | &nbsp;&nbsp;1.060% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9765 | &nbsp;&nbsp;&nbsp;&nbsp;9693 |
| <sup>3</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6066 |
| <sup>3</sup> | FREMF 2025-K541 Mortgage Trust Series K541 | &nbsp;&nbsp;4.348% | &nbsp;&nbsp;2/25/30 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;30196 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-1 | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-2 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-2 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-2 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-3 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-3 | &nbsp;&nbsp;5.440% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2023-3 | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4915 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1109 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5040 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5060 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-3 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1850 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-3 | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1596 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;2/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5033 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1006 |

---

------

Total Bond Market II Index 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> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1912 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | &nbsp;&nbsp;0.730% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;1575 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | &nbsp;&nbsp;0.680% | &nbsp;&nbsp;9/16/26 | &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>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | &nbsp;&nbsp;0.990% | &nbsp;&nbsp;10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1186 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | &nbsp;&nbsp;1.260% | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | &nbsp;&nbsp;1.510% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-3 | &nbsp;&nbsp;3.710% | &nbsp;&nbsp;12/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1392 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;2729 | &nbsp;&nbsp;&nbsp;&nbsp;2732 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;1607 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;2593 | &nbsp;&nbsp;&nbsp;&nbsp;2592 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3458 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1686 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;1116 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2782 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2719 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1105 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6305 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;3183 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;7905 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;11/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7387 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1910 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3027 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;8/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;5/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC22 | &nbsp;&nbsp;3.862% | &nbsp;&nbsp;6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC24 | &nbsp;&nbsp;3.931% | &nbsp;&nbsp;9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC24 | &nbsp;&nbsp;4.521% | &nbsp;&nbsp;9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;1102 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC26 | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2015-GC34 | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2015-GC34 | &nbsp;&nbsp;3.506% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3382 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS2 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2665 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS3 | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;6970 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS4 | &nbsp;&nbsp;3.178% | &nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS4 | &nbsp;&nbsp;3.442% | &nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2407 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS4 | &nbsp;&nbsp;3.645% | &nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS5 | &nbsp;&nbsp;3.674% | &nbsp;&nbsp;3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5621 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS5 | &nbsp;&nbsp;3.826% | &nbsp;&nbsp;3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2179 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;3.433% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8761 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;3.638% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS7 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;8/10/50 | &nbsp;&nbsp;14339 | &nbsp;&nbsp;13943 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS7 | &nbsp;&nbsp;3.663% | &nbsp;&nbsp;8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3537 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS8 | &nbsp;&nbsp;3.205% | &nbsp;&nbsp;11/10/50 | &nbsp;&nbsp;13910 | &nbsp;&nbsp;13528 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC39 | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;5/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5486 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC40 | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;4905 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC40 | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;5815 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;9/10/52 | &nbsp;&nbsp;12280 | &nbsp;&nbsp;11453 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.212% | &nbsp;&nbsp;9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2650 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GSA1 | &nbsp;&nbsp;3.048% | &nbsp;&nbsp;11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5220 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;2.911% | &nbsp;&nbsp;2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;5482 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;3.173% | &nbsp;&nbsp;2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;1543 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;2506 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.012% | &nbsp;&nbsp;12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;4507 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.224% | &nbsp;&nbsp;12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2021-B | &nbsp;&nbsp;0.820% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2022-A | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2022-A | &nbsp;&nbsp;3.260% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;2039 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3473 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5184 | &nbsp;&nbsp;&nbsp;&nbsp;5224 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1793 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-A | &nbsp;&nbsp;5.370% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2527 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2556 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-B | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1152 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-B | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp;2568 |

---

------

Total Bond Market II Index 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> | Honda Auto Receivables Owner Trust Series 2022-1 | &nbsp;&nbsp;1.880% | &nbsp;&nbsp;5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2022-1 | &nbsp;&nbsp;2.040% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2022-2 | &nbsp;&nbsp;3.730% | &nbsp;&nbsp;7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2022-2 | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-1 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp;1256 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-1 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1081 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;1926 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-3 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;5852 | &nbsp;&nbsp;&nbsp;&nbsp;5889 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-3 | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-4 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2021 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-1 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;6505 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-1 | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-2 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10018 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-2 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;7/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3162 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-3 | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8044 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;11/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3776 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4059 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-1 | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;9/21/29 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11106 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;5/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4052 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1002 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2021-C | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1377 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp;&nbsp;&nbsp;2296 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2224 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1130 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5051 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3554 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;1390 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4031 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3019 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1312 |
| <sup>3</sup> | John Deere Owner Trust Series 2022-C | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2139 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1909 | &nbsp;&nbsp;&nbsp;&nbsp;1915 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;2885 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-C | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7393 | &nbsp;&nbsp;&nbsp;&nbsp;7457 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-C | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1245 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3633 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8136 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-B | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3962 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-C | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2448 |
| <sup>3</sup> | John Deere Owner Trust Series 2025-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1506 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;2.870% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9037 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;3.397% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1142 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | &nbsp;&nbsp;3.648% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;3617 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2871 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | &nbsp;&nbsp;4.652% | &nbsp;&nbsp;2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | &nbsp;&nbsp;3.934% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | &nbsp;&nbsp;4.202% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1722 | &nbsp;&nbsp;&nbsp;&nbsp;1681 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | &nbsp;&nbsp;3.639% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2622 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | &nbsp;&nbsp;3.951% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1786 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | &nbsp;&nbsp;3.822% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1313 | &nbsp;&nbsp;&nbsp;&nbsp;1310 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | &nbsp;&nbsp;4.226% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1815 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | &nbsp;&nbsp;3.801% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3436 | &nbsp;&nbsp;&nbsp;&nbsp;3429 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | &nbsp;&nbsp;3.358% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | &nbsp;&nbsp;3.598% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3541 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | &nbsp;&nbsp;3.770% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp;2507 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | &nbsp;&nbsp;3.316% | &nbsp;&nbsp;3/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10778 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | &nbsp;&nbsp;3.876% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2219 |

---

------

Total Bond Market II Index 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> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8524 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2647 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 | &nbsp;&nbsp;3.454% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1216 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | &nbsp;&nbsp;4.029% | &nbsp;&nbsp;3/10/52 | &nbsp;&nbsp;13805 | &nbsp;&nbsp;13106 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;8791 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | &nbsp;&nbsp;3.669% | &nbsp;&nbsp;6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;2531 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | &nbsp;&nbsp;3.484% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1166 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | &nbsp;&nbsp;3.141% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.414% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;2094 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.694% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13046 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.858% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;3639 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2740 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.713% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;1697 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;11960 | &nbsp;&nbsp;11866 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1491 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;11/13/52 | &nbsp;&nbsp;12525 | &nbsp;&nbsp;11202 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | &nbsp;&nbsp;2.180% | &nbsp;&nbsp;5/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2290 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2023-A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2106 | &nbsp;&nbsp;&nbsp;&nbsp;2106 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2023-A | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2602 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2531 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2035 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2749 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1348 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2225 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.690% | &nbsp;&nbsp;2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1117 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2021-1 | &nbsp;&nbsp;0.730% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;1985 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4457 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.010% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3690 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9804 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5877 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2559 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | &nbsp;&nbsp;3.883% | &nbsp;&nbsp;4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | &nbsp;&nbsp;3.732% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2377 | &nbsp;&nbsp;&nbsp;&nbsp;2371 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | &nbsp;&nbsp;3.531% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1486 | &nbsp;&nbsp;&nbsp;&nbsp;1481 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | &nbsp;&nbsp;3.753% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2166 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | &nbsp;&nbsp;3.272% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5758 | &nbsp;&nbsp;&nbsp;&nbsp;5715 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | &nbsp;&nbsp;3.288% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6940 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | &nbsp;&nbsp;3.140% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | &nbsp;&nbsp;3.325% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1529 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | &nbsp;&nbsp;2.860% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7119 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9148 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8245 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | &nbsp;&nbsp;3.994% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;2997 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | &nbsp;&nbsp;3.599% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6343 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | &nbsp;&nbsp;3.852% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3694 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | &nbsp;&nbsp;3.276% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3511 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | &nbsp;&nbsp;3.536% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5128 |
| <sup>3</sup> | Morgan Stanley Capital I Series 2017-HR2 | &nbsp;&nbsp;3.587% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;1097 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2015-UBS8 | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3503 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-BNK2 | &nbsp;&nbsp;3.049% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3557 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-BNK2 | &nbsp;&nbsp;3.282% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2951 | &nbsp;&nbsp;&nbsp;&nbsp;2722 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-UB11 | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7141 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-UB12 | &nbsp;&nbsp;3.596% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7179 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-UB12 | &nbsp;&nbsp;3.778% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2834 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2017-H1 | &nbsp;&nbsp;3.530% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6625 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2018-H4 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;9782 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-H6 | &nbsp;&nbsp;3.417% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;11660 | &nbsp;&nbsp;11210 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-H6 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1374 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-H7 | &nbsp;&nbsp;3.261% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5361 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-L2 | &nbsp;&nbsp;3.806% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2718 | &nbsp;&nbsp;&nbsp;&nbsp;2635 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-L2 | &nbsp;&nbsp;4.071% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6530 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;7874 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2020-HR8 | &nbsp;&nbsp;2.041% | &nbsp;&nbsp;7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6154 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2020-L4 | &nbsp;&nbsp;2.698% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp;&nbsp;&nbsp;7804 |

---

------

Total Bond Market II Index 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> | Morgan Stanley Capital I Trust Series 2020-L4 | &nbsp;&nbsp;2.880% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1151 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;3750 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.951% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L7 | &nbsp;&nbsp;2.574% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;7416 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2022-L8 | &nbsp;&nbsp;3.919% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;7965 |
| <sup>3</sup> | MSWF Commercial Mortgage Trust Series 2023-1 | &nbsp;&nbsp;5.752% | &nbsp;&nbsp;5/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4557 |
| <sup>3</sup> | MSWF Commercial Mortgage Trust Series 2023-1 | &nbsp;&nbsp;6.199% | &nbsp;&nbsp;5/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3130 |
| <sup>3</sup> | MSWF Commercial Mortgage Trust Series 2023-2 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2035 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2023-B | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2024-A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2560 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2024-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12836 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;10313 | &nbsp;&nbsp;10438 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1520 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2021-A | &nbsp;&nbsp;0.570% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2022-A | &nbsp;&nbsp;1.860% | &nbsp;&nbsp;8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2022-A | &nbsp;&nbsp;2.070% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1701 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp;&nbsp;1559 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4746 | &nbsp;&nbsp;&nbsp;&nbsp;4756 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1109 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3904 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3034 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1904 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1259 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3535 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |
| <sup>3</sup> | PSNH Funding LLC 3 Series 2018-1 | &nbsp;&nbsp;3.506% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| <sup>3</sup> | PSNH Funding LLC 3 Series 2018-1 | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2148 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2021-2 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2021-3 | &nbsp;&nbsp;1.330% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2021-4 | &nbsp;&nbsp;1.670% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2110 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-3 | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-5 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;1232 | &nbsp;&nbsp;&nbsp;&nbsp;1232 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-6 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;1649 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1239 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1894 | &nbsp;&nbsp;&nbsp;&nbsp;1900 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1560 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;4082 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3673 | &nbsp;&nbsp;&nbsp;&nbsp;3688 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2495 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.430% | &nbsp;&nbsp;2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4564 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;2581 | &nbsp;&nbsp;&nbsp;&nbsp;2594 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;1001 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12566 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9140 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;6780 | &nbsp;&nbsp;&nbsp;&nbsp;6814 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3008 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1501 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3012 |
| <sup>3</sup> | SG Commercial Mortgage Securities Trust Series 2016-C5 | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5841 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2023-A1 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5335 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2023-A2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;11251 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2024-A1 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13679 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2024-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;16300 | &nbsp;&nbsp;16540 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4542 |
| <sup>3</sup> | Synchrony Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4189 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2021-B | &nbsp;&nbsp;0.530% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |

---

------

Total Bond Market II Index 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> | Toyota Auto Receivables Owner Trust Series 2021-C | &nbsp;&nbsp;0.720% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2021-D | &nbsp;&nbsp;1.020% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;3.110% | &nbsp;&nbsp;8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2022-C | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1293 | &nbsp;&nbsp;&nbsp;&nbsp;1290 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2022-C | &nbsp;&nbsp;3.770% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1741 | &nbsp;&nbsp;&nbsp;&nbsp;1742 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1078 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1308 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;3452 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-D | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3440 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-D | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2725 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5784 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1369 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16213 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8977 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-C | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9085 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-C | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4268 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2015 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8427 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6461 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.460% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;7777 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.724% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3298 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C2 | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5703 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C2 | &nbsp;&nbsp;3.740% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C3 | &nbsp;&nbsp;3.426% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;7108 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C3 | &nbsp;&nbsp;3.739% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2806 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.301% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4282 | &nbsp;&nbsp;&nbsp;&nbsp;4196 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.563% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;5718 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.836% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2594 | &nbsp;&nbsp;&nbsp;&nbsp;2483 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C5 | &nbsp;&nbsp;3.474% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3807 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5587 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;4.061% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2894 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4901 | &nbsp;&nbsp;&nbsp;&nbsp;4834 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;3.983% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2456 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3166 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C9 | &nbsp;&nbsp;4.117% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;12275 | &nbsp;&nbsp;12060 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C10 | &nbsp;&nbsp;4.313% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8099 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C11 | &nbsp;&nbsp;4.241% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1531 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C12 | &nbsp;&nbsp;4.296% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;10265 | &nbsp;&nbsp;10158 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C12 | &nbsp;&nbsp;4.587% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3840 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C13 | &nbsp;&nbsp;4.334% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;9655 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C13 | &nbsp;&nbsp;4.585% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1705 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C14 | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10097 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C15 | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;9254 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.605% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4028 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1190 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;4579 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2625 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;3.378% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1549 |
| <sup>3</sup> | Verizon Master Trust Series 2022-6 | &nbsp;&nbsp;3.670% | &nbsp;&nbsp;1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;5922 |
| <sup>3</sup> | Verizon Master Trust Series 2023-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;1/22/29 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10700 |
| <sup>3</sup> | Verizon Master Trust Series 2023-4 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;9954 |
| <sup>3</sup> | Verizon Master Trust Series 2023-5 | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2205 |
| <sup>3</sup> | Verizon Master Trust Series 2023-7 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2907 |
| <sup>3</sup> | Verizon Master Trust Series 2024-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2906 |
| <sup>3</sup> | Verizon Master Trust Series 2024-3 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5084 |
| <sup>3</sup> | Verizon Master Trust Series 2024-4 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4539 |
| <sup>3</sup> | Verizon Master Trust Series 2024-6 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;8/20/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10013 |
| <sup>3</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1518 |
| <sup>3</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9139 |
| <sup>3</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7031 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2023-A | &nbsp;&nbsp;5.810% | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;4812 | &nbsp;&nbsp;&nbsp;&nbsp;4833 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2023-A | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;2683 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6558 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5815 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3323 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |

---

------

Total Bond Market II Index 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> | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | &nbsp;&nbsp;1.260% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2487 | &nbsp;&nbsp;&nbsp;&nbsp;2498 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2893 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2259 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3031 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1160 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | &nbsp;&nbsp;3.664% | &nbsp;&nbsp;9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-C31 | &nbsp;&nbsp;3.695% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2861 | &nbsp;&nbsp;&nbsp;&nbsp;2849 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | &nbsp;&nbsp;4.207% | &nbsp;&nbsp;9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;1767 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-NXS2 | &nbsp;&nbsp;3.767% | &nbsp;&nbsp;7/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | &nbsp;&nbsp;3.656% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1789 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | &nbsp;&nbsp;3.789% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3043 | &nbsp;&nbsp;&nbsp;&nbsp;3034 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | &nbsp;&nbsp;2.652% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8875 | &nbsp;&nbsp;&nbsp;&nbsp;8654 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | &nbsp;&nbsp;2.814% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1140 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | &nbsp;&nbsp;3.560% | &nbsp;&nbsp;1/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4169 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | &nbsp;&nbsp;3.426% | &nbsp;&nbsp;3/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1433 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | &nbsp;&nbsp;3.096% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2843 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | &nbsp;&nbsp;2.807% | &nbsp;&nbsp;11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;1899 | &nbsp;&nbsp;&nbsp;&nbsp;1863 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2859 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | &nbsp;&nbsp;2.825% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | &nbsp;&nbsp;2.942% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;6529 | &nbsp;&nbsp;&nbsp;&nbsp;6407 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;12/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;1003 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | &nbsp;&nbsp;3.453% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;16405 | &nbsp;&nbsp;16076 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4556 | &nbsp;&nbsp;&nbsp;&nbsp;4411 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | &nbsp;&nbsp;3.418% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;6960 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3739 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;3844 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.581% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5779 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1520 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | &nbsp;&nbsp;3.472% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;10150 | &nbsp;&nbsp;&nbsp;&nbsp;9890 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C42 | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4076 | &nbsp;&nbsp;&nbsp;&nbsp;3976 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9663 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;1/15/60 | &nbsp;&nbsp;15275 | &nbsp;&nbsp;15062 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.012% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12057 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2074 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | &nbsp;&nbsp;4.212% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8098 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;12975 | &nbsp;&nbsp;12841 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;10575 | &nbsp;&nbsp;10418 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/61 | &nbsp;&nbsp;17050 | &nbsp;&nbsp;16966 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;5136 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;10467 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5830 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8200 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | &nbsp;&nbsp;2.892% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;1499 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | &nbsp;&nbsp;3.143% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3449 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7717 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | &nbsp;&nbsp;3.146% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4985 | &nbsp;&nbsp;&nbsp;&nbsp;4704 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | &nbsp;&nbsp;2.725% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8735 | &nbsp;&nbsp;&nbsp;&nbsp;8029 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | &nbsp;&nbsp;2.448% | &nbsp;&nbsp;6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;1420 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | &nbsp;&nbsp;2.092% | &nbsp;&nbsp;7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;1738 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | &nbsp;&nbsp;2.626% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4125 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-5C1 | &nbsp;&nbsp;5.928% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6365 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-5C1 | &nbsp;&nbsp;6.520% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2617 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4595 |
| <sup>3</sup> | WF Card Issuance Trust Series 2024-A1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9877 |
| <sup>3</sup> | WF Card Issuance Trust Series 2024-A2 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5526 |
| <sup>3</sup> | WF Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9070 |
| <sup>3</sup> | WFRBS Commercial Mortgage Trust Series 2013-C14 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>3</sup> | WFRBS Commercial Mortgage Trust Series 2014-C22 | &nbsp;&nbsp;4.371% | &nbsp;&nbsp;9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1089 |
| <sup>3</sup> | WFRBS Commercial Mortgage Trust Series 2014-C23 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2021-C | &nbsp;&nbsp;0.640% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp;1196 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2021-D | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;2380 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-A | &nbsp;&nbsp;1.660% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-A | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-B | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-B | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1289 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-C | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-C | &nbsp;&nbsp;3.680% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1068 |

---

------

Total Bond Market II Index 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> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4927 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2023-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2023-A | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2024-A | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2024-A | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 |
| <sup>3</sup> | World Omni Select Auto Trust Series 2023-A | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,702,252)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,702,252)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,702,252)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,702,252)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,702,252)** | **6444547** |
| **Corporate Bonds (25.0%)** | **Corporate Bonds (25.0%)** | **Corporate Bonds (25.0%)** | **Corporate Bonds (25.0%)** | **Corporate Bonds (25.0%)** | **Corporate Bonds (25.0%)** |
| **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** |
|  | Alphabet Inc. | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 |
|  | Alphabet Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;53755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46422 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11494 |
|  | Alphabet Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;13060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8765 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;34687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19368 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;27650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27221 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/60 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9569 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/65 | &nbsp;&nbsp;15950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15620 |
|  | America Movil SAB de CV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;9313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9028 |
|  | America Movil SAB de CV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5728 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7736 |
|  | America Movil SAB de CV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;6927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6942 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9402 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/30/40 | &nbsp;&nbsp;19236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20079 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/42 | &nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9036 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/22/49 | &nbsp;&nbsp;22780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18604 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;11250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11402 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;23250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23661 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8544 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;17926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17786 |
|  | AT&T Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;11658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11644 |
|  | AT&T Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;22330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21522 |
|  | AT&T Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;37901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35566 |
| <sup>3</sup> | AT&T Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;15722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15655 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;14783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14814 |
| <sup>3</sup> | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;27431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27350 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5197 |
|  | AT&T Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2431 |
|  | AT&T Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;44171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36975 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;38873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37038 |
|  | AT&T Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6056 |
|  | AT&T Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10985 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;15625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14973 |
|  | AT&T Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;19600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18533 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;55097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43213 |
|  | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;16890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14230 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;15749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13046 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;56750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49524 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/9/48 | &nbsp;&nbsp;20763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17273 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;17065 | &nbsp;&nbsp;14178 |
| AT&T Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4493 |
| AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;35445 | &nbsp;&nbsp;25138 |
| AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;74345 | &nbsp;&nbsp;50332 |
| AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;91005 | &nbsp;&nbsp;61386 |
| AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;13690 |
| AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;77516 | &nbsp;&nbsp;54234 |
| AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/59 | &nbsp;&nbsp;112013 | &nbsp;&nbsp;75115 |
| AT&T Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;22790 | &nbsp;&nbsp;15934 |
| Baidu Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;1948 |
| Baidu Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5308 |
| Baidu Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;4034 |
| Baidu Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;4439 |
| Baidu Inc. | &nbsp;&nbsp;3.425% | &nbsp;&nbsp;4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4436 | &nbsp;&nbsp;&nbsp;&nbsp;4254 |
| Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4531 |
| Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;7021 |
| Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;49796 | &nbsp;&nbsp;49728 |
| Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;4.464% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4825 |
| Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;13529 | &nbsp;&nbsp;12721 |
| Booking Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
| Booking Holdings Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;35200 | &nbsp;&nbsp;35619 |
| British Telecommunications plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4292 |
| British Telecommunications plc | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;28483 | &nbsp;&nbsp;35038 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;34470 | &nbsp;&nbsp;35138 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;26330 | &nbsp;&nbsp;25819 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp;12141 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;27750 | &nbsp;&nbsp;25573 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9442 | &nbsp;&nbsp;&nbsp;&nbsp;9537 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6562 | &nbsp;&nbsp;&nbsp;&nbsp;6871 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;16447 | &nbsp;&nbsp;14665 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;12813 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;15325 | &nbsp;&nbsp;14416 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10594 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;27100 | &nbsp;&nbsp;28899 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;14076 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;22016 | &nbsp;&nbsp;15976 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;25625 | &nbsp;&nbsp;18283 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;45600 | &nbsp;&nbsp;45179 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;55344 | &nbsp;&nbsp;47994 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8690 | &nbsp;&nbsp;&nbsp;&nbsp;7907 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;20300 | &nbsp;&nbsp;16861 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;58555 | &nbsp;&nbsp;46895 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;33950 | &nbsp;&nbsp;22629 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;34960 | &nbsp;&nbsp;23958 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3902 | &nbsp;&nbsp;&nbsp;&nbsp;3326 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.834% | &nbsp;&nbsp;10/23/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1126 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;10569 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;12064 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/30/62 | &nbsp;&nbsp;&nbsp;&nbsp;15510 | &nbsp;&nbsp;&nbsp;&nbsp;9982 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;4797 |
| Comcast Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;31886 | &nbsp;&nbsp;31016 |
| Comcast Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;19195 | &nbsp;&nbsp;18932 |
| Comcast Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5911 |
| Comcast Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp;20753 |
| Comcast Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7027 | &nbsp;&nbsp;&nbsp;&nbsp;6910 |
| Comcast Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;76776 | &nbsp;&nbsp;76639 |
| Comcast Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;10611 | &nbsp;&nbsp;10730 |
| Comcast Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;12954 |
| Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp;19972 |
| Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;26955 | &nbsp;&nbsp;25866 |
| Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;16075 | &nbsp;&nbsp;15994 |
| Comcast Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 | &nbsp;&nbsp;&nbsp;&nbsp;4163 |
| Comcast Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4061 | &nbsp;&nbsp;&nbsp;&nbsp;3467 |
| Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5364 |
| Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;10285 | &nbsp;&nbsp;&nbsp;&nbsp;9936 |
| Comcast Corp. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2501 |
| Comcast Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8659 | &nbsp;&nbsp;&nbsp;&nbsp;8634 |
| Comcast Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;7227 |
| Comcast Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;27034 | &nbsp;&nbsp;25545 |
| Comcast Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;11613 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Comcast Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp;&nbsp;&nbsp;7208 |
|  | Comcast Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;30487 | &nbsp;&nbsp;28887 |
|  | Comcast Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2791 | &nbsp;&nbsp;&nbsp;&nbsp;3099 |
|  | Comcast Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;9475 | &nbsp;&nbsp;&nbsp;&nbsp;7915 |
|  | Comcast Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;8723 | &nbsp;&nbsp;&nbsp;&nbsp;9568 |
|  | Comcast Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9529 |
|  | Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;31065 | &nbsp;&nbsp;28755 |
|  | Comcast Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | Comcast Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;20050 | &nbsp;&nbsp;16614 |
|  | Comcast Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/42 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14177 |
|  | Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;14092 | &nbsp;&nbsp;12141 |
|  | Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;35239 | &nbsp;&nbsp;25004 |
|  | Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;12675 | &nbsp;&nbsp;&nbsp;&nbsp;9792 |
|  | Comcast Corp. | &nbsp;&nbsp;3.969% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;20736 | &nbsp;&nbsp;15936 |
|  | Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;17738 | &nbsp;&nbsp;13692 |
|  | Comcast Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;12286 | &nbsp;&nbsp;10523 |
|  | Comcast Corp. | &nbsp;&nbsp;3.999% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;8846 | &nbsp;&nbsp;&nbsp;&nbsp;6730 |
|  | Comcast Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;15950 | &nbsp;&nbsp;10966 |
|  | Comcast Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;17225 | &nbsp;&nbsp;10314 |
|  | Comcast Corp. | &nbsp;&nbsp;2.887% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;74903 | &nbsp;&nbsp;45531 |
|  | Comcast Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;14475 | &nbsp;&nbsp;&nbsp;&nbsp;7870 |
|  | Comcast Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;20280 | &nbsp;&nbsp;18780 |
|  | Comcast Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;32500 | &nbsp;&nbsp;33178 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/56 | &nbsp;&nbsp;97291 | &nbsp;&nbsp;57114 |
|  | Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/58 | &nbsp;&nbsp;11739 | &nbsp;&nbsp;10046 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;5176 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/63 | &nbsp;&nbsp;37622 | &nbsp;&nbsp;21153 |
|  | Comcast Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;3742 |
|  | Deutsche Telekom International Finance BV | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;47657 | &nbsp;&nbsp;56274 |
|  | Deutsche Telekom International Finance BV | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1248 |
| <sup>3</sup> | Discovery Communications LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2197 |
| <sup>3</sup> | Discovery Communications LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;1845 |
| <sup>3</sup> | Discovery Communications LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |
|  | Discovery Communications LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;3508 |
| <sup>3</sup> | Discovery Communications LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;7345 | &nbsp;&nbsp;&nbsp;&nbsp;4866 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2594 | &nbsp;&nbsp;&nbsp;&nbsp;2252 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;4058 |
|  | Expedia Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18072 |
|  | Expedia Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;17084 | &nbsp;&nbsp;16132 |
|  | Expedia Group Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6642 | &nbsp;&nbsp;&nbsp;&nbsp;6051 |
|  | Expedia Group Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4599 | &nbsp;&nbsp;&nbsp;&nbsp;4630 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1953 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5012 |
|  | Fox Corp. | &nbsp;&nbsp;4.709% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;67875 | &nbsp;&nbsp;68456 |
|  | Fox Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;6648 | &nbsp;&nbsp;&nbsp;&nbsp;6360 |
|  | Fox Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;5160 | &nbsp;&nbsp;&nbsp;&nbsp;5580 |
|  | Fox Corp. | &nbsp;&nbsp;5.476% | &nbsp;&nbsp;1/25/39 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10259 |
|  | Fox Corp. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;1/25/49 | &nbsp;&nbsp;16820 | &nbsp;&nbsp;15759 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;6405 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/45 | &nbsp;&nbsp;22660 | &nbsp;&nbsp;16287 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;3956 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;2870 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5349 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;5613 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3712 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3988 |
|  | Koninklijke KPN NV | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5859 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9906 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;16093 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;11414 | &nbsp;&nbsp;11522 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4644 | &nbsp;&nbsp;&nbsp;&nbsp;4787 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;21404 | &nbsp;&nbsp;21708 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;56606 | &nbsp;&nbsp;54438 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7275 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;24649 | &nbsp;&nbsp;24762 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;31150 | &nbsp;&nbsp;26253 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;40000 | &nbsp;&nbsp;39982 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;23840 | &nbsp;&nbsp;23242 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/62 | &nbsp;&nbsp;15700 | &nbsp;&nbsp;13236 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/63 | &nbsp;&nbsp;18569 | &nbsp;&nbsp;18735 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/64 | &nbsp;&nbsp;42613 | &nbsp;&nbsp;41656 |
|  | NBCUniversal Media LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;10758 |
|  | Netflix Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;21587 | &nbsp;&nbsp;21700 |
|  | Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;30152 | &nbsp;&nbsp;30772 |
|  | Netflix Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;65003 | &nbsp;&nbsp;68520 |
|  | Netflix Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;12394 | &nbsp;&nbsp;13340 |
| <sup>8</sup> | Netflix Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6894 |
| <sup>8</sup> | Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9208 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;9663 | &nbsp;&nbsp;&nbsp;&nbsp;8812 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4834 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7087 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6959 |
|  | Orange SA | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;23215 | &nbsp;&nbsp;28200 |
|  | Orange SA | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/42 | &nbsp;&nbsp;11690 | &nbsp;&nbsp;11397 |
|  | Orange SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;&nbsp;&nbsp;9661 |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9448 | &nbsp;&nbsp;&nbsp;&nbsp;9195 |
|  | Paramount Global | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4015 |
|  | Paramount Global | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;12746 | &nbsp;&nbsp;12387 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3894 |
|  | Paramount Global | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;7/30/30 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;22177 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;21640 | &nbsp;&nbsp;21034 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/32 | &nbsp;&nbsp;14970 | &nbsp;&nbsp;13670 |
|  | Paramount Global | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;12922 | &nbsp;&nbsp;12475 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/36 | &nbsp;&nbsp;13936 | &nbsp;&nbsp;14273 |
|  | Paramount Global | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5125 |
|  | Paramount Global | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;12165 | &nbsp;&nbsp;&nbsp;&nbsp;9601 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;37228 | &nbsp;&nbsp;27414 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;35346 | &nbsp;&nbsp;30708 |
|  | Paramount Global | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 |
|  | Paramount Global | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;10115 | &nbsp;&nbsp;&nbsp;&nbsp;7806 |
|  | Paramount Global | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;12430 | &nbsp;&nbsp;&nbsp;&nbsp;9209 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/19/50 | &nbsp;&nbsp;11774 | &nbsp;&nbsp;&nbsp;&nbsp;8998 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1468 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;26180 | &nbsp;&nbsp;26559 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;21100 | &nbsp;&nbsp;19607 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;24485 | &nbsp;&nbsp;24512 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;13733 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;7615 | &nbsp;&nbsp;&nbsp;&nbsp;6411 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8901 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;6330 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;8760 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;6151 | &nbsp;&nbsp;&nbsp;&nbsp;4494 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;22050 | &nbsp;&nbsp;17934 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;23417 | &nbsp;&nbsp;25137 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;31111 | &nbsp;&nbsp;37743 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3961 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7411 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;3354 |
|  | TCI Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.103% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;15575 | &nbsp;&nbsp;15496 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.665% | &nbsp;&nbsp;3/6/38 | &nbsp;&nbsp;12770 | &nbsp;&nbsp;11494 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;6427 | &nbsp;&nbsp;&nbsp;&nbsp;5683 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;3/6/48 | &nbsp;&nbsp;13753 | &nbsp;&nbsp;11569 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;14095 | &nbsp;&nbsp;12863 |
|  | Telefonica Europe BV | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8362 | &nbsp;&nbsp;&nbsp;&nbsp;9669 |
|  | TELUS Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;8314 |
|  | TELUS Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/13/32 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;9744 |
|  | TELUS Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4172 |
|  | TELUS Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;4676 |
|  | Tencent Music Entertainment Group | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;4978 |
|  | Time Warner Cable Enterprises LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2964 | &nbsp;&nbsp;&nbsp;&nbsp;3448 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;25905 | &nbsp;&nbsp;26761 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;14979 | &nbsp;&nbsp;15533 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;5288 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;13586 | &nbsp;&nbsp;10815 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;53247 | &nbsp;&nbsp;52710 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3813 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;12640 | &nbsp;&nbsp;&nbsp;&nbsp;12657 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;23429 | &nbsp;&nbsp;&nbsp;&nbsp;22144 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7795 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;47100 | &nbsp;&nbsp;&nbsp;&nbsp;47741 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7188 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7131 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;12145 | &nbsp;&nbsp;&nbsp;&nbsp;11695 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3906 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;147772 | &nbsp;&nbsp;143480 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;27780 | &nbsp;&nbsp;&nbsp;&nbsp;24887 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;10328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9405 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;26235 | &nbsp;&nbsp;&nbsp;&nbsp;24647 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8671 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;12446 | &nbsp;&nbsp;&nbsp;&nbsp;10963 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;13712 | &nbsp;&nbsp;&nbsp;&nbsp;13930 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;36783 | &nbsp;&nbsp;&nbsp;&nbsp;37002 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;11311 | &nbsp;&nbsp;&nbsp;&nbsp;11457 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;32252 | &nbsp;&nbsp;&nbsp;&nbsp;28530 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;26444 | &nbsp;&nbsp;&nbsp;&nbsp;19334 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;41335 | &nbsp;&nbsp;&nbsp;&nbsp;34150 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;42337 | &nbsp;&nbsp;&nbsp;&nbsp;28053 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;34567 | &nbsp;&nbsp;&nbsp;&nbsp;23066 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;13235 | &nbsp;&nbsp;&nbsp;&nbsp;12790 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;13263 | &nbsp;&nbsp;&nbsp;&nbsp;12986 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6523 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;22833 | &nbsp;&nbsp;&nbsp;&nbsp;15201 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3837 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;20720 | &nbsp;&nbsp;&nbsp;&nbsp;20216 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6538 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;40150 | &nbsp;&nbsp;&nbsp;&nbsp;40005 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4824 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;15225 | &nbsp;&nbsp;&nbsp;&nbsp;14228 |
|  | VeriSign Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5368 |
|  | VeriSign Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;16246 | &nbsp;&nbsp;&nbsp;&nbsp;15393 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;41471 | &nbsp;&nbsp;&nbsp;&nbsp;40913 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;37595 | &nbsp;&nbsp;&nbsp;&nbsp;35599 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6479 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.680% | &nbsp;&nbsp;10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;16168 | &nbsp;&nbsp;&nbsp;&nbsp;13988 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;22075 | &nbsp;&nbsp;&nbsp;&nbsp;19054 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;40367 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.355% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;48254 | &nbsp;&nbsp;&nbsp;&nbsp;41582 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;10611 | &nbsp;&nbsp;&nbsp;&nbsp;10756 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;30833 | &nbsp;&nbsp;&nbsp;&nbsp;29954 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;44787 | &nbsp;&nbsp;&nbsp;&nbsp;42524 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;36200 | &nbsp;&nbsp;&nbsp;&nbsp;35282 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;25512 | &nbsp;&nbsp;&nbsp;&nbsp;25722 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;14971 | &nbsp;&nbsp;&nbsp;&nbsp;13837 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;12739 | &nbsp;&nbsp;&nbsp;&nbsp;12685 |
| <sup>8</sup> | Verizon Communications Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/2/37 | &nbsp;&nbsp;125625 | &nbsp;&nbsp;126349 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;13216 | &nbsp;&nbsp;&nbsp;&nbsp;12398 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/20/40 | &nbsp;&nbsp;105406 | &nbsp;&nbsp;&nbsp;&nbsp;74352 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;41753 | &nbsp;&nbsp;&nbsp;&nbsp;32194 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/3/41 | &nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7495 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;14730 | &nbsp;&nbsp;&nbsp;&nbsp;11826 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;8/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;24004 | &nbsp;&nbsp;&nbsp;&nbsp;21430 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;17555 | &nbsp;&nbsp;&nbsp;&nbsp;14840 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;13350 | &nbsp;&nbsp;&nbsp;&nbsp;10183 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp;&nbsp;36293 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;10014 |

---

------

Total Bond Market II Index 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;3.875% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.672% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;16074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13546 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/56 | &nbsp;&nbsp;51505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31007 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/20/60 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12349 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/22/61 | &nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24340 |
|  | Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/48 | &nbsp;&nbsp;15833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14488 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/19/49 | &nbsp;&nbsp;37749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32467 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/17/50 | &nbsp;&nbsp;22915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17844 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/53 | &nbsp;&nbsp;22910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21598 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/19/59 | &nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1962 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/10/63 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/28/64 | &nbsp;&nbsp;12810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12281 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;11225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11124 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/23/27 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11983 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7094 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;36267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33299 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;16038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14784 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8367 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/35 | &nbsp;&nbsp;38947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43814 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/37 | &nbsp;&nbsp;14458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15775 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6684 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/40 | &nbsp;&nbsp;26033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21363 |
|  | Walt Disney Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;6633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;20211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18241 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;11268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10138 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15033 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/13/51 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22146 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/13/60 | &nbsp;&nbsp;13033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9510 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;3.755% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;4.054% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
| <sup>3</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
|  | Weibo Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970 |
|  |  |  |  |  | &nbsp;&nbsp;**5879287** |
| **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/6/27 | &nbsp;&nbsp;26135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25656 |
| <sup>8</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/26/30 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11949 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/9/31 | &nbsp;&nbsp;16378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14475 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7412 |
| <sup>8</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/26/35 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12944 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5084 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/9/41 | &nbsp;&nbsp;12140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8442 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/6/47 | &nbsp;&nbsp;19225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15395 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/9/51 | &nbsp;&nbsp;18144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11771 |
| <sup>8</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/26/54 | &nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/6/57 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9204 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/9/61 | &nbsp;&nbsp;12254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7578 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/13/27 | &nbsp;&nbsp;27085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26780 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;6/3/27 | &nbsp;&nbsp;24193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22964 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/22/27 | &nbsp;&nbsp;39805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39152 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;11078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11226 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17845 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/13/29 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24528 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;23915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24456 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/3/30 | &nbsp;&nbsp;25291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22373 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/12/31 | &nbsp;&nbsp;55500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49280 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/13/32 | &nbsp;&nbsp;30885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29556 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;38740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39441 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/22/37 | &nbsp;&nbsp;58621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53004 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/12/41 | &nbsp;&nbsp;54500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40671 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/5/44 | &nbsp;&nbsp;19336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18728 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/47 | &nbsp;&nbsp;34630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28618 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/3/50 | &nbsp;&nbsp;39200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23556 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/12/51 | &nbsp;&nbsp;33540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22606 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;8908 | &nbsp;&nbsp;&nbsp;&nbsp;7029 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/22/57 | &nbsp;&nbsp;12425 | &nbsp;&nbsp;10179 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/3/60 | &nbsp;&nbsp;23550 | &nbsp;&nbsp;13521 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/12/61 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;15300 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/13/62 | &nbsp;&nbsp;&nbsp;&nbsp;6061 | &nbsp;&nbsp;&nbsp;&nbsp;4734 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/7/26 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13615 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3613 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;13560 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4174 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18162 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5719 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/22/27 | &nbsp;&nbsp;11200 | &nbsp;&nbsp;11236 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;8381 | &nbsp;&nbsp;&nbsp;&nbsp;8422 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6576 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/7/28 | &nbsp;&nbsp;12938 | &nbsp;&nbsp;13206 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;7544 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2458 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;3019 | &nbsp;&nbsp;&nbsp;&nbsp;3065 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;9808 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/5/30 | &nbsp;&nbsp;13541 | &nbsp;&nbsp;13648 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/17/30 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;14904 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;9786 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7295 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/23/31 | &nbsp;&nbsp;13100 | &nbsp;&nbsp;13130 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/10/34 | &nbsp;&nbsp;15667 | &nbsp;&nbsp;15479 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/5/35 | &nbsp;&nbsp;&nbsp;&nbsp;8851 | &nbsp;&nbsp;&nbsp;&nbsp;8805 |
| <sup>3</sup> | American University | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;3635 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1380 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2798 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1382 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;3334 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;5454 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;7007 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/13/54 | &nbsp;&nbsp;16600 | &nbsp;&nbsp;14876 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5981 |
|  | AutoNation Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2553 | &nbsp;&nbsp;&nbsp;&nbsp;2540 |
|  | AutoNation Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5868 | &nbsp;&nbsp;&nbsp;&nbsp;5048 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1151 |
|  | AutoNation Inc. | &nbsp;&nbsp;5.890% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;1283 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;5650 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5547 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6366 | &nbsp;&nbsp;&nbsp;&nbsp;6414 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;11131 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;9657 | &nbsp;&nbsp;&nbsp;&nbsp;9443 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8975 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;18664 | &nbsp;&nbsp;18273 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4818 |
|  | AutoZone Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;10138 | &nbsp;&nbsp;&nbsp;&nbsp;8682 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8960 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4950 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4048 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5823 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16038 |
|  | BorgWarner Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
|  | BorgWarner Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2023 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;12489 | &nbsp;&nbsp;10315 |
| <sup>3</sup> | Brown University | &nbsp;&nbsp;2.924% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;4494 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3092 |
|  | Brunswick Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;8151 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;3351 |
| <sup>3</sup> | California Endowment | &nbsp;&nbsp;2.498% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3776 | &nbsp;&nbsp;&nbsp;&nbsp;2192 |
|  | California Institute of Technology | &nbsp;&nbsp;4.321% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1606 | &nbsp;&nbsp;&nbsp;&nbsp;1374 |
|  | California Institute of Technology | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;4550 |
|  | California Institute of Technology | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;5204 | &nbsp;&nbsp;&nbsp;&nbsp;3297 |
| <sup>3</sup> | Case Western Reserve University | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;6/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3514 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2852 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1531 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9830 |
|  | Claremont Mckenna College | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;1/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;2206 |
|  | Cornell University | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5970 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4240 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3809 | &nbsp;&nbsp;&nbsp;&nbsp;3817 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4590 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;2993 | &nbsp;&nbsp;&nbsp;&nbsp;3207 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3133 |
|  | Dick's Sporting Goods Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2167 | &nbsp;&nbsp;&nbsp;&nbsp;1944 |
|  | Dick's Sporting Goods Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;6277 |
|  | DR Horton Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1881 |
|  | DR Horton Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;16899 |
|  | DR Horton Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;15423 | &nbsp;&nbsp;15704 |
| <sup>3</sup> | Duke University | &nbsp;&nbsp;2.682% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3909 |
| <sup>3</sup> | Duke University | &nbsp;&nbsp;2.757% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;2270 |
| <sup>3</sup> | Duke University | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;10/1/55 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;&nbsp;&nbsp;6519 |
|  | eBay Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/5/27 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10139 |
|  | eBay Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/11/30 | &nbsp;&nbsp;25295 | &nbsp;&nbsp;23446 |
|  | eBay Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7088 |
|  | eBay Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5459 |
|  | eBay Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;7336 | &nbsp;&nbsp;&nbsp;&nbsp;5951 |
|  | eBay Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/10/51 | &nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;7478 |
| <sup>3</sup> | Emory University | &nbsp;&nbsp;2.143% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;5670 |
| <sup>3</sup> | Emory University | &nbsp;&nbsp;2.969% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8633 |
| <sup>3</sup> | Ford Foundation | &nbsp;&nbsp;2.415% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;1612 |
| <sup>3</sup> | Ford Foundation | &nbsp;&nbsp;2.815% | &nbsp;&nbsp;6/1/70 | &nbsp;&nbsp;&nbsp;&nbsp;8638 | &nbsp;&nbsp;&nbsp;&nbsp;4814 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.346% | &nbsp;&nbsp;12/8/26 | &nbsp;&nbsp;10440 | &nbsp;&nbsp;10372 |
|  | Ford Motor Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;2072 |
|  | Ford Motor Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/12/32 | &nbsp;&nbsp;27765 | &nbsp;&nbsp;23412 |
|  | Ford Motor Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;42323 | &nbsp;&nbsp;32556 |
|  | Ford Motor Co. | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1488 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8161 | &nbsp;&nbsp;&nbsp;&nbsp;8105 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/5/26 | &nbsp;&nbsp;19300 | &nbsp;&nbsp;19261 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;1/9/27 | &nbsp;&nbsp;19148 | &nbsp;&nbsp;18833 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;9449 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/27 | &nbsp;&nbsp;15331 | &nbsp;&nbsp;15233 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;11241 | &nbsp;&nbsp;10984 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;8161 | &nbsp;&nbsp;&nbsp;&nbsp;7877 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;5561 | &nbsp;&nbsp;&nbsp;&nbsp;5775 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;11375 | &nbsp;&nbsp;10668 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;16321 | &nbsp;&nbsp;16870 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.798% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;32071 | &nbsp;&nbsp;33233 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;6787 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;1368 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;5/3/29 | &nbsp;&nbsp;29423 | &nbsp;&nbsp;28773 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.303% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;31131 | &nbsp;&nbsp;30579 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/7/29 | &nbsp;&nbsp;24100 | &nbsp;&nbsp;24176 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;5347 | &nbsp;&nbsp;&nbsp;&nbsp;5624 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/13/30 | &nbsp;&nbsp;32409 | &nbsp;&nbsp;29573 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;8582 | &nbsp;&nbsp;&nbsp;&nbsp;8565 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/17/31 | &nbsp;&nbsp;14359 | &nbsp;&nbsp;12643 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.054% | &nbsp;&nbsp;11/5/31 | &nbsp;&nbsp;62855 | &nbsp;&nbsp;62534 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;1934 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.122% | &nbsp;&nbsp;11/7/33 | &nbsp;&nbsp;35184 | &nbsp;&nbsp;36507 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/8/34 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9730 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;4331 | &nbsp;&nbsp;&nbsp;&nbsp;4327 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5802 | &nbsp;&nbsp;&nbsp;&nbsp;5498 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2113 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;11390 | &nbsp;&nbsp;11938 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3797 |
|  | General Motors Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6794 | &nbsp;&nbsp;&nbsp;&nbsp;6725 |
|  | General Motors Co. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8603 | &nbsp;&nbsp;&nbsp;&nbsp;8959 |
|  | General Motors Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5635 |
|  | General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;19371 | &nbsp;&nbsp;19547 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;1741 |
|  | General Motors Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;11350 | &nbsp;&nbsp;11604 |
|  | General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;21254 | &nbsp;&nbsp;20047 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;7381 |
|  | General Motors Co. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;9436 | &nbsp;&nbsp;&nbsp;&nbsp;9977 |
|  | General Motors Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;9579 | &nbsp;&nbsp;&nbsp;&nbsp;8890 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/2/43 | &nbsp;&nbsp;17970 | &nbsp;&nbsp;17619 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;15582 | &nbsp;&nbsp;13358 |
|  | General Motors Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;7747 | &nbsp;&nbsp;&nbsp;&nbsp;7926 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/6/26 | &nbsp;&nbsp;28102 | &nbsp;&nbsp;27903 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/17/27 | &nbsp;&nbsp;18050 | &nbsp;&nbsp;17945 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/9/27 | &nbsp;&nbsp;13933 | &nbsp;&nbsp;14019 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/8/27 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;22831 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3065 | &nbsp;&nbsp;&nbsp;&nbsp;3083 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11162 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7682 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;7207 | &nbsp;&nbsp;&nbsp;&nbsp;7055 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;4605 | &nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/10/28 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;17863 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/23/28 | &nbsp;&nbsp;16392 | &nbsp;&nbsp;16888 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/7/29 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;25752 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3731 | &nbsp;&nbsp;&nbsp;&nbsp;3812 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/6/29 | &nbsp;&nbsp;16130 | &nbsp;&nbsp;15775 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;40750 | &nbsp;&nbsp;41620 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/6/29 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11286 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/7/30 | &nbsp;&nbsp;43645 | &nbsp;&nbsp;44154 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;7764 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;4920 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/8/31 | &nbsp;&nbsp;10978 | &nbsp;&nbsp;&nbsp;&nbsp;9505 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/8/31 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10531 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/10/31 | &nbsp;&nbsp;29885 | &nbsp;&nbsp;26130 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/18/31 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;11016 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;5893 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;3836 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3157 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7721 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/4/34 | &nbsp;&nbsp;11944 | &nbsp;&nbsp;12117 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;6934 | &nbsp;&nbsp;&nbsp;&nbsp;6780 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/7/35 | &nbsp;&nbsp;18279 | &nbsp;&nbsp;18360 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;12120 | &nbsp;&nbsp;12379 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4532 | &nbsp;&nbsp;&nbsp;&nbsp;4812 |
|  | Genuine Parts Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;18471 | &nbsp;&nbsp;18760 |
|  | Genuine Parts Co. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5188 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;8346 |
| <sup>3</sup> | George Washington University | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3944 | &nbsp;&nbsp;&nbsp;&nbsp;3336 |
|  | George Washington University | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1742 | &nbsp;&nbsp;&nbsp;&nbsp;1579 |
| <sup>3</sup> | George Washington University | &nbsp;&nbsp;4.126% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;11456 | &nbsp;&nbsp;&nbsp;&nbsp;9147 |
| <sup>3</sup> | Georgetown University | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4837 | &nbsp;&nbsp;&nbsp;&nbsp;3995 |
| <sup>3</sup> | Georgetown University | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp;&nbsp;5400 |
|  | Georgetown University | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1382 |
| <sup>3</sup> | Georgetown University | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;10/1/18 | &nbsp;&nbsp;&nbsp;&nbsp;2694 | &nbsp;&nbsp;&nbsp;&nbsp;2372 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3868 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4179 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6092 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;5968 |
|  | Harley-Davidson Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/28/45 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;6030 |
|  | Hasbro Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4933 |
|  | Hasbro Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9157 |
|  | Hasbro Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
|  | Hasbro Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4741 |
|  | Hasbro Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;5413 | &nbsp;&nbsp;&nbsp;&nbsp;4696 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8853 | &nbsp;&nbsp;&nbsp;&nbsp;8649 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5553 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;24813 | &nbsp;&nbsp;24152 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;5341 |
|  | Home Depot Inc. | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4612 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3700 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;26455 | &nbsp;&nbsp;25313 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/25/29 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;15417 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;36495 | &nbsp;&nbsp;34090 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;6957 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/25/31 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;10464 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;13702 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;39279 | &nbsp;&nbsp;36369 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10042 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/25/34 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;22761 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/16/36 | &nbsp;&nbsp;52494 | &nbsp;&nbsp;56291 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;25650 | &nbsp;&nbsp;20475 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5712 | &nbsp;&nbsp;&nbsp;&nbsp;4872 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;11095 | &nbsp;&nbsp;&nbsp;&nbsp;9552 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;13280 | &nbsp;&nbsp;11118 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;23205 | &nbsp;&nbsp;18261 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/6/48 | &nbsp;&nbsp;15173 | &nbsp;&nbsp;13009 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;33120 | &nbsp;&nbsp;22283 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;24560 | &nbsp;&nbsp;17227 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;5387 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;2529 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;29688 | &nbsp;&nbsp;21596 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;13174 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/25/54 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;12954 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/56 | &nbsp;&nbsp;10910 | &nbsp;&nbsp;&nbsp;&nbsp;7585 |
| <sup>6</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.436% | &nbsp;&nbsp;7/8/28 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;20524 |
| <sup>6</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.688% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;15225 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;2.967% | &nbsp;&nbsp;3/10/32 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10744 |
| <sup>6</sup> | Honda Motor Co. Ltd. | &nbsp;&nbsp;5.337% | &nbsp;&nbsp;7/8/35 | &nbsp;&nbsp;12900 | &nbsp;&nbsp;12935 |
| <sup>3</sup> | Howard University | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2705 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4083 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3563 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp;&nbsp;&nbsp;6781 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5723 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/23/30 | &nbsp;&nbsp;14720 | &nbsp;&nbsp;15224 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8889 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;2831 | &nbsp;&nbsp;&nbsp;&nbsp;2907 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5807 |
|  | JD.com Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;7681 |
|  | JD.com Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;2558 |
| <sup>3</sup> | Johns Hopkins University | &nbsp;&nbsp;4.705% | &nbsp;&nbsp;7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7076 |
| <sup>3</sup> | Johns Hopkins University | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4234 |
| <sup>3</sup> | Johns Hopkins University | &nbsp;&nbsp;2.813% | &nbsp;&nbsp;1/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/18/26 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14790 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;20011 | &nbsp;&nbsp;20432 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2882 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4757 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6164 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5363 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;9348 |
|  | Lear Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3256 | &nbsp;&nbsp;&nbsp;&nbsp;3208 |
|  | Lear Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6731 |
|  | Lear Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3585 |
|  | Lear Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4016 |
|  | Lear Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;14990 | &nbsp;&nbsp;12892 |
|  | Lear Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;2974 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;12475 | &nbsp;&nbsp;12105 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;4342 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;1.289% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1026 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;4.679% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3938 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;3.647% | &nbsp;&nbsp;5/1/48 | &nbsp;&nbsp;11840 | &nbsp;&nbsp;&nbsp;&nbsp;9101 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;2.413% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;2844 |
|  | Lennar Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5035 |
|  | Lennar Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/29/27 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15105 |
|  | Lennar Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4534 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5172 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/3/27 | &nbsp;&nbsp;12618 | &nbsp;&nbsp;12370 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp;&nbsp;&nbsp;8076 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;18546 | &nbsp;&nbsp;17158 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;24003 | &nbsp;&nbsp;23438 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;11609 | &nbsp;&nbsp;11695 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8710 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;26500 | &nbsp;&nbsp;23904 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;27250 | &nbsp;&nbsp;25693 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2020 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/1/33 | &nbsp;&nbsp;26750 | &nbsp;&nbsp;27299 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;6394 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;23967 | &nbsp;&nbsp;16745 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2200 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;5194 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/3/47 | &nbsp;&nbsp;19622 | &nbsp;&nbsp;15269 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/5/49 | &nbsp;&nbsp;15320 | &nbsp;&nbsp;12597 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3565 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;21668 | &nbsp;&nbsp;13544 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;4643 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;26045 | &nbsp;&nbsp;20381 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2165 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;5066 | &nbsp;&nbsp;&nbsp;&nbsp;4954 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/62 | &nbsp;&nbsp;16650 | &nbsp;&nbsp;12921 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2495 |
|  | Magna International Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/14/29 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12754 |
|  | Magna International Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4531 |
|  | Magna International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5636 |
|  | Magna International Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3613 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;18830 | &nbsp;&nbsp;19527 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;15073 | &nbsp;&nbsp;15179 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16273 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8622 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6210 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;16152 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;25500 | &nbsp;&nbsp;23160 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7971 | &nbsp;&nbsp;&nbsp;&nbsp;7248 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4254 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7084 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9326 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/37 | &nbsp;&nbsp;10922 | &nbsp;&nbsp;10924 |
|  | Masco Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8368 |
|  | Masco Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4641 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2754 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;7741 |
|  | Masco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3546 | &nbsp;&nbsp;&nbsp;&nbsp;2878 |
|  | Masco Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2496 |
| <sup>3</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;3.959% | &nbsp;&nbsp;7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>3</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.989% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;3747 |
| <sup>3</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;3556 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3086 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;8431 | &nbsp;&nbsp;&nbsp;&nbsp;8446 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;4.678% | &nbsp;&nbsp;7/1/14 | &nbsp;&nbsp;14957 | &nbsp;&nbsp;12410 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.885% | &nbsp;&nbsp;7/1/16 | &nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;1565 |
|  | Mattel Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3596 | &nbsp;&nbsp;&nbsp;&nbsp;3200 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;8860 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8889 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;11378 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/28 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12222 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6369 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;13389 | &nbsp;&nbsp;12577 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;16996 | &nbsp;&nbsp;15428 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;2557 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;18716 | &nbsp;&nbsp;18106 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;2063 | &nbsp;&nbsp;&nbsp;&nbsp;2066 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7132 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/3/35 | &nbsp;&nbsp;34146 | &nbsp;&nbsp;34117 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/9/35 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;16001 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;8053 | &nbsp;&nbsp;&nbsp;&nbsp;8800 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;7793 | &nbsp;&nbsp;&nbsp;&nbsp;8078 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;4253 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3316 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/26/45 | &nbsp;&nbsp;13860 | &nbsp;&nbsp;12031 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/9/45 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;18032 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;11327 | &nbsp;&nbsp;&nbsp;&nbsp;9573 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3736 | &nbsp;&nbsp;&nbsp;&nbsp;3124 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7947 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/9/52 | &nbsp;&nbsp;15060 | &nbsp;&nbsp;13801 |
|  | MDC Holdings Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8600 |
|  | MDC Holdings Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3594 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | MDC Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6672 |
| <sup>8</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
|  | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;8820 | &nbsp;&nbsp;10486 |
| <sup>8</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
|  | Meritage Homes Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2531 | &nbsp;&nbsp;&nbsp;&nbsp;2540 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4163 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5385 |
|  | NIKE Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;7115 |
|  | NIKE Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;7374 | &nbsp;&nbsp;&nbsp;&nbsp;7214 |
|  | NIKE Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/27/30 | &nbsp;&nbsp;19749 | &nbsp;&nbsp;18604 |
|  | NIKE Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/40 | &nbsp;&nbsp;14649 | &nbsp;&nbsp;11668 |
|  | NIKE Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2405 |
|  | NIKE Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1255 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;6017 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/27/50 | &nbsp;&nbsp;21340 | &nbsp;&nbsp;15112 |
| <sup>3</sup> | Northeastern University | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;2045 |
|  | Northwestern University | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;12/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;6140 |
| <sup>3</sup> | Northwestern University | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;8913 |
| <sup>3</sup> | Northwestern University | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;1855 |
| <sup>3</sup> | Northwestern University | &nbsp;&nbsp;3.662% | &nbsp;&nbsp;12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1504 |
|  | NVR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9072 | &nbsp;&nbsp;&nbsp;&nbsp;8446 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3564 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;24495 | &nbsp;&nbsp;24172 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1680 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;11216 | &nbsp;&nbsp;11019 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;17950 | &nbsp;&nbsp;17766 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2687 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2981 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;7589 | &nbsp;&nbsp;&nbsp;&nbsp;7538 |
|  | Owens Corning | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;2003 |
|  | Owens Corning | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2555 |
|  | Owens Corning | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4016 |
|  | Owens Corning | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4130 |
|  | Owens Corning | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp;&nbsp;9611 |
|  | Owens Corning | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;2007 |
|  | Owens Corning | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;6509 |
|  | Owens Corning | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3347 |
|  | Owens Corning | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;10301 |
| <sup>3</sup> | President & Fellows of Harvard College | &nbsp;&nbsp;4.609% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12592 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;3556 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;4514 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;2.517% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;3988 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.745% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4061 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2255 |
|  | PulteGroup Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6780 | &nbsp;&nbsp;&nbsp;&nbsp;6828 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;10340 | &nbsp;&nbsp;11086 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2093 |
|  | PVH Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/13/30 | &nbsp;&nbsp;15575 | &nbsp;&nbsp;15686 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7479 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;14650 | &nbsp;&nbsp;14875 |
| <sup>3</sup> | Rockefeller Foundation | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;6010 |
|  | Rollins Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;2707 | &nbsp;&nbsp;&nbsp;&nbsp;2716 |
|  | Ross Stores Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8570 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3823 | &nbsp;&nbsp;&nbsp;&nbsp;4040 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8412 | &nbsp;&nbsp;&nbsp;&nbsp;8193 |
|  | Sands China Ltd. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7290 |
|  | Sands China Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/8/28 | &nbsp;&nbsp;21200 | &nbsp;&nbsp;21364 |
|  | Sands China Ltd. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6519 |
|  | Sands China Ltd. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7266 |
|  | Sands China Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;5755 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;4410 |
|  | Snap-on Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;3707 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;3517 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1019 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;11909 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2805 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5248 | &nbsp;&nbsp;&nbsp;&nbsp;4411 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;5694 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/27 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11403 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9629 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5474 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;5548 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1340 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9951 | &nbsp;&nbsp;&nbsp;&nbsp;9679 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/12/30 | &nbsp;&nbsp;16721 | &nbsp;&nbsp;15162 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10951 | &nbsp;&nbsp;11087 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;30532 | &nbsp;&nbsp;27681 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5155 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/14/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9044 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13012 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6237 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6314 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;2058 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4430 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;8801 | &nbsp;&nbsp;&nbsp;&nbsp;7310 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4179 |
| <sup>3</sup> | Tapestry Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2796 | &nbsp;&nbsp;&nbsp;&nbsp;2778 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/11/30 | &nbsp;&nbsp;11934 | &nbsp;&nbsp;12090 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/11/35 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;10815 |
|  | Thomas Jefferson University | &nbsp;&nbsp;3.847% | &nbsp;&nbsp;11/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;3679 | &nbsp;&nbsp;&nbsp;&nbsp;2551 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;23275 | &nbsp;&nbsp;22796 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;6978 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;10541 | &nbsp;&nbsp;10397 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;4830 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;17238 | &nbsp;&nbsp;15037 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13932 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6698 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;3100 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;4.186% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7314 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.118% | &nbsp;&nbsp;7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;9487 | &nbsp;&nbsp;&nbsp;&nbsp;9749 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;3.669% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;6598 | &nbsp;&nbsp;&nbsp;&nbsp;6542 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;2.760% | &nbsp;&nbsp;7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6628 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8586 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;2.362% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4474 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2056 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;6/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8877 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6021 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5546 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;10210 | &nbsp;&nbsp;10374 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;14750 | &nbsp;&nbsp;14859 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;7032 | &nbsp;&nbsp;&nbsp;&nbsp;6935 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8471 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/27 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12081 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;9277 | &nbsp;&nbsp;&nbsp;&nbsp;8722 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5774 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;7177 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;11171 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7257 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11867 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7594 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;6826 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/16/29 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10789 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/9/30 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;16265 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;8703 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19119 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10625 | &nbsp;&nbsp;10791 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/17/30 | &nbsp;&nbsp;15445 | &nbsp;&nbsp;15541 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10528 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4312 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/31 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;15614 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/12/31 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;13725 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/31 | &nbsp;&nbsp;20750 | &nbsp;&nbsp;20778 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1747 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2508 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;7662 | &nbsp;&nbsp;&nbsp;&nbsp;7656 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/9/35 | &nbsp;&nbsp;16656 | &nbsp;&nbsp;17090 |
|  | Tractor Supply Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;4983 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Tractor Supply Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3568 |
| <sup>3</sup> | Trustees of Boston College | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2737 |
| <sup>3</sup> | Trustees of Columbia University in the City of New York | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 |
|  | Trustees of Princeton University | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6206 |
| <sup>3</sup> | Trustees of Princeton University | &nbsp;&nbsp;2.516% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663 |
|  | Trustees of Princeton University | &nbsp;&nbsp;4.201% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764 |
| <sup>3</sup> | Trustees of the University of Pennsylvania | &nbsp;&nbsp;2.396% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;9/1/12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/15/19 | &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;38 |
| <sup>3</sup> | University of Chicago | &nbsp;&nbsp;2.547% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5153 |
| <sup>3</sup> | University of Chicago | &nbsp;&nbsp;4.003% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4171 |
| <sup>3</sup> | University of Miami | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4316 |
| <sup>3</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.438% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6858 |
| <sup>3</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.394% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;3.028% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7421 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;3.841% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7531 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;2.945% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7974 |
|  | University of Southern California | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 |
|  | University of Southern California | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;3.226% | &nbsp;&nbsp;10/1/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131 |
| <sup>3</sup> | Washington University | &nbsp;&nbsp;3.524% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026 |
|  | Washington University | &nbsp;&nbsp;4.349% | &nbsp;&nbsp;4/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 |
| <sup>3</sup> | William Marsh Rice University | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6690 |
| <sup>3</sup> | Yale University | &nbsp;&nbsp;1.482% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 |
| <sup>3</sup> | Yale University | &nbsp;&nbsp;2.402% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 |
|  |  |  |  |  | &nbsp;&nbsp;**5230730** |
| **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** |
|  | Ahold Finance USA LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | Altria Group Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;15784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15474 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8709 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;25775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26070 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8551 |
|  | Altria Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;12350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10653 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5585 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5993 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/39 | &nbsp;&nbsp;&nbsp;&nbsp;15760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15964 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19647 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/9/42 | &nbsp;&nbsp;&nbsp;&nbsp;10376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8449 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;16209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13505 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/16/46 | &nbsp;&nbsp;&nbsp;&nbsp;23289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17194 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;27928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27784 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7839 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;17557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12150 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/14/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2529 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/4/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
| <sup>3</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;76511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74653 |
| <sup>3</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/46 | &nbsp;&nbsp;131931 | &nbsp;&nbsp;&nbsp;&nbsp;120848 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9333 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;21742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19807 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;66642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67819 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;33870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32683 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10951 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;18575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23694 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;24281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24686 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8283 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.439% | &nbsp;&nbsp;10/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;28782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24434 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;46998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46708 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp;28180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28866 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8593 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;14837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13384 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;5.935% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4328 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;13325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11374 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6991 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7527 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| BAT Capital Corp. | &nbsp;&nbsp;3.215% | &nbsp;&nbsp;9/6/26 | &nbsp;&nbsp;10933 | &nbsp;&nbsp;10782 |
| BAT Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/2/27 | &nbsp;&nbsp;26873 | &nbsp;&nbsp;27003 |
| BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;20619 | &nbsp;&nbsp;20284 |
| BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;35625 | &nbsp;&nbsp;33702 |
| BAT Capital Corp. | &nbsp;&nbsp;3.462% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;7693 | &nbsp;&nbsp;&nbsp;&nbsp;7393 |
| BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/30 | &nbsp;&nbsp;11805 | &nbsp;&nbsp;11963 |
| BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/30 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11851 |
| BAT Capital Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;2/20/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10521 |
| BAT Capital Corp. | &nbsp;&nbsp;2.726% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;24000 | &nbsp;&nbsp;21625 |
| BAT Capital Corp. | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;3/16/32 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;11017 |
| BAT Capital Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;11871 | &nbsp;&nbsp;12143 |
| BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/33 | &nbsp;&nbsp;13905 | &nbsp;&nbsp;15134 |
| BAT Capital Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;10003 | &nbsp;&nbsp;10541 |
| BAT Capital Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7968 | &nbsp;&nbsp;&nbsp;&nbsp;8101 |
| BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;29975 | &nbsp;&nbsp;26817 |
| BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/43 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;13242 |
| BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;23406 | &nbsp;&nbsp;18910 |
| BAT Capital Corp. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;4/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;7469 |
| BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;5822 |
| BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/53 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;16707 |
| BAT Capital Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5661 | &nbsp;&nbsp;&nbsp;&nbsp;5727 |
| BAT International Finance plc | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;3/16/28 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10521 |
| BAT International Finance plc | &nbsp;&nbsp;5.931% | &nbsp;&nbsp;2/2/29 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11544 |
| Brown-Forman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12027 |
| Brown-Forman Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;3357 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7368 | &nbsp;&nbsp;&nbsp;&nbsp;7278 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3716 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;12055 | &nbsp;&nbsp;11987 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/14/31 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;11085 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/17/34 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11054 |
| Campbell's Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6088 |
| Campbell's Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;11950 | &nbsp;&nbsp;11902 |
| Campbell's Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6962 |
| Campbell's Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;4937 |
| Campbell's Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/21/34 | &nbsp;&nbsp;11383 | &nbsp;&nbsp;11559 |
| Campbell's Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/23/35 | &nbsp;&nbsp;13025 | &nbsp;&nbsp;12502 |
| Campbell's Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3740 |
| Campbell's Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;4537 |
| Campbell's Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/13/54 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2731 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3504 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;2620 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7208 |
| Clorox Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5960 |
| Clorox Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3471 |
| Clorox Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9313 | &nbsp;&nbsp;&nbsp;&nbsp;8229 |
| Clorox Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3997 |
| Coca-Cola Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;3004 |
| Coca-Cola Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1841 |
| Coca-Cola Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;17848 | &nbsp;&nbsp;17040 |
| Coca-Cola Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6114 |
| Coca-Cola Co. | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7425 |
| Coca-Cola Co. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5757 |
| Coca-Cola Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;9834 |
| Coca-Cola Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;25093 | &nbsp;&nbsp;22263 |
| Coca-Cola Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;19400 | &nbsp;&nbsp;17251 |
| Coca-Cola Co. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;12368 |
| Coca-Cola Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/5/32 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;11146 |
| Coca-Cola Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7723 |
| Coca-Cola Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/14/34 | &nbsp;&nbsp;16358 | &nbsp;&nbsp;16443 |
| Coca-Cola Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;3511 |
| Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;8818 |
| Coca-Cola Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/5/41 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4502 |
| Coca-Cola Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;4824 |
| Coca-Cola Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;21475 | &nbsp;&nbsp;13237 |
| Coca-Cola Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;5395 |
| Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;17325 | &nbsp;&nbsp;10389 |
| Coca-Cola Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/13/54 | &nbsp;&nbsp;&nbsp;&nbsp;4827 | &nbsp;&nbsp;&nbsp;&nbsp;4696 |
| Coca-Cola Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/14/55 | &nbsp;&nbsp;27348 | &nbsp;&nbsp;26170 |
| Coca-Cola Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;1666 |
| Coca-Cola Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/13/64 | &nbsp;&nbsp;19825 | &nbsp;&nbsp;19366 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8606 |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3392 | &nbsp;&nbsp;&nbsp;&nbsp;3496 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;12689 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;3498 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;6154 | &nbsp;&nbsp;&nbsp;&nbsp;6115 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/43 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;10178 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4915 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10175 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2611 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9275 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2528 |
| <sup>3</sup> | Colgate-Palmolive Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;3398 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7309 | &nbsp;&nbsp;&nbsp;&nbsp;7384 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;19822 | &nbsp;&nbsp;18497 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;5502 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;4673 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/38 | &nbsp;&nbsp;21530 | &nbsp;&nbsp;20592 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp;&nbsp;&nbsp;3897 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/6/26 | &nbsp;&nbsp;17788 | &nbsp;&nbsp;17646 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/9/27 | &nbsp;&nbsp;13275 | &nbsp;&nbsp;13071 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;5636 | &nbsp;&nbsp;&nbsp;&nbsp;5637 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;6946 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7581 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9215 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5808 | &nbsp;&nbsp;&nbsp;&nbsp;5374 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1763 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;3674 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4963 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/1/33 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12878 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/9/47 | &nbsp;&nbsp;&nbsp;&nbsp;7883 | &nbsp;&nbsp;&nbsp;&nbsp;6547 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;3540 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4014 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;5765 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/27 | &nbsp;&nbsp;15732 | &nbsp;&nbsp;15495 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;6729 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;4/20/30 | &nbsp;&nbsp;42373 | &nbsp;&nbsp;37804 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/20/32 | &nbsp;&nbsp;19150 | &nbsp;&nbsp;16386 |
|  | Delhaize America LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;2314 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;7259 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;7609 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;9824 | &nbsp;&nbsp;&nbsp;&nbsp;8373 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/24/33 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14576 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/5/33 | &nbsp;&nbsp;10325 | &nbsp;&nbsp;10855 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1607 |
|  | Diageo Capital plc | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/29/43 | &nbsp;&nbsp;17969 | &nbsp;&nbsp;14449 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3646 | &nbsp;&nbsp;&nbsp;&nbsp;3756 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5286 | &nbsp;&nbsp;&nbsp;&nbsp;5526 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1723 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;1512 | &nbsp;&nbsp;&nbsp;&nbsp;1292 |
|  | Dollar General Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;6469 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6722 | &nbsp;&nbsp;&nbsp;&nbsp;6764 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;4444 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;2331 | &nbsp;&nbsp;&nbsp;&nbsp;2378 |
|  | Dollar General Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;4237 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;8932 | &nbsp;&nbsp;&nbsp;&nbsp;6722 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;22112 | &nbsp;&nbsp;21915 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7784 | &nbsp;&nbsp;&nbsp;&nbsp;6869 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;2647 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6431 | &nbsp;&nbsp;&nbsp;&nbsp;6328 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5017 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5531 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;15600 | &nbsp;&nbsp;14376 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9580 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7362 | &nbsp;&nbsp;&nbsp;&nbsp;7248 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8607 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;3573 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3902 | &nbsp;&nbsp;&nbsp;&nbsp;2497 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1512 | &nbsp;&nbsp;&nbsp;&nbsp;1432 |
|  | Flowers Foods Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3449 |
|  | Flowers Foods Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;11381 | &nbsp;&nbsp;&nbsp;&nbsp;9961 |
|  | General Mills Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2187 |
|  | General Mills Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/10/27 | &nbsp;&nbsp;12065 | &nbsp;&nbsp;11867 |
|  | General Mills Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;32580 | &nbsp;&nbsp;32527 |
|  | General Mills Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8385 |
|  | General Mills Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6891 | &nbsp;&nbsp;&nbsp;&nbsp;6409 |
|  | General Mills Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3741 |
|  | General Mills Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/29/33 | &nbsp;&nbsp;14987 | &nbsp;&nbsp;15018 |
|  | General Mills Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8240 |
|  | General Mills Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;4938 |
|  | General Mills Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6265 | &nbsp;&nbsp;&nbsp;&nbsp;4006 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/27 | &nbsp;&nbsp;29175 | &nbsp;&nbsp;28761 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/29 | &nbsp;&nbsp;11650 | &nbsp;&nbsp;11261 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/32 | &nbsp;&nbsp;29500 | &nbsp;&nbsp;27597 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/24/52 | &nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;7434 |
|  | Hershey Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | Hershey Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;2276 | &nbsp;&nbsp;&nbsp;&nbsp;2305 |
|  | Hershey Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;6427 | &nbsp;&nbsp;&nbsp;&nbsp;6479 |
|  | Hershey Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5381 | &nbsp;&nbsp;&nbsp;&nbsp;5005 |
|  | Hershey Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4132 |
|  | Hershey Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;1901 |
|  | Hershey Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;6617 |
|  | Hershey Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
|  | Hershey Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;1365 |
|  | Hershey Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;1581 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6063 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/3/28 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13090 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;7625 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/3/51 | &nbsp;&nbsp;10002 | &nbsp;&nbsp;&nbsp;&nbsp;6554 |
|  | Ingredion Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5041 | &nbsp;&nbsp;&nbsp;&nbsp;4963 |
|  | Ingredion Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;7465 |
|  | Ingredion Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1210 |
|  | J M Smucker Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;4147 |
|  | J M Smucker Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4259 | &nbsp;&nbsp;&nbsp;&nbsp;4476 |
|  | J M Smucker Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;7168 |
|  | J M Smucker Co. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1628 | &nbsp;&nbsp;&nbsp;&nbsp;1379 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12883 |
|  | J M Smucker Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4220 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;9270 | &nbsp;&nbsp;&nbsp;&nbsp;9830 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;15822 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11154 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10249 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;3057 | &nbsp;&nbsp;&nbsp;&nbsp;2906 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2558 | &nbsp;&nbsp;&nbsp;&nbsp;2628 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6514 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;19801 | &nbsp;&nbsp;20361 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;17401 | &nbsp;&nbsp;19001 |
| <sup>6,8</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;11035 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/52 | &nbsp;&nbsp;24625 | &nbsp;&nbsp;19061 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/52 | &nbsp;&nbsp;22700 | &nbsp;&nbsp;23530 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;10466 | &nbsp;&nbsp;11798 |
| <sup>6,8</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/1/56 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12540 |
| <sup>6,8</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/66 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6737 |
| <sup>8</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/20/35 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;11862 |
| <sup>8</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9972 |
|  | Kellanova | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;10475 | &nbsp;&nbsp;10317 |
|  | Kellanova | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;4879 |
|  | Kellanova | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;4354 |
| <sup>3</sup> | Kellanova | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;9181 |
|  | Kellanova | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;6549 |
|  | Kellanova | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3199 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10753 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/30 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12368 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;8043 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/22/33 | &nbsp;&nbsp;22255 | &nbsp;&nbsp;22563 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Kenvue Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/22/43 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;14294 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/53 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14859 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/22/63 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7588 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5391 |
| <sup>3</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6884 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8365 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;17535 | &nbsp;&nbsp;17256 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;23750 | &nbsp;&nbsp;22390 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2010 |
| <sup>3</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2648 |
| <sup>3</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8721 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10571 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;11810 | &nbsp;&nbsp;12092 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6333 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;4639 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3296 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;5246 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;2519 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;13167 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1645 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3567 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;7637 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;5779 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6353 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;8180 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;2774 | &nbsp;&nbsp;&nbsp;&nbsp;2173 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/7/50 | &nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;2653 |
|  | Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2123 | &nbsp;&nbsp;&nbsp;&nbsp;2167 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;16218 | &nbsp;&nbsp;16092 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3921 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4054 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;10773 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/26/39 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8860 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8978 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;7377 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/42 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;10483 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/45 | &nbsp;&nbsp;17050 | &nbsp;&nbsp;15451 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/46 | &nbsp;&nbsp;41586 | &nbsp;&nbsp;33626 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;9870 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;9759 |
|  | Kroger Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4107 | &nbsp;&nbsp;&nbsp;&nbsp;4024 |
|  | Kroger Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1448 |
| <sup>3</sup> | Kroger Co. | &nbsp;&nbsp;7.700% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;4493 |
|  | Kroger Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6942 |
|  | Kroger Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5031 | &nbsp;&nbsp;&nbsp;&nbsp;4550 |
|  | Kroger Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6102 | &nbsp;&nbsp;&nbsp;&nbsp;5264 |
|  | Kroger Co. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;1290 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;24730 | &nbsp;&nbsp;24594 |
|  | Kroger Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3327 | &nbsp;&nbsp;&nbsp;&nbsp;3744 |
|  | Kroger Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;3927 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;4524 | &nbsp;&nbsp;&nbsp;&nbsp;4125 |
|  | Kroger Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2179 |
|  | Kroger Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;14619 | &nbsp;&nbsp;11105 |
|  | Kroger Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/1/47 | &nbsp;&nbsp;17409 | &nbsp;&nbsp;14412 |
|  | Kroger Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3191 | &nbsp;&nbsp;&nbsp;&nbsp;2703 |
|  | Kroger Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7185 | &nbsp;&nbsp;&nbsp;&nbsp;6731 |
|  | Kroger Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;5829 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;19212 | &nbsp;&nbsp;18221 |
|  | Kroger Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/64 | &nbsp;&nbsp;18314 | &nbsp;&nbsp;17354 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10320 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3756 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;8144 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5044 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6060 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;1451 |
|  | Mead Johnson Nutrition Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;6392 |
|  | Mead Johnson Nutrition Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;5525 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;27194 | &nbsp;&nbsp;26790 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;10925 | &nbsp;&nbsp;&nbsp;&nbsp;9960 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| Molson Coors Beverage Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;20725 | &nbsp;&nbsp;16534 |
| Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5849 |
| Mondelez International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7512 |
| Mondelez International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;20650 | &nbsp;&nbsp;21015 |
| Mondelez International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;9006 | &nbsp;&nbsp;&nbsp;&nbsp;8359 |
| Mondelez International Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4356 |
| Mondelez International Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;6991 |
| Mondelez International Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;14245 | &nbsp;&nbsp;11901 |
| Mondelez International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4013 |
| Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/4/50 | &nbsp;&nbsp;15275 | &nbsp;&nbsp;&nbsp;&nbsp;9051 |
| PepsiCo Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/6/26 | &nbsp;&nbsp;37221 | &nbsp;&nbsp;36488 |
| PepsiCo Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5065 |
| PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;17112 |
| PepsiCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;37525 | &nbsp;&nbsp;36707 |
| PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3037 |
| PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;10838 |
| PepsiCo Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
| PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;6909 | &nbsp;&nbsp;&nbsp;&nbsp;6530 |
| PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/19/30 | &nbsp;&nbsp;27510 | &nbsp;&nbsp;25781 |
| PepsiCo Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;16520 | &nbsp;&nbsp;14656 |
| PepsiCo Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;7891 |
| PepsiCo Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/21/31 | &nbsp;&nbsp;19900 | &nbsp;&nbsp;17286 |
| PepsiCo Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;8951 | &nbsp;&nbsp;&nbsp;&nbsp;8651 |
| PepsiCo Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/35 | &nbsp;&nbsp;13635 | &nbsp;&nbsp;13834 |
| PepsiCo Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6726 |
| PepsiCo Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;7879 |
| PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;6353 | &nbsp;&nbsp;&nbsp;&nbsp;4492 |
| PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3299 |
| PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3299 |
| PepsiCo Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3082 |
| PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;6113 |
| PepsiCo Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/6/46 | &nbsp;&nbsp;15075 | &nbsp;&nbsp;11250 |
| PepsiCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/29/49 | &nbsp;&nbsp;14020 | &nbsp;&nbsp;10053 |
| PepsiCo Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;6175 |
| PepsiCo Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/19/50 | &nbsp;&nbsp;16308 | &nbsp;&nbsp;12310 |
| PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/21/51 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;6549 |
| PepsiCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/18/52 | &nbsp;&nbsp;10760 | &nbsp;&nbsp;&nbsp;&nbsp;8811 |
| PepsiCo Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4411 |
| PepsiCo Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/17/54 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;10751 |
| PepsiCo Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/60 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1501 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9079 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;11934 | &nbsp;&nbsp;11673 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4470 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/17/27 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15299 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;15497 | &nbsp;&nbsp;15756 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8233 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5149 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;8735 | &nbsp;&nbsp;&nbsp;&nbsp;8886 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9339 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/17/29 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;15959 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;27345 | &nbsp;&nbsp;28137 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;9351 |
| Philip Morris International Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;7431 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/7/30 | &nbsp;&nbsp;13494 | &nbsp;&nbsp;14108 |
| Philip Morris International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;10199 | &nbsp;&nbsp;&nbsp;&nbsp;8889 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/13/31 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16478 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9064 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/17/32 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;31702 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;23707 | &nbsp;&nbsp;24485 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/7/33 | &nbsp;&nbsp;11472 | &nbsp;&nbsp;12020 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/13/34 | &nbsp;&nbsp;28047 | &nbsp;&nbsp;28597 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2487 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/35 | &nbsp;&nbsp;15095 | &nbsp;&nbsp;14892 |
| Philip Morris International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;8431 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;20418 | &nbsp;&nbsp;17770 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;8995 | &nbsp;&nbsp;&nbsp;&nbsp;7929 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/21/42 | &nbsp;&nbsp;15802 | &nbsp;&nbsp;12862 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/4/43 | &nbsp;&nbsp;11290 | &nbsp;&nbsp;&nbsp;&nbsp;9435 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3529 | &nbsp;&nbsp;&nbsp;&nbsp;3230 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;8935 | &nbsp;&nbsp;&nbsp;&nbsp;7569 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4630 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9613 | &nbsp;&nbsp;&nbsp;&nbsp;8658 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/33 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13748 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;6037 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;11110 | &nbsp;&nbsp;10899 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;9395 | &nbsp;&nbsp;&nbsp;&nbsp;9219 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6431 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/29/29 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12876 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;30127 | &nbsp;&nbsp;28746 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3451 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/29/30 | &nbsp;&nbsp;15351 | &nbsp;&nbsp;13244 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;1/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;9475 | &nbsp;&nbsp;&nbsp;&nbsp;9342 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/29/34 | &nbsp;&nbsp;25500 | &nbsp;&nbsp;25581 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6718 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5649 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4874 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1285 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;4606 | &nbsp;&nbsp;&nbsp;&nbsp;3506 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;15788 | &nbsp;&nbsp;16109 |
|  | Reynolds American Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;5354 |
| <sup>3</sup> | Reynolds American Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2239 | &nbsp;&nbsp;&nbsp;&nbsp;2647 |
| <sup>3</sup> | Reynolds American Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;2138 |
|  | Reynolds American Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;8690 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;23590 | &nbsp;&nbsp;22763 |
|  | Sysco Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8352 |
|  | Sysco Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;14864 | &nbsp;&nbsp;14582 |
|  | Sysco Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6261 |
|  | Sysco Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;1659 |
|  | Sysco Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5058 | &nbsp;&nbsp;&nbsp;&nbsp;5353 |
|  | Sysco Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;8433 |
|  | Sysco Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1751 |
|  | Sysco Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7772 |
|  | Sysco Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;6636 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;9182 |
|  | Sysco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;7496 |
|  | Sysco Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;6161 |
|  | Sysco Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9262 | &nbsp;&nbsp;&nbsp;&nbsp;6198 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;11472 | &nbsp;&nbsp;12425 |
|  | Sysco Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/14/51 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;4919 |
|  | Target Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7266 |
|  | Target Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6085 | &nbsp;&nbsp;&nbsp;&nbsp;6122 |
|  | Target Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;11850 | &nbsp;&nbsp;11529 |
|  | Target Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;1596 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;11205 | &nbsp;&nbsp;11141 |
|  | Target Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8373 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;20856 | &nbsp;&nbsp;20216 |
|  | Target Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9693 |
|  | Target Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11099 |
|  | Target Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5208 | &nbsp;&nbsp;&nbsp;&nbsp;5830 |
|  | Target Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;4320 |
|  | Target Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10092 |
|  | Target Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;11546 | &nbsp;&nbsp;&nbsp;&nbsp;8715 |
|  | Target Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1159 |
|  | Target Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5176 | &nbsp;&nbsp;&nbsp;&nbsp;3278 |
|  | Target Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;5204 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/27 | &nbsp;&nbsp;16175 | &nbsp;&nbsp;15955 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;17390 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4123 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14486 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3902 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;1764 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/28/48 | &nbsp;&nbsp;26085 | &nbsp;&nbsp;23349 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5082 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/5/27 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;22575 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5022 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7685 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/29 | &nbsp;&nbsp;23366 | &nbsp;&nbsp;21533 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2173 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5107 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6675 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/12/34 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9926 |
| <sup>3</sup> | Unilever Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/12/51 | &nbsp;&nbsp;12457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7597 |
|  | Walmart Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;1447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 |
|  | Walmart Inc. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/28/27 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10546 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/9/27 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11010 |
|  | Walmart Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005 |
|  | Walmart Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/26/28 | &nbsp;&nbsp;14146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14098 |
|  | Walmart Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/8/29 | &nbsp;&nbsp;21465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20914 |
|  | Walmart Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/24/29 | &nbsp;&nbsp;13623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12774 |
|  | Walmart Inc. | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | Walmart Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/28/30 | &nbsp;&nbsp;12655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12798 |
|  | Walmart Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;9/22/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8711 |
|  | Walmart Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8497 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;13305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13002 |
|  | Walmart Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/28/35 | &nbsp;&nbsp;35914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36386 |
|  | Walmart Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;15067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15811 |
|  | Walmart Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149 |
|  | Walmart Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;13580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15264 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/28/38 | &nbsp;&nbsp;14675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13481 |
|  | Walmart Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 |
|  | Walmart Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2782 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/11/43 | &nbsp;&nbsp;11385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9692 |
|  | Walmart Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6937 |
|  | Walmart Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;19378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15027 |
|  | Walmart Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/29/48 | &nbsp;&nbsp;&nbsp;&nbsp;6337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5239 |
|  | Walmart Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/24/49 | &nbsp;&nbsp;13470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9096 |
|  | Walmart Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/22/51 | &nbsp;&nbsp;10863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6782 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/9/52 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9402 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;14647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12822 |
|  |  |  |  |  | &nbsp;&nbsp;**4935658** |
| **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** |
|  | Apache Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4677 |
|  | Apache Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;16835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14181 |
|  | Apache Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;2.061% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8229 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;21695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21692 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2718 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10152 |
| <sup>3</sup> | BP Capital Markets America Inc. | &nbsp;&nbsp;3.017% | &nbsp;&nbsp;1/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;7247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7124 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.543% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;8471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8387 |
| <sup>3</sup> | BP Capital Markets America Inc. | &nbsp;&nbsp;3.588% | &nbsp;&nbsp;4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;5253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;11/17/27 | &nbsp;&nbsp;12510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12742 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.937% | &nbsp;&nbsp;9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9675 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.234% | &nbsp;&nbsp;11/6/28 | &nbsp;&nbsp;34680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34709 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.699% | &nbsp;&nbsp;4/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5942 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6276 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;11/25/29 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17114 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.633% | &nbsp;&nbsp;4/6/30 | &nbsp;&nbsp;13910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13503 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;1.749% | &nbsp;&nbsp;8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;6466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5684 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.721% | &nbsp;&nbsp;1/12/32 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17887 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/13/33 | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23965 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.893% | &nbsp;&nbsp;9/11/33 | &nbsp;&nbsp;43750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43819 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;9611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9669 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;11/17/34 | &nbsp;&nbsp;46453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47229 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/41 | &nbsp;&nbsp;37750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27857 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/24/50 | &nbsp;&nbsp;23664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15190 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;11/10/50 | &nbsp;&nbsp;14190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8673 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/51 | &nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17945 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;3/17/52 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7334 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.379% | &nbsp;&nbsp;2/8/61 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10582 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.279% | &nbsp;&nbsp;9/19/27 | &nbsp;&nbsp;22573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22154 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;12825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12621 |
|  | Burlington Resources LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6232 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;16325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16166 |

---

------

Total Bond Market II Index 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> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;9383 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8261 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;4266 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;4081 |
| <sup>8</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2483 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3212 | &nbsp;&nbsp;&nbsp;&nbsp;3266 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;7965 | &nbsp;&nbsp;&nbsp;&nbsp;8374 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;6243 | &nbsp;&nbsp;&nbsp;&nbsp;6470 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp;&nbsp;&nbsp;9657 |
| <sup>3</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6403 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3190 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;4839 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2889 | &nbsp;&nbsp;&nbsp;&nbsp;2728 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;2685 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;7462 | &nbsp;&nbsp;&nbsp;&nbsp;6612 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;9781 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/30/27 | &nbsp;&nbsp;27354 | &nbsp;&nbsp;27620 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;16250 | &nbsp;&nbsp;15676 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;2.742% | &nbsp;&nbsp;12/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;6458 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;13674 | &nbsp;&nbsp;13654 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;17590 | &nbsp;&nbsp;18023 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;15400 | &nbsp;&nbsp;15233 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;22425 | &nbsp;&nbsp;21328 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/32 | &nbsp;&nbsp;20100 | &nbsp;&nbsp;18011 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;11498 | &nbsp;&nbsp;11998 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;15300 | &nbsp;&nbsp;15710 |
| <sup>6,8</sup> | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/35 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;14565 |
|  | Chevron Corp. | &nbsp;&nbsp;2.236% | &nbsp;&nbsp;5/11/30 | &nbsp;&nbsp;18468 | &nbsp;&nbsp;16870 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.405% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;1836 | &nbsp;&nbsp;&nbsp;&nbsp;1851 |
|  | Chevron USA Inc. | &nbsp;&nbsp;1.018% | &nbsp;&nbsp;8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;9167 | &nbsp;&nbsp;&nbsp;&nbsp;8625 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp;&nbsp;&nbsp;4779 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;2/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5414 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7761 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.687% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6318 | &nbsp;&nbsp;&nbsp;&nbsp;6447 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6855 | &nbsp;&nbsp;&nbsp;&nbsp;6994 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;&nbsp;&nbsp;3238 |
|  | Chevron USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6382 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/43 | &nbsp;&nbsp;&nbsp;&nbsp;5342 | &nbsp;&nbsp;&nbsp;&nbsp;4805 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;5691 |
|  | CNOOC Finance 2014 ULC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5145 |
|  | CNOOC Finance 2015 Australia Pty Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/5/45 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4429 |
|  | CNOOC Finance 2015 USA LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/2/28 | &nbsp;&nbsp;33050 | &nbsp;&nbsp;33227 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;6055 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;11325 | &nbsp;&nbsp;13207 |
|  | Columbia Pipeline Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;4386 |
|  | ConocoPhillips | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;10348 | &nbsp;&nbsp;10376 |
|  | ConocoPhillips | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4357 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3909 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;10161 | &nbsp;&nbsp;10704 |
|  | ConocoPhillips | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;12731 | &nbsp;&nbsp;14209 |
|  | ConocoPhillips | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;7794 | &nbsp;&nbsp;&nbsp;&nbsp;6897 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;20800 | &nbsp;&nbsp;21089 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;19206 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;24700 | &nbsp;&nbsp;24684 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;8574 | &nbsp;&nbsp;&nbsp;&nbsp;6860 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;13848 | &nbsp;&nbsp;11521 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;12530 | &nbsp;&nbsp;&nbsp;&nbsp;9095 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;12470 | &nbsp;&nbsp;11515 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10508 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;26600 | &nbsp;&nbsp;25218 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;18503 | &nbsp;&nbsp;13322 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7184 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/65 | &nbsp;&nbsp;15840 | &nbsp;&nbsp;15040 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7577 | &nbsp;&nbsp;&nbsp;&nbsp;7471 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;6999 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;11055 | &nbsp;&nbsp;10919 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;3247 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5848 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2376 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;10635 | &nbsp;&nbsp;&nbsp;&nbsp;9899 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6343 | &nbsp;&nbsp;&nbsp;&nbsp;6480 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp;&nbsp;&nbsp;3542 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;8/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3956 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6631 | &nbsp;&nbsp;&nbsp;&nbsp;5854 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3653 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4792 | &nbsp;&nbsp;&nbsp;&nbsp;4801 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3128 | &nbsp;&nbsp;&nbsp;&nbsp;3129 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5648 | &nbsp;&nbsp;&nbsp;&nbsp;5585 |
|  | Devon Energy Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;8006 |
|  | Devon Energy Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3314 | &nbsp;&nbsp;&nbsp;&nbsp;3805 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;8480 | &nbsp;&nbsp;&nbsp;&nbsp;7098 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;6953 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;34125 | &nbsp;&nbsp;33635 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/18/27 | &nbsp;&nbsp;30835 | &nbsp;&nbsp;31265 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8368 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;22809 | &nbsp;&nbsp;23314 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/24/31 | &nbsp;&nbsp;12925 | &nbsp;&nbsp;11847 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;11183 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/18/34 | &nbsp;&nbsp;15010 | &nbsp;&nbsp;15048 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;13261 | &nbsp;&nbsp;13404 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5176 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;5599 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;7690 | &nbsp;&nbsp;&nbsp;&nbsp;7601 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/54 | &nbsp;&nbsp;26005 | &nbsp;&nbsp;24142 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/64 | &nbsp;&nbsp;15015 | &nbsp;&nbsp;13928 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;14150 | &nbsp;&nbsp;14733 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9815 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;3494 |
|  | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4718 |
| <sup>3</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3500 |
| <sup>3</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;5478 | &nbsp;&nbsp;&nbsp;&nbsp;4632 |
| <sup>3</sup> | Enbridge Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;5442 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;9573 | &nbsp;&nbsp;&nbsp;&nbsp;9243 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;6729 |
|  | Enbridge Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8233 | &nbsp;&nbsp;&nbsp;&nbsp;8387 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;15400 | &nbsp;&nbsp;15377 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;8635 | &nbsp;&nbsp;&nbsp;&nbsp;8764 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;6592 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;2242 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;8591 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8837 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;14295 | &nbsp;&nbsp;13507 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;6086 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;33300 | &nbsp;&nbsp;35638 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/33 | &nbsp;&nbsp;26395 | &nbsp;&nbsp;27376 |
|  | Enbridge Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;13398 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/5/34 | &nbsp;&nbsp;23800 | &nbsp;&nbsp;24481 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7320 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;5337 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp;6314 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;4245 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/1/51 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;10473 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;7676 | &nbsp;&nbsp;&nbsp;&nbsp;8307 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/54 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14251 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/27/54 | &nbsp;&nbsp;&nbsp;&nbsp;7945 | &nbsp;&nbsp;&nbsp;&nbsp;8165 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3900 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5963 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;11101 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6876 |
| <sup>3</sup> | Energy Transfer LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12217 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14893 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;14097 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12368 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;13110 | &nbsp;&nbsp;13300 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;22800 | &nbsp;&nbsp;23346 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4244 | &nbsp;&nbsp;&nbsp;&nbsp;4350 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2957 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;1436 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;16180 | &nbsp;&nbsp;15526 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Energy Transfer LP | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;10870 | &nbsp;&nbsp;11724 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;17060 | &nbsp;&nbsp;17709 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;21230 | &nbsp;&nbsp;23033 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;12810 | &nbsp;&nbsp;12978 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;13594 | &nbsp;&nbsp;13800 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3928 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;36900 | &nbsp;&nbsp;37579 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;12604 |
| <sup>3</sup> | Energy Transfer LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5818 |
|  | Energy Transfer LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;6132 | &nbsp;&nbsp;&nbsp;&nbsp;7011 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;5683 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;11926 | &nbsp;&nbsp;12386 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2478 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2438 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5156 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4117 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;&nbsp;&nbsp;9546 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;11269 | &nbsp;&nbsp;&nbsp;&nbsp;9934 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;13175 | &nbsp;&nbsp;11885 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/45 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;14204 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;10051 | &nbsp;&nbsp;&nbsp;&nbsp;8854 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;13897 | &nbsp;&nbsp;12391 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;10869 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;27400 | &nbsp;&nbsp;27059 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;30900 | &nbsp;&nbsp;25855 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;39450 | &nbsp;&nbsp;37490 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;19019 | &nbsp;&nbsp;18274 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;12206 | &nbsp;&nbsp;12020 |
|  | Eni USA Inc. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;1165 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1395 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;6957 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;5870 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;17940 | &nbsp;&nbsp;17159 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;11155 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;12925 | &nbsp;&nbsp;13018 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5843 | &nbsp;&nbsp;&nbsp;&nbsp;6578 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/31/34 | &nbsp;&nbsp;11220 | &nbsp;&nbsp;11181 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;23740 | &nbsp;&nbsp;23662 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10583 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;3957 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp;&nbsp;6231 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;5675 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;12293 | &nbsp;&nbsp;11240 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;15212 | &nbsp;&nbsp;13162 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;22326 | &nbsp;&nbsp;20144 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;12370 | &nbsp;&nbsp;11498 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;14784 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;21492 | &nbsp;&nbsp;17433 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;13298 | &nbsp;&nbsp;11592 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/31/50 | &nbsp;&nbsp;18142 | &nbsp;&nbsp;14397 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/31/51 | &nbsp;&nbsp;&nbsp;&nbsp;4203 | &nbsp;&nbsp;&nbsp;&nbsp;3042 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7999 | &nbsp;&nbsp;&nbsp;&nbsp;5222 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;9466 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;3957 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/16/55 | &nbsp;&nbsp;17300 | &nbsp;&nbsp;16686 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/31/60 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;8467 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/77 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5042 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/78 | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;6601 |
| <sup>6</sup> | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;4602 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;11695 | &nbsp;&nbsp;11696 |
| <sup>6</sup> | EOG Resources Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;11180 |
|  | EOG Resources Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1830 |
| <sup>6</sup> | EOG Resources Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;17075 | &nbsp;&nbsp;17309 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;8792 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;11650 | &nbsp;&nbsp;11395 |
| <sup>6</sup> | EOG Resources Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;5115 |
|  | EQT Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;2757 |
|  | EQT Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp;&nbsp;&nbsp;4992 |
|  | EQT Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6159 | &nbsp;&nbsp;&nbsp;&nbsp;6208 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | EQT Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;10396 |
| <sup>8</sup> | EQT Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;23193 | &nbsp;&nbsp;22832 |
|  | EQT Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7649 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;18915 | &nbsp;&nbsp;18979 |
|  | Expand Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;10570 | &nbsp;&nbsp;10264 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;12120 | &nbsp;&nbsp;12306 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.275% | &nbsp;&nbsp;8/16/26 | &nbsp;&nbsp;37725 | &nbsp;&nbsp;36989 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.440% | &nbsp;&nbsp;8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9190 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.482% | &nbsp;&nbsp;3/19/30 | &nbsp;&nbsp;33116 | &nbsp;&nbsp;32198 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.610% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;25455 | &nbsp;&nbsp;23561 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.995% | &nbsp;&nbsp;8/16/39 | &nbsp;&nbsp;11504 | &nbsp;&nbsp;&nbsp;&nbsp;8979 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;3/19/40 | &nbsp;&nbsp;31450 | &nbsp;&nbsp;28118 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;3/6/45 | &nbsp;&nbsp;16653 | &nbsp;&nbsp;12797 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;11004 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.095% | &nbsp;&nbsp;8/16/49 | &nbsp;&nbsp;18434 | &nbsp;&nbsp;12344 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.327% | &nbsp;&nbsp;3/19/50 | &nbsp;&nbsp;31490 | &nbsp;&nbsp;26140 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.452% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;26183 | &nbsp;&nbsp;18555 |
|  | Halliburton Co. | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;9491 |
|  | Halliburton Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;16325 | &nbsp;&nbsp;15714 |
|  | Halliburton Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/15/38 | &nbsp;&nbsp;16880 | &nbsp;&nbsp;18522 |
|  | Halliburton Co. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;9/15/39 | &nbsp;&nbsp;33169 | &nbsp;&nbsp;38832 |
|  | Halliburton Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3000 |
|  | Halliburton Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;14075 | &nbsp;&nbsp;12232 |
|  | Halliburton Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;19117 | &nbsp;&nbsp;16920 |
| <sup>8</sup> | Helmerich & Payne Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5895 |
| <sup>8</sup> | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4516 |
| <sup>8</sup> | Helmerich & Payne Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;5685 |
|  | Hess Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;11460 | &nbsp;&nbsp;11436 |
|  | Hess Corp. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;11105 |
|  | Hess Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;6548 |
|  | Hess Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;15849 |
|  | Hess Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;12672 | &nbsp;&nbsp;12583 |
|  | Hess Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2087 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5141 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7784 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10254 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;2169 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;3480 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5171 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;7292 |
| <sup>3</sup> | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;13771 | &nbsp;&nbsp;15266 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;10267 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4474 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5290 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;9504 | &nbsp;&nbsp;&nbsp;&nbsp;9136 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;3918 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp;&nbsp;&nbsp;5800 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5137 | &nbsp;&nbsp;&nbsp;&nbsp;4574 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;8879 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2629 | &nbsp;&nbsp;&nbsp;&nbsp;2437 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4834 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6851 | &nbsp;&nbsp;&nbsp;&nbsp;6857 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3679 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2247 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;6803 |
| <sup>3</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;1936 |
| <sup>3</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7956 | &nbsp;&nbsp;&nbsp;&nbsp;9185 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8867 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7340 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9244 | &nbsp;&nbsp;&nbsp;&nbsp;9262 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;16550 | &nbsp;&nbsp;17152 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;24725 | &nbsp;&nbsp;23369 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;8935 | &nbsp;&nbsp;&nbsp;&nbsp;7898 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3690 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;3366 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4136 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;19400 | &nbsp;&nbsp;19082 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10087 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3772 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;7224 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;21145 | &nbsp;&nbsp;21440 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;13232 | &nbsp;&nbsp;13809 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8395 | &nbsp;&nbsp;&nbsp;&nbsp;6994 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;7685 | &nbsp;&nbsp;&nbsp;&nbsp;5953 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;3623 |
| MPLX LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;10473 |
| MPLX LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;8928 |
| MPLX LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;19650 | &nbsp;&nbsp;19451 |
| MPLX LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;15341 | &nbsp;&nbsp;13888 |
| MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9998 | &nbsp;&nbsp;&nbsp;&nbsp;9904 |
| MPLX LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;11680 | &nbsp;&nbsp;11520 |
| MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;6757 |
| MPLX LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4843 |
| MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;14335 | &nbsp;&nbsp;12525 |
| MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2720 |
| MPLX LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/48 | &nbsp;&nbsp;17490 | &nbsp;&nbsp;14188 |
| MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;13060 | &nbsp;&nbsp;11814 |
| MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/14/52 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5799 |
| MPLX LP | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;7641 |
| MPLX LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;24720 | &nbsp;&nbsp;23549 |
| MPLX LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
| NOV Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp;&nbsp;&nbsp;3298 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5158 | &nbsp;&nbsp;&nbsp;&nbsp;5464 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5812 | &nbsp;&nbsp;&nbsp;&nbsp;6045 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;13680 | &nbsp;&nbsp;13725 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;12542 | &nbsp;&nbsp;14361 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;14878 | &nbsp;&nbsp;15735 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/1/31 | &nbsp;&nbsp;13129 | &nbsp;&nbsp;13614 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;10084 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;5448 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6552 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;15470 | &nbsp;&nbsp;15182 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/36 | &nbsp;&nbsp;18043 | &nbsp;&nbsp;18473 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2562 | &nbsp;&nbsp;&nbsp;&nbsp;2889 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;8642 | &nbsp;&nbsp;&nbsp;&nbsp;8427 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;14262 | &nbsp;&nbsp;14066 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4469 | &nbsp;&nbsp;&nbsp;&nbsp;3284 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4173 | &nbsp;&nbsp;&nbsp;&nbsp;2860 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;11395 | &nbsp;&nbsp;10435 |
| ONEOK Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5610 |
| ONEOK Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2087 | &nbsp;&nbsp;&nbsp;&nbsp;2115 |
| ONEOK Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9194 |
| ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/24/27 | &nbsp;&nbsp;16500 | &nbsp;&nbsp;16478 |
| ONEOK Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8241 | &nbsp;&nbsp;&nbsp;&nbsp;8268 |
| ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7253 |
| ONEOK Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9529 |
| ONEOK Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;5801 |
| ONEOK Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;13025 | &nbsp;&nbsp;12437 |
| ONEOK Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7479 |
| ONEOK Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;10451 |
| ONEOK Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5235 |
| ONEOK Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7483 |
| ONEOK Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;14127 |
| ONEOK Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/33 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10500 |
| ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10842 |
| ONEOK Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5428 | &nbsp;&nbsp;&nbsp;&nbsp;5638 |
| ONEOK Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3351 |
| ONEOK Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;3640 |
| ONEOK Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;4354 |
| ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;4021 |
| ONEOK Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;7162 |
| ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;9164 | &nbsp;&nbsp;&nbsp;&nbsp;7686 |
| ONEOK Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/3/47 | &nbsp;&nbsp;10710 | &nbsp;&nbsp;&nbsp;&nbsp;8054 |
| ONEOK Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;9225 |
| ONEOK Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| ONEOK Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;6312 |
| ONEOK Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;5306 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | ONEOK Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;3148 |
|  | ONEOK Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;3122 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/53 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;24436 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/54 | &nbsp;&nbsp;20640 | &nbsp;&nbsp;19039 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;9555 | &nbsp;&nbsp;&nbsp;&nbsp;8869 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;15153 | &nbsp;&nbsp;16279 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;7343 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;4167 |
|  | Ovintiv Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7472 | &nbsp;&nbsp;&nbsp;&nbsp;7683 |
|  | Ovintiv Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5464 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;6012 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8443 | &nbsp;&nbsp;&nbsp;&nbsp;8767 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;11375 | &nbsp;&nbsp;11631 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2217 |
|  | Ovintiv Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4139 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5230 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3745 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;4489 |
|  | Phillips 66 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9896 | &nbsp;&nbsp;&nbsp;&nbsp;9795 |
|  | Phillips 66 | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;7929 |
|  | Phillips 66 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;10643 |
|  | Phillips 66 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;11111 | &nbsp;&nbsp;11049 |
|  | Phillips 66 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;16940 | &nbsp;&nbsp;14714 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6010 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;3021 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1971 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;25200 | &nbsp;&nbsp;25899 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;12900 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4264 | &nbsp;&nbsp;&nbsp;&nbsp;4136 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;3978 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4228 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;13865 | &nbsp;&nbsp;12293 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8881 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;10465 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7836 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;6978 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2545 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;16860 | &nbsp;&nbsp;17337 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4429 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;4573 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/31/43 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;2895 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8580 | &nbsp;&nbsp;&nbsp;&nbsp;7129 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;10964 | &nbsp;&nbsp;&nbsp;&nbsp;9348 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;38669 | &nbsp;&nbsp;38900 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;21100 | &nbsp;&nbsp;20995 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;25795 | &nbsp;&nbsp;25745 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;4257 |
| <sup>8</sup> | Schlumberger Holdings Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;8259 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/7/29 | &nbsp;&nbsp;46263 | &nbsp;&nbsp;43029 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/6/30 | &nbsp;&nbsp;23705 | &nbsp;&nbsp;22237 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/11/35 | &nbsp;&nbsp;38141 | &nbsp;&nbsp;36038 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/43 | &nbsp;&nbsp;16125 | &nbsp;&nbsp;14236 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/45 | &nbsp;&nbsp;32387 | &nbsp;&nbsp;27412 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/46 | &nbsp;&nbsp;23195 | &nbsp;&nbsp;18480 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/46 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;4869 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/6/50 | &nbsp;&nbsp;15515 | &nbsp;&nbsp;10625 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/12/26 | &nbsp;&nbsp;12897 | &nbsp;&nbsp;12676 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/13/28 | &nbsp;&nbsp;15336 | &nbsp;&nbsp;15289 |
|  | Shell International Finance BV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;12/15/38 | &nbsp;&nbsp;30923 | &nbsp;&nbsp;34349 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;4743 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;2427 | &nbsp;&nbsp;&nbsp;&nbsp;1902 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/7/49 | &nbsp;&nbsp;13195 | &nbsp;&nbsp;&nbsp;&nbsp;8832 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/26/51 | &nbsp;&nbsp;21200 | &nbsp;&nbsp;13644 |
| <sup>8</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4381 |
| <sup>8</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.026% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;11486 |
| <sup>8</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.584% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;14225 | &nbsp;&nbsp;14069 |
| <sup>8</sup> | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;6.176% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;7975 | &nbsp;&nbsp;&nbsp;&nbsp;7580 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;5074 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| Spectra Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;3084 |
| Spectra Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;12925 | &nbsp;&nbsp;10628 |
| Suncor Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6407 | &nbsp;&nbsp;&nbsp;&nbsp;7075 |
| Suncor Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;13095 | &nbsp;&nbsp;13579 |
| Suncor Energy Inc. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp;5765 |
| Suncor Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| Suncor Energy Inc. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;7666 | &nbsp;&nbsp;&nbsp;&nbsp;8352 |
| Suncor Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;9295 | &nbsp;&nbsp;&nbsp;&nbsp;6880 |
| Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;8595 | &nbsp;&nbsp;&nbsp;&nbsp;6034 |
| Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11572 |
| Targa Resources Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;6230 |
| Targa Resources Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;13070 | &nbsp;&nbsp;12247 |
| Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7794 | &nbsp;&nbsp;&nbsp;&nbsp;8221 |
| Targa Resources Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;34245 | &nbsp;&nbsp;34381 |
| Targa Resources Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9772 | &nbsp;&nbsp;&nbsp;&nbsp;9821 |
| Targa Resources Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4466 |
| Targa Resources Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;17756 | &nbsp;&nbsp;14811 |
| Targa Resources Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4853 |
| Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;9772 | &nbsp;&nbsp;&nbsp;&nbsp;9569 |
| Targa Resources Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4003 |
| Targa Resources Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7005 |
| Targa Resources Partners LP | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7142 |
| Targa Resources Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10144 |
| Targa Resources Partners LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9915 |
| Targa Resources Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9307 |
| TC PipeLines LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7016 |
| Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4304 |
| Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
| Texas Eastern Transmission LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3205 | &nbsp;&nbsp;&nbsp;&nbsp;3550 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;3.455% | &nbsp;&nbsp;2/19/29 | &nbsp;&nbsp;18685 | &nbsp;&nbsp;18266 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;2.829% | &nbsp;&nbsp;1/10/30 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10421 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;2.986% | &nbsp;&nbsp;6/29/41 | &nbsp;&nbsp;15428 | &nbsp;&nbsp;11380 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;3.461% | &nbsp;&nbsp;7/12/49 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;5/29/50 | &nbsp;&nbsp;35100 | &nbsp;&nbsp;23175 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/29/60 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4597 |
| TotalEnergies Capital SA | &nbsp;&nbsp;3.883% | &nbsp;&nbsp;10/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6320 |
| TotalEnergies Capital SA | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/5/34 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14750 |
| TotalEnergies Capital SA | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;12850 | &nbsp;&nbsp;12767 |
| TotalEnergies Capital SA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;4/5/54 | &nbsp;&nbsp;33455 | &nbsp;&nbsp;32193 |
| TotalEnergies Capital SA | &nbsp;&nbsp;5.638% | &nbsp;&nbsp;4/5/64 | &nbsp;&nbsp;14385 | &nbsp;&nbsp;13943 |
| TotalEnergies Capital SA | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;9/10/64 | &nbsp;&nbsp;14685 | &nbsp;&nbsp;13735 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10069 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;13610 | &nbsp;&nbsp;13336 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;20101 | &nbsp;&nbsp;19268 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;4064 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;10334 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;24155 | &nbsp;&nbsp;25325 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5674 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;12134 | &nbsp;&nbsp;12596 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/65 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;23055 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;11200 | &nbsp;&nbsp;11095 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;14546 | &nbsp;&nbsp;13725 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3695 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2923 | &nbsp;&nbsp;&nbsp;&nbsp;2486 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;5498 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4095 |
| Valero Energy Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6295 |
| Valero Energy Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;11262 | &nbsp;&nbsp;11264 |
| Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1449 |
| Valero Energy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
| Valero Energy Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6631 | &nbsp;&nbsp;&nbsp;&nbsp;7584 |
| Valero Energy Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;18035 | &nbsp;&nbsp;19435 |
| Valero Energy Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4300 |
| Valero Energy Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;5652 |
| Valero Energy Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3188 |
| Valero Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;3097 |
| Western Midstream Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4282 | &nbsp;&nbsp;&nbsp;&nbsp;4256 |
| Western Midstream Operating LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;&nbsp;&nbsp;2158 |
| Western Midstream Operating LP | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;9027 |

---

------

Total Bond Market II Index 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;4.050% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;13573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13060 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6067 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8941 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5744 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;7240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11792 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12853 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7529 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;10970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11123 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7189 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;12510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11831 |
| <sup>3</sup> | Williams Cos. Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10754 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;17370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17041 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;10910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11338 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;19815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19792 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11593 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8509 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;12920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13732 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8691 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6579 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;8178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7181 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;12038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10916 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;8890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6513 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8551 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6761 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/19/30 | &nbsp;&nbsp;16333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16557 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6158 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;4173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4024 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/35 | &nbsp;&nbsp;23067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23559 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/12/54 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7674 |
|  |  |  |  |  | &nbsp;&nbsp;**5770315** |
| **Financials (7.2%)** | **Financials (7.2%)** | **Financials (7.2%)** | **Financials (7.2%)** | **Financials (7.2%)** | **Financials (7.2%)** |
|  | ACE Capital Trust II | &nbsp;&nbsp;9.700% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
| <sup>3</sup> | Aegon Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6027 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;10/29/26 | &nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31178 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;7/21/27 | &nbsp;&nbsp;38210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37650 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/23/28 | &nbsp;&nbsp;15650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15410 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9447 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8279 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/29/28 | &nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49548 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/19/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10175 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;25550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25557 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14184 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9204 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/30/32 | &nbsp;&nbsp;55500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50279 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/29/33 | &nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18946 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/19/34 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10068 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;7141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6987 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/41 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12014 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/10/55 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/31/56 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;11576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10859 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | Aflac Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 |
|  | Aflac Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;27801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27002 |
|  | Aflac Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5249 |
|  | Aflac Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7863 |
|  | Air Lease Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9723 |
|  | Air Lease Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4842 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6696 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Air Lease Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4661 |
|  | Air Lease Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6339 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;4062 |
| <sup>3</sup> | Air Lease Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1216 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9241 |
| <sup>3</sup> | Air Lease Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12266 |
| <sup>3</sup> | Air Lease Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;19650 | &nbsp;&nbsp;17480 |
|  | Alleghany Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;4171 |
|  | Alleghany Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;&nbsp;&nbsp;7884 |
|  | Allstate Corp. | &nbsp;&nbsp;3.280% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;7839 |
|  | Allstate Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;4493 | &nbsp;&nbsp;&nbsp;&nbsp;4610 |
|  | Allstate Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;11937 |
|  | Allstate Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/33 | &nbsp;&nbsp;15475 | &nbsp;&nbsp;15860 |
|  | Allstate Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1758 |
|  | Allstate Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/9/35 | &nbsp;&nbsp;14290 | &nbsp;&nbsp;14846 |
|  | Allstate Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | Allstate Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5166 |
|  | Allstate Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;12415 | &nbsp;&nbsp;10139 |
|  | Allstate Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;16280 | &nbsp;&nbsp;12445 |
| <sup>3</sup> | Allstate Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5920 |
|  | Ally Financial Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5029 |
|  | Ally Financial Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;24247 | &nbsp;&nbsp;25561 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;16600 | &nbsp;&nbsp;16902 |
|  | Ally Financial Inc. | &nbsp;&nbsp;6.992% | &nbsp;&nbsp;6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp;3044 |
| <sup>3</sup> | Ally Financial Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;27425 | &nbsp;&nbsp;31229 |
|  | Ally Financial Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2543 |
|  | American Express Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9285 |
|  | American Express Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/4/27 | &nbsp;&nbsp;31536 | &nbsp;&nbsp;30714 |
|  | American Express Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/3/27 | &nbsp;&nbsp;38035 | &nbsp;&nbsp;37457 |
|  | American Express Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;7/28/27 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11107 |
|  | American Express Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8288 |
|  | American Express Co. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;47379 | &nbsp;&nbsp;47922 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9127 |
|  | American Express Co. | &nbsp;&nbsp;4.731% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14657 |
|  | American Express Co. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;7/27/29 | &nbsp;&nbsp;26000 | &nbsp;&nbsp;26735 |
|  | American Express Co. | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;7360 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;10830 | &nbsp;&nbsp;11076 |
|  | American Express Co. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;4/25/31 | &nbsp;&nbsp;49100 | &nbsp;&nbsp;50153 |
|  | American Express Co. | &nbsp;&nbsp;6.489% | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;10075 | &nbsp;&nbsp;10978 |
|  | American Express Co. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5010 |
|  | American Express Co. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;9743 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;11429 | &nbsp;&nbsp;11530 |
|  | American Express Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4095 |
|  | American Express Co. | &nbsp;&nbsp;5.915% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;10513 |
|  | American Express Co. | &nbsp;&nbsp;5.284% | &nbsp;&nbsp;7/26/35 | &nbsp;&nbsp;14380 | &nbsp;&nbsp;14571 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/36 | &nbsp;&nbsp;28785 | &nbsp;&nbsp;29375 |
|  | American Express Co. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;4/25/36 | &nbsp;&nbsp;35144 | &nbsp;&nbsp;36405 |
|  | American Express Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/3/42 | &nbsp;&nbsp;11463 | &nbsp;&nbsp;&nbsp;&nbsp;9699 |
|  | American Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;4057 | &nbsp;&nbsp;&nbsp;&nbsp;4198 |
|  | American Financial Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6893 | &nbsp;&nbsp;&nbsp;&nbsp;5587 |
|  | American International Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7110 |
|  | American International Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11418 |
|  | American International Group Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;7226 | &nbsp;&nbsp;&nbsp;&nbsp;7346 |
|  | American International Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7172 |
|  | American International Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;4106 | &nbsp;&nbsp;&nbsp;&nbsp;3584 |
|  | American International Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;11689 | &nbsp;&nbsp;10369 |
|  | American International Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/30/50 | &nbsp;&nbsp;11645 | &nbsp;&nbsp;&nbsp;&nbsp;9745 |
|  | American National Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5361 | &nbsp;&nbsp;&nbsp;&nbsp;5384 |
|  | American National Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3483 |
|  | American National Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8437 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;16275 | &nbsp;&nbsp;16037 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4191 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2977 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5127 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18125 |
| <sup>3</sup> | Andrew W Mellon Foundation | &nbsp;&nbsp;0.947% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2350 |
| <sup>3</sup> | Aon Corp. | &nbsp;&nbsp;8.205% | &nbsp;&nbsp;1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3159 |
|  | Aon Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;4255 |
|  | Aon Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10561 |
|  | Aon Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;9459 | &nbsp;&nbsp;&nbsp;&nbsp;9257 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Aon Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;16672 | &nbsp;&nbsp;15456 |
|  | Aon Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2658 |
|  | Aon Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2033 |
|  | Aon Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/28/33 | &nbsp;&nbsp;14056 | &nbsp;&nbsp;14475 |
|  | Aon Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4937 |
|  | Aon Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/23/51 | &nbsp;&nbsp;12233 | &nbsp;&nbsp;&nbsp;&nbsp;7561 |
|  | Aon Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/28/52 | &nbsp;&nbsp;10617 | &nbsp;&nbsp;&nbsp;&nbsp;7861 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;8451 | &nbsp;&nbsp;&nbsp;&nbsp;7327 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3335 | &nbsp;&nbsp;&nbsp;&nbsp;3376 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;15735 | &nbsp;&nbsp;16117 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;8728 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;28582 | &nbsp;&nbsp;29360 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/54 | &nbsp;&nbsp;23848 | &nbsp;&nbsp;23504 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/13/29 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20863 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;7/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7785 |
| <sup>8</sup> | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;7108 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;5561 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/54 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;8999 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5528 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;4.011% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;4704 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2919 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1272 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;7044 |
|  | Arch Capital Group US Inc. | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;9837 | &nbsp;&nbsp;&nbsp;&nbsp;9160 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10718 |
|  | Ares Capital Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;10596 | &nbsp;&nbsp;10938 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6278 | &nbsp;&nbsp;&nbsp;&nbsp;6068 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4712 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;25389 | &nbsp;&nbsp;25878 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8442 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;9020 |
|  | Ares Capital Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2701 |
| <sup>3</sup> | Ares Capital Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/32 | &nbsp;&nbsp;16652 | &nbsp;&nbsp;16586 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;12647 |
| <sup>8</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4101 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;9767 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8478 |
| <sup>8</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6095 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/21/32 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;12358 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;2338 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1684 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5253 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;1946 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5161 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9628 | &nbsp;&nbsp;10553 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;19296 | &nbsp;&nbsp;19307 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/51 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;6951 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1261 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/53 | &nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;8431 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5542 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5539 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;5642 |
|  | Associated Banc-Corp. | &nbsp;&nbsp;6.455% | &nbsp;&nbsp;8/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1027 |
|  | Assurant Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1612 |
|  | Assurant Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1237 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3784 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1847 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1363 |
| <sup>8</sup> | Athene Global Funding | &nbsp;&nbsp;5.583% | &nbsp;&nbsp;1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8733 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;12525 | &nbsp;&nbsp;12401 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/3/30 | &nbsp;&nbsp;11425 | &nbsp;&nbsp;12123 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;21558 | &nbsp;&nbsp;20288 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;10575 | &nbsp;&nbsp;10946 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;4094 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;5591 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;9690 | &nbsp;&nbsp;&nbsp;&nbsp;9555 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;6804 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/19/55 | &nbsp;&nbsp;11350 | &nbsp;&nbsp;11667 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/28/55 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6590 |

---

------

Total Bond Market II Index 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> | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp;&nbsp;&nbsp;13819 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7112 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.615% | &nbsp;&nbsp;12/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;14744 |
|  | AXA SA | &nbsp;&nbsp;8.600% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9123 |
|  | AXIS Specialty Finance LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 |
| <sup>3</sup> | AXIS Specialty Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2821 |
|  | AXIS Specialty Finance plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9898 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2907 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3123 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10338 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;7.883% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9312 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;3/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;12484 |
|  | Banco Santander SA | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;11/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;12510 | &nbsp;&nbsp;&nbsp;&nbsp;12525 |
|  | Banco Santander SA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;18975 | &nbsp;&nbsp;&nbsp;&nbsp;18927 |
|  | Banco Santander SA | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;33037 |
|  | Banco Santander SA | &nbsp;&nbsp;6.527% | &nbsp;&nbsp;11/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;22800 | &nbsp;&nbsp;&nbsp;&nbsp;23414 |
|  | Banco Santander SA | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9629 |
|  | Banco Santander SA | &nbsp;&nbsp;5.552% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;11380 |
|  | Banco Santander SA | &nbsp;&nbsp;4.175% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;24847 |
|  | Banco Santander SA | &nbsp;&nbsp;4.379% | &nbsp;&nbsp;4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;12763 |
| <sup>3</sup> | Banco Santander SA | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7940 |
|  | Banco Santander SA | &nbsp;&nbsp;5.588% | &nbsp;&nbsp;8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10328 |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;20262 |
|  | Banco Santander SA | &nbsp;&nbsp;5.538% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;11534 |
|  | Banco Santander SA | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 |
|  | Banco Santander SA | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;12/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;13361 |
|  | Banco Santander SA | &nbsp;&nbsp;2.958% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;16349 |
|  | Banco Santander SA | &nbsp;&nbsp;5.439% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;23473 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;23834 |
|  | Banco Santander SA | &nbsp;&nbsp;6.938% | &nbsp;&nbsp;11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;16640 | &nbsp;&nbsp;&nbsp;&nbsp;18798 |
|  | Banco Santander SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp;34743 |
|  | Banco Santander SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;10744 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;15115 | &nbsp;&nbsp;&nbsp;&nbsp;15089 |
|  | Bank of America Corp. | &nbsp;&nbsp;1.734% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;51550 | &nbsp;&nbsp;&nbsp;&nbsp;50112 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.933% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;35611 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.248% | &nbsp;&nbsp;10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;55600 | &nbsp;&nbsp;&nbsp;&nbsp;54544 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.183% | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;25306 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.824% | &nbsp;&nbsp;1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;33792 | &nbsp;&nbsp;&nbsp;&nbsp;33504 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.376% | &nbsp;&nbsp;4/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;20050 | &nbsp;&nbsp;&nbsp;&nbsp;20046 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.593% | &nbsp;&nbsp;7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;47625 | &nbsp;&nbsp;&nbsp;&nbsp;46889 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;53607 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;21853 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;101985 | &nbsp;&nbsp;&nbsp;&nbsp;99669 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;50726 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9888 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;53605 | &nbsp;&nbsp;&nbsp;&nbsp;54782 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.623% | &nbsp;&nbsp;5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;92268 | &nbsp;&nbsp;&nbsp;&nbsp;92872 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;23434 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;39889 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.819% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;46908 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.974% | &nbsp;&nbsp;2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9847 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5774 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.884% | &nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;38825 | &nbsp;&nbsp;&nbsp;&nbsp;36330 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.592% | &nbsp;&nbsp;4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;53048 | &nbsp;&nbsp;&nbsp;&nbsp;48510 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;1.898% | &nbsp;&nbsp;7/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;18269 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;1.922% | &nbsp;&nbsp;10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;21792 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.651% | &nbsp;&nbsp;3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;11928 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;112675 | &nbsp;&nbsp;101171 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;12198 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;26399 | &nbsp;&nbsp;&nbsp;&nbsp;23237 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;17275 | &nbsp;&nbsp;&nbsp;&nbsp;15466 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.571% | &nbsp;&nbsp;4/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.015% | &nbsp;&nbsp;7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;35919 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.288% | &nbsp;&nbsp;4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;62955 | &nbsp;&nbsp;&nbsp;&nbsp;64237 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.872% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;26385 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;52765 | &nbsp;&nbsp;&nbsp;&nbsp;54203 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;14192 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.518% | &nbsp;&nbsp;10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;78248 | &nbsp;&nbsp;&nbsp;&nbsp;78055 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;50440 | &nbsp;&nbsp;&nbsp;&nbsp;51876 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;5.744% | &nbsp;&nbsp;2/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;18285 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.464% | &nbsp;&nbsp;5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;64705 | &nbsp;&nbsp;66390 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.482% | &nbsp;&nbsp;9/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;31340 | &nbsp;&nbsp;26564 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;1/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;13848 | &nbsp;&nbsp;14631 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.846% | &nbsp;&nbsp;3/8/37 | &nbsp;&nbsp;&nbsp;&nbsp;32155 | &nbsp;&nbsp;29417 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.244% | &nbsp;&nbsp;4/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;36831 | &nbsp;&nbsp;33549 |
|  | Bank of America Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;18175 | &nbsp;&nbsp;21703 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;23405 | &nbsp;&nbsp;20327 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;76925 | &nbsp;&nbsp;54821 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;5470 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;47505 | &nbsp;&nbsp;36469 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;14777 | &nbsp;&nbsp;13962 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7682 | &nbsp;&nbsp;&nbsp;&nbsp;7116 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;3925 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;1/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;10998 | &nbsp;&nbsp;&nbsp;&nbsp;9396 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.946% | &nbsp;&nbsp;1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;17575 | &nbsp;&nbsp;13767 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2159 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;3/20/51 | &nbsp;&nbsp;104135 | &nbsp;&nbsp;82779 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.831% | &nbsp;&nbsp;10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;3/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp;31750 | &nbsp;&nbsp;20506 |
|  | Bank of America NA | &nbsp;&nbsp;5.526% | &nbsp;&nbsp;8/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;22165 | &nbsp;&nbsp;22481 |
| <sup>3</sup> | Bank of America NA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7816 |
| <sup>3</sup> | Bank of Montreal | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;13425 | &nbsp;&nbsp;13106 |
|  | Bank of Montreal | &nbsp;&nbsp;4.567% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;10321 |
| <sup>3</sup> | Bank of Montreal | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1514 |
|  | Bank of Montreal | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;25993 |
|  | Bank of Montreal | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8652 |
|  | Bank of Montreal | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;10977 |
| <sup>3</sup> | Bank of Montreal | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;18390 | &nbsp;&nbsp;17912 |
|  | Bank of Montreal | &nbsp;&nbsp;3.088% | &nbsp;&nbsp;1/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;6596 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8315 | &nbsp;&nbsp;&nbsp;&nbsp;8160 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3298 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;15989 | &nbsp;&nbsp;15771 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6099 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.442% | &nbsp;&nbsp;2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;14576 | &nbsp;&nbsp;14406 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4550 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.992% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8970 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;21350 | &nbsp;&nbsp;21635 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.802% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;15531 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3564 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;11875 | &nbsp;&nbsp;11966 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1673 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.317% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9552 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;72663 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3113 | &nbsp;&nbsp;&nbsp;&nbsp;2699 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;66153 | &nbsp;&nbsp;67517 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;8248 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;17889 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;25930 | &nbsp;&nbsp;27504 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.706% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;26206 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;4/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;20069 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;11065 | &nbsp;&nbsp;11206 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3601 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;28496 | &nbsp;&nbsp;28051 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9661 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1936 |
| <sup>3</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4603 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;25755 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.404% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1282 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.932% | &nbsp;&nbsp;2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6010 | &nbsp;&nbsp;&nbsp;&nbsp;6084 |
| <sup>3</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3895 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;10850 | &nbsp;&nbsp;11049 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;20650 | &nbsp;&nbsp;17960 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;14120 | &nbsp;&nbsp;14107 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8858 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.588% | &nbsp;&nbsp;5/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;24099 |
|  | BankUnited Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4946 |
|  | Barclays plc | &nbsp;&nbsp;7.325% | &nbsp;&nbsp;11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;15125 |
|  | Barclays plc | &nbsp;&nbsp;6.496% | &nbsp;&nbsp;9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;11525 | &nbsp;&nbsp;11786 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Barclays plc | &nbsp;&nbsp;2.279% | &nbsp;&nbsp;11/24/27 | &nbsp;&nbsp;23530 | &nbsp;&nbsp;22811 |
|  | Barclays plc | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;13206 | &nbsp;&nbsp;13167 |
|  | Barclays plc | &nbsp;&nbsp;5.674% | &nbsp;&nbsp;3/12/28 | &nbsp;&nbsp;11775 | &nbsp;&nbsp;12000 |
|  | Barclays plc | &nbsp;&nbsp;4.836% | &nbsp;&nbsp;5/9/28 | &nbsp;&nbsp;26410 | &nbsp;&nbsp;26457 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/28 | &nbsp;&nbsp;18531 | &nbsp;&nbsp;18670 |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/28 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15924 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/29 | &nbsp;&nbsp;11480 | &nbsp;&nbsp;11625 |
| <sup>3</sup> | Barclays plc | &nbsp;&nbsp;4.972% | &nbsp;&nbsp;5/16/29 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14549 |
|  | Barclays plc | &nbsp;&nbsp;6.490% | &nbsp;&nbsp;9/13/29 | &nbsp;&nbsp;31205 | &nbsp;&nbsp;32974 |
|  | Barclays plc | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/12/30 | &nbsp;&nbsp;14600 | &nbsp;&nbsp;15109 |
| <sup>3</sup> | Barclays plc | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;10530 | &nbsp;&nbsp;10569 |
|  | Barclays plc | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/10/30 | &nbsp;&nbsp;46118 | &nbsp;&nbsp;46457 |
|  | Barclays plc | &nbsp;&nbsp;5.367% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;11650 | &nbsp;&nbsp;11896 |
|  | Barclays plc | &nbsp;&nbsp;2.645% | &nbsp;&nbsp;6/24/31 | &nbsp;&nbsp;34800 | &nbsp;&nbsp;31446 |
|  | Barclays plc | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;3/10/32 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;12650 |
|  | Barclays plc | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;11/24/32 | &nbsp;&nbsp;23935 | &nbsp;&nbsp;21195 |
|  | Barclays plc | &nbsp;&nbsp;5.746% | &nbsp;&nbsp;8/9/33 | &nbsp;&nbsp;13345 | &nbsp;&nbsp;13832 |
|  | Barclays plc | &nbsp;&nbsp;7.437% | &nbsp;&nbsp;11/2/33 | &nbsp;&nbsp;35100 | &nbsp;&nbsp;39809 |
|  | Barclays plc | &nbsp;&nbsp;6.224% | &nbsp;&nbsp;5/9/34 | &nbsp;&nbsp;16885 | &nbsp;&nbsp;17924 |
|  | Barclays plc | &nbsp;&nbsp;7.119% | &nbsp;&nbsp;6/27/34 | &nbsp;&nbsp;15259 | &nbsp;&nbsp;16649 |
|  | Barclays plc | &nbsp;&nbsp;6.692% | &nbsp;&nbsp;9/13/34 | &nbsp;&nbsp;20415 | &nbsp;&nbsp;22300 |
|  | Barclays plc | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;9/10/35 | &nbsp;&nbsp;22972 | &nbsp;&nbsp;22813 |
|  | Barclays plc | &nbsp;&nbsp;3.564% | &nbsp;&nbsp;9/23/35 | &nbsp;&nbsp;24475 | &nbsp;&nbsp;22486 |
|  | Barclays plc | &nbsp;&nbsp;5.785% | &nbsp;&nbsp;2/25/36 | &nbsp;&nbsp;29963 | &nbsp;&nbsp;30626 |
|  | Barclays plc | &nbsp;&nbsp;3.811% | &nbsp;&nbsp;3/10/42 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;9083 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/42 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;11861 |
|  | Barclays plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3837 |
|  | Barclays plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/10/47 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;12536 |
|  | Barclays plc | &nbsp;&nbsp;6.036% | &nbsp;&nbsp;3/12/55 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9229 |
| <sup>8</sup> | Barings Private Credit Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;8083 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4877 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1813 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4373 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;3997 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;12729 | &nbsp;&nbsp;11222 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;25450 | &nbsp;&nbsp;21386 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;5406 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;34825 | &nbsp;&nbsp;22488 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;6002 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;51085 | &nbsp;&nbsp;39515 |
|  | Berkshire Hathaway Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;2765 | &nbsp;&nbsp;&nbsp;&nbsp;2580 |
|  | BGC Group Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;5134 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;7020 | &nbsp;&nbsp;&nbsp;&nbsp;7107 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6896 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/34 | &nbsp;&nbsp;16300 | &nbsp;&nbsp;16660 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/8/35 | &nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;9634 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/54 | &nbsp;&nbsp;16300 | &nbsp;&nbsp;15653 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/8/55 | &nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;9281 |
|  | Blackrock Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5921 |
|  | Blackrock Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2915 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10121 |
|  | Blackrock Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/28/31 | &nbsp;&nbsp;13575 | &nbsp;&nbsp;11944 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;2/25/32 | &nbsp;&nbsp;30500 | &nbsp;&nbsp;26311 |
|  | Blackrock Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5055 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;7119 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;10032 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;14760 | &nbsp;&nbsp;15046 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/22/29 | &nbsp;&nbsp;14550 | &nbsp;&nbsp;14647 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5551 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;10585 | &nbsp;&nbsp;10886 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6539 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6658 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4280 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7763 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6043 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;7052 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3764 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7868 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9566 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/11/28 | &nbsp;&nbsp;24790 | &nbsp;&nbsp;23102 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;17225 | &nbsp;&nbsp;17316 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2628 |
| <sup>3</sup> | Blue Owl Credit Income Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp;1555 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5509 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3194 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9510 | &nbsp;&nbsp;&nbsp;&nbsp;9794 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9628 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6694 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;7761 | &nbsp;&nbsp;&nbsp;&nbsp;6891 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/18/34 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;12134 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/7/51 | &nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| <sup>8</sup> | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;10446 | &nbsp;&nbsp;10498 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7142 |
| <sup>3</sup> | BPCE SA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;4001 | &nbsp;&nbsp;&nbsp;&nbsp;3957 |
| <sup>8</sup> | BPCE SA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5131 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;4913 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;2280 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4260 |
|  | Brookfield Capital Finance LLC | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;6/14/33 | &nbsp;&nbsp;12184 | &nbsp;&nbsp;12924 |
|  | Brookfield Finance I UK plc | &nbsp;&nbsp;2.340% | &nbsp;&nbsp;1/30/32 | &nbsp;&nbsp;14385 | &nbsp;&nbsp;12239 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2100 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/29/29 | &nbsp;&nbsp;18625 | &nbsp;&nbsp;18803 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2982 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/5/34 | &nbsp;&nbsp;14150 | &nbsp;&nbsp;15185 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;15845 | &nbsp;&nbsp;16248 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;1916 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.968% | &nbsp;&nbsp;3/4/54 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9493 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.813% | &nbsp;&nbsp;3/3/55 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5871 |
|  | Brookfield Finance LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;16950 | &nbsp;&nbsp;11502 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5651 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;2133 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6570 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;2296 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7603 | &nbsp;&nbsp;&nbsp;&nbsp;6691 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;9730 | &nbsp;&nbsp;&nbsp;&nbsp;9308 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1249 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2567 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/23/35 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;11706 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;6855 | &nbsp;&nbsp;&nbsp;&nbsp;5917 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/23/55 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11861 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.615% | &nbsp;&nbsp;7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5568 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/7/27 | &nbsp;&nbsp;16745 | &nbsp;&nbsp;16532 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;6432 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.508% | &nbsp;&nbsp;9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6110 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.001% | &nbsp;&nbsp;4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;3557 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.986% | &nbsp;&nbsp;10/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;2829 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.857% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7391 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/8/29 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11835 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/7/32 | &nbsp;&nbsp;30584 | &nbsp;&nbsp;28470 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;6.092% | &nbsp;&nbsp;10/3/33 | &nbsp;&nbsp;17980 | &nbsp;&nbsp;19266 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;19088 | &nbsp;&nbsp;18910 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/9/27 | &nbsp;&nbsp;15300 | &nbsp;&nbsp;15230 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/9/27 | &nbsp;&nbsp;28350 | &nbsp;&nbsp;28127 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/11/27 | &nbsp;&nbsp;19440 | &nbsp;&nbsp;19228 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;7.149% | &nbsp;&nbsp;10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5685 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;1.878% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;13773 | &nbsp;&nbsp;13307 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;20375 | &nbsp;&nbsp;20114 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;58482 | &nbsp;&nbsp;59879 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/29 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20998 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;16314 | &nbsp;&nbsp;16875 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;11520 | &nbsp;&nbsp;11020 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.247% | &nbsp;&nbsp;7/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6133 |
| <sup>3</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;26016 | &nbsp;&nbsp;29393 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;2.359% | &nbsp;&nbsp;7/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3391 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5105 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.268% | &nbsp;&nbsp;5/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;6700 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;6/8/34 | &nbsp;&nbsp;25078 | &nbsp;&nbsp;26680 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;7.964% | &nbsp;&nbsp;11/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;13948 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;27443 | &nbsp;&nbsp;&nbsp;&nbsp;28634 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.884% | &nbsp;&nbsp;7/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7216 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;23377 |
| <sup>3</sup> | Capital One NA | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;29330 | &nbsp;&nbsp;&nbsp;&nbsp;29001 |
| <sup>3</sup> | Capital One NA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3015 |
| <sup>3</sup> | Capital One NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7364 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4869 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5024 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;11080 | &nbsp;&nbsp;&nbsp;&nbsp;11268 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3447 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;31290 | &nbsp;&nbsp;&nbsp;&nbsp;30413 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;13850 | &nbsp;&nbsp;&nbsp;&nbsp;13666 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5238 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9464 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5511 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.196% | &nbsp;&nbsp;11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;13775 | &nbsp;&nbsp;&nbsp;&nbsp;14615 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;10486 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;14234 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;16985 | &nbsp;&nbsp;&nbsp;&nbsp;14525 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;23383 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.853% | &nbsp;&nbsp;5/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;13789 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;14675 | &nbsp;&nbsp;&nbsp;&nbsp;15870 |
|  | Chubb Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4558 |
| <sup>3</sup> | Chubb Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9705 | &nbsp;&nbsp;&nbsp;&nbsp;10916 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8176 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;21530 | &nbsp;&nbsp;&nbsp;&nbsp;21927 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp;25692 | &nbsp;&nbsp;&nbsp;&nbsp;22227 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3847 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;12/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 |
|  | CI Financial Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;10930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9648 |
| <sup>3</sup> | Cincinnati Financial Corp. | &nbsp;&nbsp;6.920% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6836 |
|  | Citibank NA | &nbsp;&nbsp;4.929% | &nbsp;&nbsp;8/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10069 |
| <sup>3</sup> | Citibank NA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;19308 |
|  | Citibank NA | &nbsp;&nbsp;4.876% | &nbsp;&nbsp;11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;40250 |
|  | Citibank NA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;9/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;17970 | &nbsp;&nbsp;&nbsp;&nbsp;18792 |
|  | Citibank NA | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;8/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7347 |
| <sup>3</sup> | Citibank NA | &nbsp;&nbsp;4.914% | &nbsp;&nbsp;5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6930 |
| <sup>3</sup> | Citibank NA | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;23414 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;41250 | &nbsp;&nbsp;&nbsp;&nbsp;40683 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp;32546 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;34810 | &nbsp;&nbsp;&nbsp;&nbsp;34832 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;35125 | &nbsp;&nbsp;&nbsp;&nbsp;34807 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.070% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;19564 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;60450 | &nbsp;&nbsp;&nbsp;&nbsp;60628 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;48950 | &nbsp;&nbsp;&nbsp;&nbsp;48186 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.520% | &nbsp;&nbsp;10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;30050 | &nbsp;&nbsp;&nbsp;&nbsp;29427 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;15722 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;2.976% | &nbsp;&nbsp;11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;38100 | &nbsp;&nbsp;&nbsp;&nbsp;35638 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;78850 | &nbsp;&nbsp;&nbsp;&nbsp;77990 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;5/7/31 | &nbsp;&nbsp;138115 | &nbsp;&nbsp;139698 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3446 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.520% | &nbsp;&nbsp;11/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;15735 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;55600 | &nbsp;&nbsp;&nbsp;&nbsp;49710 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3115 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.785% | &nbsp;&nbsp;3/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;32099 | &nbsp;&nbsp;&nbsp;&nbsp;29950 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7183 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6452 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.270% | &nbsp;&nbsp;11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;46313 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;61365 | &nbsp;&nbsp;&nbsp;&nbsp;64071 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;49515 | &nbsp;&nbsp;&nbsp;&nbsp;50475 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;29055 | &nbsp;&nbsp;&nbsp;&nbsp;29832 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Citigroup Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/25/36 | &nbsp;&nbsp;11118 | &nbsp;&nbsp;11513 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/39 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;11309 |
|  | Citigroup Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/15/39 | &nbsp;&nbsp;13096 | &nbsp;&nbsp;16485 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;3/26/41 | &nbsp;&nbsp;69175 | &nbsp;&nbsp;67529 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/30/42 | &nbsp;&nbsp;13339 | &nbsp;&nbsp;13798 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;11/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;1624 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1944 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/7/43 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;7310 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8140 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;7269 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/18/46 | &nbsp;&nbsp;&nbsp;&nbsp;9658 | &nbsp;&nbsp;&nbsp;&nbsp;8268 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/48 | &nbsp;&nbsp;19785 | &nbsp;&nbsp;17065 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.612% | &nbsp;&nbsp;3/4/56 | &nbsp;&nbsp;27296 | &nbsp;&nbsp;26774 |
|  | Citizens Bank NA | &nbsp;&nbsp;4.575% | &nbsp;&nbsp;8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6086 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.841% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;13825 | &nbsp;&nbsp;14314 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/6/30 | &nbsp;&nbsp;11045 | &nbsp;&nbsp;10017 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7211 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;10690 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.718% | &nbsp;&nbsp;7/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3521 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.638% | &nbsp;&nbsp;9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;6732 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;6.645% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;8556 | &nbsp;&nbsp;&nbsp;&nbsp;9226 |
|  | CME Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2671 | &nbsp;&nbsp;&nbsp;&nbsp;2654 |
|  | CME Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9062 |
|  | CME Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;10840 | &nbsp;&nbsp;10865 |
|  | CME Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;9762 | &nbsp;&nbsp;&nbsp;&nbsp;8243 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4904 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;11222 |
|  | CNA Financial Corp. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;2153 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5302 | &nbsp;&nbsp;&nbsp;&nbsp;5438 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5406 | &nbsp;&nbsp;&nbsp;&nbsp;5413 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5450 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8570 | &nbsp;&nbsp;&nbsp;&nbsp;8997 |
|  | Comerica Bank | &nbsp;&nbsp;5.332% | &nbsp;&nbsp;8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;4967 |
|  | Comerica Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | Comerica Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;5247 |
|  | Comerica Inc. | &nbsp;&nbsp;5.982% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;10235 | &nbsp;&nbsp;10482 |
| <sup>8</sup> | Commonwealth Bank of Australia | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
|  | Commonwealth Bank of Australia | &nbsp;&nbsp;4.577% | &nbsp;&nbsp;11/27/26 | &nbsp;&nbsp;11250 | &nbsp;&nbsp;11330 |
|  | Commonwealth Bank of Australia | &nbsp;&nbsp;4.423% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;9135 |
| <sup>3</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;11935 | &nbsp;&nbsp;11847 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;23300 | &nbsp;&nbsp;23684 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.883% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11742 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8456 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;10/17/29 | &nbsp;&nbsp;13250 | &nbsp;&nbsp;13392 |
| <sup>3</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/43 | &nbsp;&nbsp;20449 | &nbsp;&nbsp;20610 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/4/45 | &nbsp;&nbsp;29173 | &nbsp;&nbsp;27559 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11849 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;20288 | &nbsp;&nbsp;19886 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/32 | &nbsp;&nbsp;22628 | &nbsp;&nbsp;21239 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;10695 | &nbsp;&nbsp;11255 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;11785 | &nbsp;&nbsp;12246 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/42 | &nbsp;&nbsp;11815 | &nbsp;&nbsp;&nbsp;&nbsp;9905 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/52 | &nbsp;&nbsp;14265 | &nbsp;&nbsp;11411 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;10340 | &nbsp;&nbsp;10660 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8480 |
|  | Credit Suisse USA LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7791 | &nbsp;&nbsp;&nbsp;&nbsp;8867 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.129% | &nbsp;&nbsp;11/24/26 | &nbsp;&nbsp;23350 | &nbsp;&nbsp;23114 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.146% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;15370 | &nbsp;&nbsp;15762 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.311% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;24792 | &nbsp;&nbsp;24057 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.552% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;3976 | &nbsp;&nbsp;&nbsp;&nbsp;3861 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.706% | &nbsp;&nbsp;2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7117 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.720% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;20800 | &nbsp;&nbsp;21838 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.819% | &nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;17800 | &nbsp;&nbsp;18977 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/30 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15097 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;5/9/31 | &nbsp;&nbsp;13175 | &nbsp;&nbsp;13381 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp;&nbsp;&nbsp;2339 |
| <sup>3</sup> | Deutsche Bank AG | &nbsp;&nbsp;3.547% | &nbsp;&nbsp;9/18/31 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13084 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;1/14/32 | &nbsp;&nbsp;15895 | &nbsp;&nbsp;14549 |

---

------

Total Bond Market II Index 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;3.035% | &nbsp;&nbsp;5/28/32 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;9419 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;14405 | &nbsp;&nbsp;14242 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.742% | &nbsp;&nbsp;1/7/33 | &nbsp;&nbsp;13126 | &nbsp;&nbsp;11799 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/34 | &nbsp;&nbsp;16846 | &nbsp;&nbsp;17959 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/11/35 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;13723 |
|  | Eaton Vance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;5053 | &nbsp;&nbsp;&nbsp;&nbsp;4988 |
|  | Enact Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;9779 | &nbsp;&nbsp;10148 |
|  | Enstar Finance LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;6939 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5714 | &nbsp;&nbsp;&nbsp;&nbsp;5751 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5334 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;15650 | &nbsp;&nbsp;15616 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;6426 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/48 | &nbsp;&nbsp;15118 | &nbsp;&nbsp;13358 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;3/28/55 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5927 |
|  | Essent Group Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;6007 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2847 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;8198 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;&nbsp;&nbsp;7281 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5162 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5711 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6054 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/29/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9966 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4642 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7820 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;8570 | &nbsp;&nbsp;&nbsp;&nbsp;8944 |
| <sup>8</sup> | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4664 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/22/54 | &nbsp;&nbsp;11250 | &nbsp;&nbsp;11441 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6808 |
| <sup>8</sup> | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4697 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4311 | &nbsp;&nbsp;&nbsp;&nbsp;4029 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6075 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/17/51 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;6209 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;2208 | &nbsp;&nbsp;&nbsp;&nbsp;2139 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;1.707% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4466 | &nbsp;&nbsp;&nbsp;&nbsp;4312 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9311 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.361% | &nbsp;&nbsp;10/27/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10425 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/29 | &nbsp;&nbsp;13360 | &nbsp;&nbsp;14068 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5028 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3034 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;5.631% | &nbsp;&nbsp;1/29/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10407 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;14786 | &nbsp;&nbsp;17809 |
| <sup>3</sup> | Fifth Third Bank NA | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3298 |
|  | First American Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;3001 |
|  | First American Financial Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5996 |
|  | First American Financial Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4913 |
| <sup>3</sup> | First Horizon Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | First Horizon Corp. | &nbsp;&nbsp;5.514% | &nbsp;&nbsp;3/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4869 |
|  | First-Citizens Bank & Trust Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;4370 |
|  | FNB Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;12/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4123 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;10/30/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8611 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2451 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4125 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4752 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14425 |
|  | GATX Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2759 |
|  | GATX Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;4836 |
|  | GATX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6834 |
|  | GATX Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;7215 | &nbsp;&nbsp;&nbsp;&nbsp;7226 |
|  | GATX Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;8315 | &nbsp;&nbsp;&nbsp;&nbsp;8092 |
|  | GATX Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6599 | &nbsp;&nbsp;&nbsp;&nbsp;5602 |
|  | GATX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
|  | GATX Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7649 |
|  | GATX Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;10414 |
|  | GATX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3743 |
|  | GATX Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
|  | GATX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;1770 |
|  | GATX Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;3736 |
|  | GATX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;6535 | &nbsp;&nbsp;&nbsp;&nbsp;6531 |
|  | Globe Life Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3216 |
|  | Globe Life Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;3933 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Goldman Sachs Capital I | &nbsp;&nbsp;6.345% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp;&nbsp;&nbsp;9798 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;54865 | &nbsp;&nbsp;54238 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;3951 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;51026 | &nbsp;&nbsp;50693 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.542% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;18347 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.948% | &nbsp;&nbsp;10/21/27 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;24214 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4857 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.615% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;26580 | &nbsp;&nbsp;26223 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.937% | &nbsp;&nbsp;4/23/28 | &nbsp;&nbsp;77089 | &nbsp;&nbsp;77729 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;9442 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.482% | &nbsp;&nbsp;8/23/28 | &nbsp;&nbsp;44763 | &nbsp;&nbsp;44817 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;41494 | &nbsp;&nbsp;40813 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;23875 | &nbsp;&nbsp;23741 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/24/29 | &nbsp;&nbsp;10225 | &nbsp;&nbsp;10849 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3420 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;36010 | &nbsp;&nbsp;35137 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.727% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;26000 | &nbsp;&nbsp;27063 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.049% | &nbsp;&nbsp;7/23/30 | &nbsp;&nbsp;40000 | &nbsp;&nbsp;40641 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;1/28/31 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18416 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;4/23/31 | &nbsp;&nbsp;65353 | &nbsp;&nbsp;67015 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/27/32 | &nbsp;&nbsp;26275 | &nbsp;&nbsp;22746 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.615% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;68291 | &nbsp;&nbsp;60744 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;7/21/32 | &nbsp;&nbsp;25565 | &nbsp;&nbsp;22327 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/21/32 | &nbsp;&nbsp;63190 | &nbsp;&nbsp;55741 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;2/24/33 | &nbsp;&nbsp;39680 | &nbsp;&nbsp;35722 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.851% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;3120 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;7/23/35 | &nbsp;&nbsp;29025 | &nbsp;&nbsp;29370 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;10/23/35 | &nbsp;&nbsp;31800 | &nbsp;&nbsp;31416 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;1/28/36 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;51280 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;9244 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;56135 | &nbsp;&nbsp;61596 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;10/31/38 | &nbsp;&nbsp;57447 | &nbsp;&nbsp;50068 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/39 | &nbsp;&nbsp;31354 | &nbsp;&nbsp;28251 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;9856 | &nbsp;&nbsp;10542 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;36440 | &nbsp;&nbsp;27237 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.908% | &nbsp;&nbsp;7/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;5718 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.436% | &nbsp;&nbsp;2/24/43 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7629 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/44 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9886 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/45 | &nbsp;&nbsp;30892 | &nbsp;&nbsp;27770 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/45 | &nbsp;&nbsp;70100 | &nbsp;&nbsp;69031 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.734% | &nbsp;&nbsp;1/28/56 | &nbsp;&nbsp;30123 | &nbsp;&nbsp;30159 |
| <sup>8</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1086 |
| <sup>8</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1597 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;1210 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;10093 | &nbsp;&nbsp;&nbsp;&nbsp;9619 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;5497 | &nbsp;&nbsp;&nbsp;&nbsp;5778 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;14455 | &nbsp;&nbsp;14648 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9243 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6795 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;13525 | &nbsp;&nbsp;13682 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;10350 | &nbsp;&nbsp;10359 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;8095 |
|  | Hanover Insurance Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7610 | &nbsp;&nbsp;&nbsp;&nbsp;6774 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/19/29 | &nbsp;&nbsp;10106 | &nbsp;&nbsp;&nbsp;&nbsp;9505 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;6613 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;4249 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/19/49 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;8778 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;3752 |
|  | Hercules Capital Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp;&nbsp;&nbsp;8197 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5170 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;3780 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6740 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/32 | &nbsp;&nbsp;13493 | &nbsp;&nbsp;13422 |
| <sup>3</sup> | HSBC Bank USA NA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
| <sup>3</sup> | HSBC Bank USA NA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;7726 | &nbsp;&nbsp;&nbsp;&nbsp;8860 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15137 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.251% | &nbsp;&nbsp;11/22/27 | &nbsp;&nbsp;18264 | &nbsp;&nbsp;17698 |

---

------

Total Bond Market II Index 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> | HSBC Holdings plc | &nbsp;&nbsp;4.041% | &nbsp;&nbsp;3/13/28 | &nbsp;&nbsp;12350 | &nbsp;&nbsp;12248 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;5/17/28 | &nbsp;&nbsp;20325 | &nbsp;&nbsp;20714 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;15515 | &nbsp;&nbsp;15567 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/11/28 | &nbsp;&nbsp;19060 | &nbsp;&nbsp;19329 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;9/22/28 | &nbsp;&nbsp;27174 | &nbsp;&nbsp;25742 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;11/3/28 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15924 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5570 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;3/3/29 | &nbsp;&nbsp;14600 | &nbsp;&nbsp;14720 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.161% | &nbsp;&nbsp;3/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;9216 | &nbsp;&nbsp;&nbsp;&nbsp;9582 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/29 | &nbsp;&nbsp;40587 | &nbsp;&nbsp;40643 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.206% | &nbsp;&nbsp;8/17/29 | &nbsp;&nbsp;31700 | &nbsp;&nbsp;29521 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;21025 | &nbsp;&nbsp;21372 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;24815 | &nbsp;&nbsp;24156 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;11/19/30 | &nbsp;&nbsp;26493 | &nbsp;&nbsp;27061 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7190 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.848% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;35100 | &nbsp;&nbsp;32070 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.357% | &nbsp;&nbsp;8/18/31 | &nbsp;&nbsp;16500 | &nbsp;&nbsp;14649 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.733% | &nbsp;&nbsp;5/17/32 | &nbsp;&nbsp;11286 | &nbsp;&nbsp;11733 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/32 | &nbsp;&nbsp;42900 | &nbsp;&nbsp;38096 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;11/22/32 | &nbsp;&nbsp;40145 | &nbsp;&nbsp;35494 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;3/29/33 | &nbsp;&nbsp;18700 | &nbsp;&nbsp;18279 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.402% | &nbsp;&nbsp;8/11/33 | &nbsp;&nbsp;12575 | &nbsp;&nbsp;12901 |
|  | HSBC Holdings plc | &nbsp;&nbsp;8.113% | &nbsp;&nbsp;11/3/33 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;23102 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;3/9/34 | &nbsp;&nbsp;46074 | &nbsp;&nbsp;49261 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.547% | &nbsp;&nbsp;6/20/34 | &nbsp;&nbsp;31500 | &nbsp;&nbsp;33421 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.399% | &nbsp;&nbsp;11/13/34 | &nbsp;&nbsp;30245 | &nbsp;&nbsp;33836 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.719% | &nbsp;&nbsp;3/4/35 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14520 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;11/18/35 | &nbsp;&nbsp;26606 | &nbsp;&nbsp;26905 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/3/36 | &nbsp;&nbsp;28400 | &nbsp;&nbsp;28554 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/2/36 | &nbsp;&nbsp;15575 | &nbsp;&nbsp;16514 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;5/13/36 | &nbsp;&nbsp;47452 | &nbsp;&nbsp;48835 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;27201 | &nbsp;&nbsp;28825 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;5908 | &nbsp;&nbsp;&nbsp;&nbsp;6391 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;5630 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/44 | &nbsp;&nbsp;28500 | &nbsp;&nbsp;30632 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/44 | &nbsp;&nbsp;30738 | &nbsp;&nbsp;29126 |
|  | HSBC USA Inc. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;3/4/27 | &nbsp;&nbsp;11312 | &nbsp;&nbsp;11499 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3427 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;8/4/28 | &nbsp;&nbsp;15856 | &nbsp;&nbsp;15849 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;9730 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1771 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.272% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;13269 | &nbsp;&nbsp;13591 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.023% | &nbsp;&nbsp;5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4594 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/35 | &nbsp;&nbsp;11852 | &nbsp;&nbsp;12109 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6216 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.141% | &nbsp;&nbsp;11/18/39 | &nbsp;&nbsp;12495 | &nbsp;&nbsp;12752 |
| <sup>3</sup> | Huntington National Bank | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;3334 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7250 |
|  | Huntington National Bank | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  | Industrial & Commercial Bank of China Ltd. | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;9212 | &nbsp;&nbsp;&nbsp;&nbsp;9087 |
|  | ING Groep NV | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/29/27 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;10849 |
|  | ING Groep NV | &nbsp;&nbsp;6.083% | &nbsp;&nbsp;9/11/27 | &nbsp;&nbsp;12456 | &nbsp;&nbsp;12686 |
|  | ING Groep NV | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;3/28/28 | &nbsp;&nbsp;10470 | &nbsp;&nbsp;10404 |
|  | ING Groep NV | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4018 |
|  | ING Groep NV | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4547 |
|  | ING Groep NV | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3608 |
|  | ING Groep NV | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;3192 | &nbsp;&nbsp;&nbsp;&nbsp;3276 |
|  | ING Groep NV | &nbsp;&nbsp;5.066% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6460 |
|  | ING Groep NV | &nbsp;&nbsp;2.727% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2693 |
|  | ING Groep NV | &nbsp;&nbsp;4.252% | &nbsp;&nbsp;3/28/33 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9615 |
|  | ING Groep NV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/19/35 | &nbsp;&nbsp;33575 | &nbsp;&nbsp;34391 |
|  | ING Groep NV | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;3/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;3496 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6938 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9805 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4307 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;30586 | &nbsp;&nbsp;30684 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;16540 | &nbsp;&nbsp;14827 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6342 | &nbsp;&nbsp;&nbsp;&nbsp;6581 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;23055 | &nbsp;&nbsp;&nbsp;&nbsp;19138 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;23444 | &nbsp;&nbsp;&nbsp;&nbsp;23330 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;21940 | &nbsp;&nbsp;&nbsp;&nbsp;15876 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/21/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;19875 | &nbsp;&nbsp;&nbsp;&nbsp;12978 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;11749 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;11545 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;10720 |
| <sup>8</sup> | Intesa Sanpaolo SpA | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571 |
|  | Invesco Finance plc | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6734 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;6/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;11425 | &nbsp;&nbsp;&nbsp;&nbsp;11522 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4216 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9291 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4786 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;31565 | &nbsp;&nbsp;&nbsp;&nbsp;32968 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3174 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4482 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;58625 | &nbsp;&nbsp;&nbsp;&nbsp;57772 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;28750 | &nbsp;&nbsp;&nbsp;&nbsp;28721 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;26531 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;11592 | &nbsp;&nbsp;&nbsp;&nbsp;11643 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9618 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;28270 | &nbsp;&nbsp;&nbsp;&nbsp;28573 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.782% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8996 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.947% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.571% | &nbsp;&nbsp;4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;23765 | &nbsp;&nbsp;&nbsp;&nbsp;24251 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.323% | &nbsp;&nbsp;4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;29980 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;14690 | &nbsp;&nbsp;&nbsp;&nbsp;14475 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.182% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp;24111 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;24104 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10030 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.509% | &nbsp;&nbsp;1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;65821 | &nbsp;&nbsp;&nbsp;&nbsp;64470 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.915% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;36479 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;53930 | &nbsp;&nbsp;&nbsp;&nbsp;53436 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.203% | &nbsp;&nbsp;7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;23425 | &nbsp;&nbsp;&nbsp;&nbsp;23331 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.299% | &nbsp;&nbsp;7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;54705 | &nbsp;&nbsp;&nbsp;&nbsp;56167 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;19539 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;25170 | &nbsp;&nbsp;&nbsp;&nbsp;25634 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.581% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;107685 | &nbsp;&nbsp;111841 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;16664 | &nbsp;&nbsp;&nbsp;&nbsp;16223 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;45420 | &nbsp;&nbsp;&nbsp;&nbsp;46243 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;45715 | &nbsp;&nbsp;&nbsp;&nbsp;42614 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;101390 | &nbsp;&nbsp;101745 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;29750 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;42947 | &nbsp;&nbsp;&nbsp;&nbsp;42866 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;20107 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.103% | &nbsp;&nbsp;4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;12420 | &nbsp;&nbsp;&nbsp;&nbsp;12728 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.956% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;27731 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;25158 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;28354 | &nbsp;&nbsp;&nbsp;&nbsp;25323 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.545% | &nbsp;&nbsp;11/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;42170 | &nbsp;&nbsp;&nbsp;&nbsp;37122 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;13270 | &nbsp;&nbsp;&nbsp;&nbsp;11923 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;88700 | &nbsp;&nbsp;&nbsp;&nbsp;89211 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;83072 | &nbsp;&nbsp;&nbsp;&nbsp;85554 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;20663 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.336% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;34849 | &nbsp;&nbsp;&nbsp;&nbsp;35646 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;4/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7598 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.946% | &nbsp;&nbsp;10/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;42665 | &nbsp;&nbsp;&nbsp;&nbsp;42225 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;31943 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.572% | &nbsp;&nbsp;4/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;80629 | &nbsp;&nbsp;&nbsp;&nbsp;83640 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;12465 | &nbsp;&nbsp;&nbsp;&nbsp;13847 |

---

------

Total Bond Market II Index 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> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;7/24/38 | &nbsp;&nbsp;31170 | &nbsp;&nbsp;27497 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;26584 | &nbsp;&nbsp;27107 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/41 | &nbsp;&nbsp;33275 | &nbsp;&nbsp;25452 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;11/19/41 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;10378 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3583 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;24595 | &nbsp;&nbsp;18563 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/43 | &nbsp;&nbsp;36510 | &nbsp;&nbsp;36766 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3256 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;14600 | &nbsp;&nbsp;13344 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.534% | &nbsp;&nbsp;11/29/45 | &nbsp;&nbsp;58830 | &nbsp;&nbsp;59015 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;2/22/48 | &nbsp;&nbsp;25500 | &nbsp;&nbsp;21471 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.032% | &nbsp;&nbsp;7/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3241 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;55200 | &nbsp;&nbsp;44153 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.897% | &nbsp;&nbsp;1/23/49 | &nbsp;&nbsp;11870 | &nbsp;&nbsp;&nbsp;&nbsp;9369 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/51 | &nbsp;&nbsp;49000 | &nbsp;&nbsp;32959 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;4/22/52 | &nbsp;&nbsp;37900 | &nbsp;&nbsp;26548 |
|  | JPMorgan Chase Bank NA | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;12/8/26 | &nbsp;&nbsp;18375 | &nbsp;&nbsp;18610 |
|  | Kemper Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4395 |
|  | Kemper Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2234 |
| <sup>3</sup> | KeyBank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7845 |
| <sup>3</sup> | KeyBank NA | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;12/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1060 |
| <sup>3</sup> | KeyBank NA | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2899 |
| <sup>3</sup> | KeyBank NA | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/8/32 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14470 |
|  | KeyBank NA | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/33 | &nbsp;&nbsp;16635 | &nbsp;&nbsp;16402 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;17887 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8769 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6070 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;4.789% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;2125 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/35 | &nbsp;&nbsp;16905 | &nbsp;&nbsp;18033 |
|  | Lazard Group LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | Lazard Group LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;9316 |
|  | Lazard Group LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5250 |
|  | Legg Mason Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;5486 | &nbsp;&nbsp;&nbsp;&nbsp;5458 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/12/26 | &nbsp;&nbsp;10150 | &nbsp;&nbsp;10027 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9590 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7814 | &nbsp;&nbsp;&nbsp;&nbsp;7345 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4217 | &nbsp;&nbsp;&nbsp;&nbsp;3938 |
|  | Lincoln National Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/9/37 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4338 |
|  | Lincoln National Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4251 | &nbsp;&nbsp;&nbsp;&nbsp;4713 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9664 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;8/7/27 | &nbsp;&nbsp;10253 | &nbsp;&nbsp;10407 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/18/28 | &nbsp;&nbsp;22588 | &nbsp;&nbsp;22308 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;20510 | &nbsp;&nbsp;20484 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4164 |
| <sup>3</sup> | Lloyds Banking Group plc | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;21225 | &nbsp;&nbsp;20772 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;7548 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.871% | &nbsp;&nbsp;3/6/29 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10857 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.721% | &nbsp;&nbsp;6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8310 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;8/11/33 | &nbsp;&nbsp;25753 | &nbsp;&nbsp;25568 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;7.953% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;9147 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.679% | &nbsp;&nbsp;1/5/35 | &nbsp;&nbsp;19225 | &nbsp;&nbsp;19730 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;11/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;8925 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;6/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4315 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;8574 | &nbsp;&nbsp;&nbsp;&nbsp;7979 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.369% | &nbsp;&nbsp;12/14/46 | &nbsp;&nbsp;29638 | &nbsp;&nbsp;21137 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.344% | &nbsp;&nbsp;1/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | Loews Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6154 |
|  | Loews Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3890 |
|  | Loews Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;3661 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4891 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;3697 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;5670 | &nbsp;&nbsp;&nbsp;&nbsp;6049 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8932 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;6008 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5829 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5815 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;6605 | &nbsp;&nbsp;&nbsp;&nbsp;6616 |
| <sup>3</sup> | M&T Bank Corp. | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7921 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4576 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7916 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/34 | &nbsp;&nbsp;22620 | &nbsp;&nbsp;22303 |
| <sup>3</sup> | M&T Bank Corp. | &nbsp;&nbsp;5.385% | &nbsp;&nbsp;1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3981 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;5176 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5523 |
| <sup>3</sup> | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6834 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/28 | &nbsp;&nbsp;12584 | &nbsp;&nbsp;12695 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/28 | &nbsp;&nbsp;14750 | &nbsp;&nbsp;14847 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5822 |
| <sup>3</sup> | Manulife Financial Corp. | &nbsp;&nbsp;4.061% | &nbsp;&nbsp;2/24/32 | &nbsp;&nbsp;13925 | &nbsp;&nbsp;13763 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;7958 |
|  | Marex Group plc | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;8145 | &nbsp;&nbsp;&nbsp;&nbsp;8246 |
|  | Marex Group plc | &nbsp;&nbsp;6.404% | &nbsp;&nbsp;11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9468 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;6059 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2460 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/5/46 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4129 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1744 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;5941 | &nbsp;&nbsp;&nbsp;&nbsp;5197 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/7/52 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;8334 |
|  | Markel Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;6859 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;9190 | &nbsp;&nbsp;&nbsp;&nbsp;9262 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;11025 | &nbsp;&nbsp;11071 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;9644 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;13910 | &nbsp;&nbsp;12455 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;11774 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1750 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6392 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;4296 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6219 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;9288 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;13191 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;18400 | &nbsp;&nbsp;17475 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2725 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1110 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;21924 | &nbsp;&nbsp;19778 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1506 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;2398 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9697 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;12215 | &nbsp;&nbsp;12280 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5091 | &nbsp;&nbsp;&nbsp;&nbsp;4909 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;11020 | &nbsp;&nbsp;10622 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7741 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/26/27 | &nbsp;&nbsp;31347 | &nbsp;&nbsp;31017 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6903 | &nbsp;&nbsp;&nbsp;&nbsp;6928 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3675 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;22635 | &nbsp;&nbsp;23163 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2129 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;6122 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/26/30 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15433 |
|  | Mastercard Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3155 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6101 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;13878 | &nbsp;&nbsp;13819 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8436 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6883 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;19402 | &nbsp;&nbsp;19069 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;4556 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/26/48 | &nbsp;&nbsp;12610 | &nbsp;&nbsp;10156 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;11030 | &nbsp;&nbsp;&nbsp;&nbsp;8426 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/26/50 | &nbsp;&nbsp;19406 | &nbsp;&nbsp;15313 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4617 |
|  | Mercury General Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;3237 |
|  | MetLife Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/23/30 | &nbsp;&nbsp;16925 | &nbsp;&nbsp;17153 |
|  | MetLife Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;14727 | &nbsp;&nbsp;15331 |
|  | MetLife Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;3813 |
|  | MetLife Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;20995 | &nbsp;&nbsp;21561 |
| <sup>3</sup> | MetLife Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;16231 | &nbsp;&nbsp;16872 |
| <sup>3</sup> | MetLife Inc. | &nbsp;&nbsp;10.750% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | MetLife Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/6/41 | &nbsp;&nbsp;12892 | &nbsp;&nbsp;13363 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | MetLife Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/13/42 | &nbsp;&nbsp;18975 | &nbsp;&nbsp;15948 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/43 | &nbsp;&nbsp;10919 | &nbsp;&nbsp;10022 |
|  | MetLife Inc. | &nbsp;&nbsp;4.721% | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;8484 |
|  | MetLife Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;1501 |
|  | MetLife Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/13/46 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4428 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;11395 | &nbsp;&nbsp;10332 |
|  | MetLife Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;17760 | &nbsp;&nbsp;16727 |
| <sup>3</sup> | MetLife Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;11610 | &nbsp;&nbsp;11920 |
| <sup>8</sup> | Metropolitan Life Global Funding I | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;1068 |
|  | MGIC Investment Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;1755 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.757% | &nbsp;&nbsp;9/13/26 | &nbsp;&nbsp;30337 | &nbsp;&nbsp;29798 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.677% | &nbsp;&nbsp;2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;8619 | &nbsp;&nbsp;&nbsp;&nbsp;8541 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;7/25/27 | &nbsp;&nbsp;42480 | &nbsp;&nbsp;41749 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.341% | &nbsp;&nbsp;1/19/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9687 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/2/28 | &nbsp;&nbsp;21150 | &nbsp;&nbsp;21024 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;4/19/28 | &nbsp;&nbsp;21700 | &nbsp;&nbsp;21577 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10832 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;2370 | &nbsp;&nbsp;&nbsp;&nbsp;2360 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;9/13/28 | &nbsp;&nbsp;11780 | &nbsp;&nbsp;12036 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.422% | &nbsp;&nbsp;2/22/29 | &nbsp;&nbsp;20393 | &nbsp;&nbsp;20906 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;3/7/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9808 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.242% | &nbsp;&nbsp;4/19/29 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15329 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.195% | &nbsp;&nbsp;7/18/29 | &nbsp;&nbsp;34225 | &nbsp;&nbsp;32619 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.559% | &nbsp;&nbsp;2/25/30 | &nbsp;&nbsp;13855 | &nbsp;&nbsp;12711 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/30 | &nbsp;&nbsp;13495 | &nbsp;&nbsp;13834 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.048% | &nbsp;&nbsp;7/17/30 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;11718 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;1/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5220 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;7/20/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8709 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.494% | &nbsp;&nbsp;10/13/32 | &nbsp;&nbsp;25714 | &nbsp;&nbsp;22488 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;1/19/33 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;11671 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/19/33 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;17319 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.133% | &nbsp;&nbsp;7/20/33 | &nbsp;&nbsp;22700 | &nbsp;&nbsp;22978 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.441% | &nbsp;&nbsp;2/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1028 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.406% | &nbsp;&nbsp;4/19/34 | &nbsp;&nbsp;23050 | &nbsp;&nbsp;23638 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.426% | &nbsp;&nbsp;4/17/35 | &nbsp;&nbsp;39695 | &nbsp;&nbsp;40506 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;8406 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.615% | &nbsp;&nbsp;4/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5147 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.286% | &nbsp;&nbsp;7/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;8423 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;7/18/39 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;14151 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;1.554% | &nbsp;&nbsp;7/9/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9711 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.018% | &nbsp;&nbsp;3/5/28 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;14186 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;5/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5175 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;7/6/29 | &nbsp;&nbsp;29300 | &nbsp;&nbsp;30419 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.254% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5568 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.376% | &nbsp;&nbsp;5/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6680 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.153% | &nbsp;&nbsp;7/16/30 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;16279 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3667 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.591% | &nbsp;&nbsp;5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4544 |
| <sup>6</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.711% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;10025 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;1.979% | &nbsp;&nbsp;9/8/31 | &nbsp;&nbsp;21902 | &nbsp;&nbsp;19171 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.564% | &nbsp;&nbsp;9/13/31 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13087 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;5/22/32 | &nbsp;&nbsp;20460 | &nbsp;&nbsp;17689 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;5/27/34 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10389 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.748% | &nbsp;&nbsp;7/6/34 | &nbsp;&nbsp;19740 | &nbsp;&nbsp;20530 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.579% | &nbsp;&nbsp;5/26/35 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10260 |
| <sup>6</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.323% | &nbsp;&nbsp;7/8/36 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;13331 |
|  | Morgan Stanley | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/24/25 | &nbsp;&nbsp;50940 | &nbsp;&nbsp;50960 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;53000 | &nbsp;&nbsp;52339 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/9/26 | &nbsp;&nbsp;15996 | &nbsp;&nbsp;16317 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;40070 | &nbsp;&nbsp;40014 |
|  | Morgan Stanley | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/20/27 | &nbsp;&nbsp;27278 | &nbsp;&nbsp;27051 |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;7605 | &nbsp;&nbsp;&nbsp;&nbsp;7557 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;1.512% | &nbsp;&nbsp;7/20/27 | &nbsp;&nbsp;17900 | &nbsp;&nbsp;17367 |
|  | Morgan Stanley | &nbsp;&nbsp;2.475% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19419 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;44833 | &nbsp;&nbsp;44044 |
|  | Morgan Stanley | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;16060 | &nbsp;&nbsp;16732 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.772% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1059 |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;87250 | &nbsp;&nbsp;88773 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/12/29 | &nbsp;&nbsp;36770 | &nbsp;&nbsp;37309 |

---

------

Total Bond Market II Index 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> | Morgan Stanley | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;50983 |
|  | Morgan Stanley | &nbsp;&nbsp;5.449% | &nbsp;&nbsp;7/20/29 | &nbsp;&nbsp;11643 | &nbsp;&nbsp;11973 |
|  | Morgan Stanley | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;37000 | &nbsp;&nbsp;37780 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10975 |
|  | Morgan Stanley | &nbsp;&nbsp;5.656% | &nbsp;&nbsp;4/18/30 | &nbsp;&nbsp;48850 | &nbsp;&nbsp;50770 |
|  | Morgan Stanley | &nbsp;&nbsp;5.042% | &nbsp;&nbsp;7/19/30 | &nbsp;&nbsp;55000 | &nbsp;&nbsp;55942 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;23900 | &nbsp;&nbsp;23949 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;29655 | &nbsp;&nbsp;30408 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.699% | &nbsp;&nbsp;1/22/31 | &nbsp;&nbsp;49555 | &nbsp;&nbsp;45673 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.622% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;74800 | &nbsp;&nbsp;71707 |
|  | Morgan Stanley | &nbsp;&nbsp;5.192% | &nbsp;&nbsp;4/17/31 | &nbsp;&nbsp;25790 | &nbsp;&nbsp;26446 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;1.794% | &nbsp;&nbsp;2/13/32 | &nbsp;&nbsp;92325 | &nbsp;&nbsp;78968 |
|  | Morgan Stanley | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;9211 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;1.928% | &nbsp;&nbsp;4/28/32 | &nbsp;&nbsp;13850 | &nbsp;&nbsp;11842 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;17522 |
|  | Morgan Stanley | &nbsp;&nbsp;4.889% | &nbsp;&nbsp;7/20/33 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10012 |
|  | Morgan Stanley | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;10/18/33 | &nbsp;&nbsp;27060 | &nbsp;&nbsp;29383 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/21/34 | &nbsp;&nbsp;21310 | &nbsp;&nbsp;21683 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/21/34 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20495 |
|  | Morgan Stanley | &nbsp;&nbsp;6.627% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;33074 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/35 | &nbsp;&nbsp;38767 | &nbsp;&nbsp;39648 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/35 | &nbsp;&nbsp;62320 | &nbsp;&nbsp;65329 |
|  | Morgan Stanley | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;7/19/35 | &nbsp;&nbsp;46050 | &nbsp;&nbsp;46607 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/36 | &nbsp;&nbsp;64000 | &nbsp;&nbsp;65806 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/36 | &nbsp;&nbsp;73748 | &nbsp;&nbsp;76449 |
|  | Morgan Stanley | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;9/16/36 | &nbsp;&nbsp;46200 | &nbsp;&nbsp;39250 |
|  | Morgan Stanley | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;4/20/37 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9951 |
|  | Morgan Stanley | &nbsp;&nbsp;5.948% | &nbsp;&nbsp;1/19/38 | &nbsp;&nbsp;28123 | &nbsp;&nbsp;28924 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5181 |
|  | Morgan Stanley | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;2/7/39 | &nbsp;&nbsp;11775 | &nbsp;&nbsp;12088 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;10298 |
|  | Morgan Stanley | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/24/42 | &nbsp;&nbsp;40625 | &nbsp;&nbsp;44409 |
|  | Morgan Stanley | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/27/45 | &nbsp;&nbsp;23994 | &nbsp;&nbsp;20446 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.802% | &nbsp;&nbsp;1/25/52 | &nbsp;&nbsp;24075 | &nbsp;&nbsp;14885 |
|  | Morgan Stanley | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;11/19/55 | &nbsp;&nbsp;79391 | &nbsp;&nbsp;77612 |
| <sup>3</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;10/30/26 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16342 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;4.447% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;23620 | &nbsp;&nbsp;23654 |
| <sup>3</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;7470 | &nbsp;&nbsp;&nbsp;&nbsp;7533 |
| <sup>3</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/28 | &nbsp;&nbsp;36830 | &nbsp;&nbsp;37611 |
| <sup>3</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10121 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;1/12/29 | &nbsp;&nbsp;22955 | &nbsp;&nbsp;23311 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6029 |
| <sup>8</sup> | MSD Investment Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4064 |
| <sup>3</sup> | Munich Re America Corp. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4533 | &nbsp;&nbsp;&nbsp;&nbsp;4753 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;5227 |
|  | Nasdaq Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5036 | &nbsp;&nbsp;&nbsp;&nbsp;5246 |
|  | Nasdaq Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/21/40 | &nbsp;&nbsp;17777 | &nbsp;&nbsp;12330 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;3288 | &nbsp;&nbsp;&nbsp;&nbsp;2213 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;2999 | &nbsp;&nbsp;&nbsp;&nbsp;2244 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp;&nbsp;&nbsp;8399 |
|  | Nasdaq Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/28/63 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9711 |
| <sup>3</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/12/26 | &nbsp;&nbsp;22310 | &nbsp;&nbsp;21936 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7130 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.944% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;6178 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.308% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;5823 | &nbsp;&nbsp;&nbsp;&nbsp;5861 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/13/28 | &nbsp;&nbsp;21700 | &nbsp;&nbsp;22237 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8475 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;5179 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.534% | &nbsp;&nbsp;6/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;4278 |
|  | National Bank of Canada | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/18/28 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11421 |
| <sup>3</sup> | Nationwide Financial Services Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | NatWest Group plc | &nbsp;&nbsp;7.472% | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;37465 | &nbsp;&nbsp;37832 |
|  | NatWest Group plc | &nbsp;&nbsp;5.583% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3257 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;37279 | &nbsp;&nbsp;36346 |
|  | NatWest Group plc | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5108 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;5/18/29 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15953 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | NatWest Group plc | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/13/29 | &nbsp;&nbsp;10990 | &nbsp;&nbsp;11405 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;5.076% | &nbsp;&nbsp;1/27/30 | &nbsp;&nbsp;30500 | &nbsp;&nbsp;30939 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;4.445% | &nbsp;&nbsp;5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;2137 |
|  | NatWest Group plc | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8498 |
|  | NatWest Group plc | &nbsp;&nbsp;6.016% | &nbsp;&nbsp;3/2/34 | &nbsp;&nbsp;17900 | &nbsp;&nbsp;18933 |
|  | NatWest Group plc | &nbsp;&nbsp;6.475% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;16208 |
|  | NatWest Group plc | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;23876 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;3.032% | &nbsp;&nbsp;11/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4507 |
|  | NMI Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;1695 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;1.653% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11653 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.329% | &nbsp;&nbsp;1/22/27 | &nbsp;&nbsp;17815 | &nbsp;&nbsp;17229 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2249 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.386% | &nbsp;&nbsp;7/6/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10169 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;7/12/28 | &nbsp;&nbsp;23730 | &nbsp;&nbsp;24758 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9333 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;7/6/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10357 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;12365 | &nbsp;&nbsp;11542 |
| <sup>6</sup> | Nomura Holdings Inc. | &nbsp;&nbsp;4.904% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5769 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.608% | &nbsp;&nbsp;7/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;6149 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.999% | &nbsp;&nbsp;1/22/32 | &nbsp;&nbsp;10670 | &nbsp;&nbsp;&nbsp;&nbsp;9435 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.783% | &nbsp;&nbsp;7/3/34 | &nbsp;&nbsp;36876 | &nbsp;&nbsp;38115 |
| <sup>6</sup> | Nomura Holdings Inc. | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;6/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4477 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2498 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6347 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4052 |
| <sup>3</sup> | Northern Trust Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;4807 |
|  | Northern Trust Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/2/32 | &nbsp;&nbsp;12715 | &nbsp;&nbsp;13729 |
|  | Oaktree Specialty Lending Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3739 |
|  | Old Republic International Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;4529 |
|  | Old Republic International Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;4128 | &nbsp;&nbsp;&nbsp;&nbsp;4252 |
|  | Old Republic International Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/11/51 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;6400 |
|  | ORIX Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;8042 |
|  | ORIX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;6117 | &nbsp;&nbsp;&nbsp;&nbsp;6160 |
|  | ORIX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;7928 |
|  | ORIX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6887 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4462 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;3666 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/22/28 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;10518 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/26/28 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13644 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8844 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9839 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/19/27 | &nbsp;&nbsp;24319 | &nbsp;&nbsp;23878 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.102% | &nbsp;&nbsp;7/23/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10075 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.615% | &nbsp;&nbsp;10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;7890 | &nbsp;&nbsp;&nbsp;&nbsp;8113 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4060 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;12/2/28 | &nbsp;&nbsp;10205 | &nbsp;&nbsp;10445 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13042 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;6/12/29 | &nbsp;&nbsp;34000 | &nbsp;&nbsp;35218 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/30 | &nbsp;&nbsp;27500 | &nbsp;&nbsp;28484 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;5/13/31 | &nbsp;&nbsp;50695 | &nbsp;&nbsp;51367 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;10/21/32 | &nbsp;&nbsp;79325 | &nbsp;&nbsp;79519 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.068% | &nbsp;&nbsp;1/24/34 | &nbsp;&nbsp;13255 | &nbsp;&nbsp;13308 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/34 | &nbsp;&nbsp;15305 | &nbsp;&nbsp;17103 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.676% | &nbsp;&nbsp;1/22/35 | &nbsp;&nbsp;40880 | &nbsp;&nbsp;42455 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/23/35 | &nbsp;&nbsp;20165 | &nbsp;&nbsp;20529 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;1/29/36 | &nbsp;&nbsp;38690 | &nbsp;&nbsp;39886 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;18485 | &nbsp;&nbsp;18173 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2927 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5349 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2054 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;8088 | &nbsp;&nbsp;&nbsp;&nbsp;8615 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3019 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;4220 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;8219 | &nbsp;&nbsp;&nbsp;&nbsp;6855 |
|  | Progressive Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6059 | &nbsp;&nbsp;&nbsp;&nbsp;6022 |
|  | Progressive Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2320 |
|  | Progressive Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;7617 | &nbsp;&nbsp;&nbsp;&nbsp;7272 |
|  | Progressive Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;9581 |
|  | Progressive Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4394 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Progressive Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;5034 |
|  | Progressive Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;6219 | &nbsp;&nbsp;&nbsp;&nbsp;5316 |
|  | Progressive Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;10509 | &nbsp;&nbsp;&nbsp;&nbsp;8638 |
|  | Progressive Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;7359 | &nbsp;&nbsp;&nbsp;&nbsp;5765 |
|  | Progressive Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;16210 | &nbsp;&nbsp;12081 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;4006 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1820 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;2809 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;3373 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;9148 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3653 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;4406 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;8020 | &nbsp;&nbsp;&nbsp;&nbsp;9017 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;2110 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;4948 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1476 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.905% | &nbsp;&nbsp;12/7/47 | &nbsp;&nbsp;26333 | &nbsp;&nbsp;20570 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.418% | &nbsp;&nbsp;3/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/49 | &nbsp;&nbsp;16712 | &nbsp;&nbsp;12785 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6391 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/51 | &nbsp;&nbsp;16752 | &nbsp;&nbsp;12309 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;10521 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9274 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;4049 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;16855 | &nbsp;&nbsp;17369 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/14/30 | &nbsp;&nbsp;13340 | &nbsp;&nbsp;12596 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1860 |
|  | Radian Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8216 | &nbsp;&nbsp;&nbsp;&nbsp;8541 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;19795 | &nbsp;&nbsp;20079 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;9055 | &nbsp;&nbsp;&nbsp;&nbsp;8146 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;6200 |
| <sup>3</sup> | Regions Bank | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp;1568 |
|  | Regions Financial Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;6695 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8367 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7165 |
|  | Regions Financial Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;12/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7795 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1492 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8197 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4018 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;6349 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;10425 | &nbsp;&nbsp;10719 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;8135 |
|  | RenaissanceRe Finance Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3470 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/5/33 | &nbsp;&nbsp;30278 | &nbsp;&nbsp;31138 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5944 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7435 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8385 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;3665 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/4/27 | &nbsp;&nbsp;27851 | &nbsp;&nbsp;27593 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.069% | &nbsp;&nbsp;7/23/27 | &nbsp;&nbsp;18100 | &nbsp;&nbsp;18232 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5007 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6812 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;22150 | &nbsp;&nbsp;23022 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;16465 | &nbsp;&nbsp;16761 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;6859 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;14895 | &nbsp;&nbsp;15110 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6142 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.969% | &nbsp;&nbsp;8/2/30 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;12469 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;2/4/31 | &nbsp;&nbsp;40222 | &nbsp;&nbsp;41043 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;5/2/31 | &nbsp;&nbsp;30663 | &nbsp;&nbsp;31115 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/3/31 | &nbsp;&nbsp;38500 | &nbsp;&nbsp;33776 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;6566 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;29695 | &nbsp;&nbsp;30157 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/2/33 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10743 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4403 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;34332 | &nbsp;&nbsp;33804 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;42150 | &nbsp;&nbsp;42092 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.499% | &nbsp;&nbsp;3/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;8236 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;7575 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;7.660% | &nbsp;&nbsp;11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;6138 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;6.833% | &nbsp;&nbsp;11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8065 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;12756 | &nbsp;&nbsp;12366 |
| <sup>3</sup> | Santander UK Group Holdings plc | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3922 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;1/10/29 | &nbsp;&nbsp;20650 | &nbsp;&nbsp;21578 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;2.896% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7130 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1218 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | SiriusPoint Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;1821 | &nbsp;&nbsp;&nbsp;&nbsp;1917 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16032 |
| <sup>8</sup> | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;10475 | &nbsp;&nbsp;10669 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;10110 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2006 |
| <sup>8</sup> | Societe Generale SA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1863 |
|  | State Street Bank & Trust Co. | &nbsp;&nbsp;4.782% | &nbsp;&nbsp;11/23/29 | &nbsp;&nbsp;11995 | &nbsp;&nbsp;12245 |
|  | State Street Corp. | &nbsp;&nbsp;5.272% | &nbsp;&nbsp;8/3/26 | &nbsp;&nbsp;13510 | &nbsp;&nbsp;13651 |
|  | State Street Corp. | &nbsp;&nbsp;4.993% | &nbsp;&nbsp;3/18/27 | &nbsp;&nbsp;34000 | &nbsp;&nbsp;34507 |
|  | State Street Corp. | &nbsp;&nbsp;4.536% | &nbsp;&nbsp;2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9810 |
|  | State Street Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3274 |
|  | State Street Corp. | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;11/4/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10360 |
|  | State Street Corp. | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2762 |
| <sup>3</sup> | State Street Corp. | &nbsp;&nbsp;4.141% | &nbsp;&nbsp;12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2244 |
|  | State Street Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;10130 | &nbsp;&nbsp;&nbsp;&nbsp;9424 |
|  | State Street Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;9670 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/30 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;10752 |
|  | State Street Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4431 |
|  | State Street Corp. | &nbsp;&nbsp;4.675% | &nbsp;&nbsp;10/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
|  | State Street Corp. | &nbsp;&nbsp;4.164% | &nbsp;&nbsp;8/4/33 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;24025 |
|  | State Street Corp. | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;1/26/34 | &nbsp;&nbsp;26715 | &nbsp;&nbsp;26643 |
|  | State Street Corp. | &nbsp;&nbsp;5.159% | &nbsp;&nbsp;5/18/34 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10210 |
| <sup>3</sup> | State Street Corp. | &nbsp;&nbsp;3.031% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;4481 |
|  | State Street Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5865 |
|  | State Street Corp. | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;2/28/36 | &nbsp;&nbsp;16240 | &nbsp;&nbsp;16404 |
|  | Stewart Information Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2594 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;7/13/26 | &nbsp;&nbsp;24750 | &nbsp;&nbsp;25122 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.632% | &nbsp;&nbsp;7/14/26 | &nbsp;&nbsp;17900 | &nbsp;&nbsp;17588 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.402% | &nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;12370 | &nbsp;&nbsp;11945 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.010% | &nbsp;&nbsp;10/19/26 | &nbsp;&nbsp;16425 | &nbsp;&nbsp;16155 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.446% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1976 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.174% | &nbsp;&nbsp;1/14/27 | &nbsp;&nbsp;26584 | &nbsp;&nbsp;25753 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.364% | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;17534 | &nbsp;&nbsp;17249 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3910 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/17/28 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14146 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.944% | &nbsp;&nbsp;7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;8695 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.902% | &nbsp;&nbsp;9/17/28 | &nbsp;&nbsp;39275 | &nbsp;&nbsp;36438 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.306% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3582 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7366 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;25415 | &nbsp;&nbsp;24076 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;9/27/29 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;12732 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;1/13/30 | &nbsp;&nbsp;13620 | &nbsp;&nbsp;14292 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7955 | &nbsp;&nbsp;&nbsp;&nbsp;7388 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;7007 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;19585 | &nbsp;&nbsp;17471 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.142% | &nbsp;&nbsp;9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;7812 | &nbsp;&nbsp;&nbsp;&nbsp;6893 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.710% | &nbsp;&nbsp;1/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4148 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.222% | &nbsp;&nbsp;9/17/31 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;12185 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.454% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6731 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;1/13/33 | &nbsp;&nbsp;17775 | &nbsp;&nbsp;18661 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.776% | &nbsp;&nbsp;7/13/33 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20997 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/14/33 | &nbsp;&nbsp;15700 | &nbsp;&nbsp;16648 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.558% | &nbsp;&nbsp;7/9/34 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11358 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.296% | &nbsp;&nbsp;1/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3398 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;9/17/41 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7228 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/14/42 | &nbsp;&nbsp;12316 | &nbsp;&nbsp;&nbsp;&nbsp;9186 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;7/13/43 | &nbsp;&nbsp;11193 | &nbsp;&nbsp;11933 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;7/9/44 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11674 |
|  | Synchrony Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5100 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Synchrony Financial | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;4283 |
|  | Synchrony Financial | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;4783 |
|  | Synchrony Financial | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/19/29 | &nbsp;&nbsp;10630 | &nbsp;&nbsp;10670 |
|  | Synchrony Financial | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/6/31 | &nbsp;&nbsp;17700 | &nbsp;&nbsp;17858 |
|  | Synovus Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;5536 |
|  | Synovus Financial Corp. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5433 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;7/17/26 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;23283 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2389 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;12/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;5390 | &nbsp;&nbsp;&nbsp;&nbsp;5465 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8218 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/10/27 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;27351 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;60000 | &nbsp;&nbsp;60773 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;6/8/27 | &nbsp;&nbsp;14901 | &nbsp;&nbsp;14864 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;13100 | &nbsp;&nbsp;13224 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.156% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;13340 | &nbsp;&nbsp;13619 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.861% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5067 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;5.523% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;38000 | &nbsp;&nbsp;39314 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;9029 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6113 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6327 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5234 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.298% | &nbsp;&nbsp;1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6162 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/10/32 | &nbsp;&nbsp;19670 | &nbsp;&nbsp;17895 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;6/8/32 | &nbsp;&nbsp;21880 | &nbsp;&nbsp;21470 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;6969 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/5/34 | &nbsp;&nbsp;11740 | &nbsp;&nbsp;12200 |
|  | Transatlantic Holdings Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;5185 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;3573 |
| <sup>3</sup> | Travelers Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;11380 | &nbsp;&nbsp;12534 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2068 | &nbsp;&nbsp;&nbsp;&nbsp;1833 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;12285 | &nbsp;&nbsp;&nbsp;&nbsp;9525 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;9952 | &nbsp;&nbsp;&nbsp;&nbsp;7970 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/49 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;1353 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/27/50 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;4350 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/8/51 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;6514 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;7617 | &nbsp;&nbsp;&nbsp;&nbsp;7438 |
|  | Travelers Property Casualty Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1897 | &nbsp;&nbsp;&nbsp;&nbsp;2125 |
| <sup>3</sup> | Truist Bank | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3418 |
| <sup>3</sup> | Truist Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/11/30 | &nbsp;&nbsp;23944 | &nbsp;&nbsp;21549 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/3/27 | &nbsp;&nbsp;19085 | &nbsp;&nbsp;17949 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;1/26/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10113 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;6609 | &nbsp;&nbsp;&nbsp;&nbsp;6457 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.887% | &nbsp;&nbsp;6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;8769 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5409 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;7/28/33 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12675 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;8501 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;1/26/34 | &nbsp;&nbsp;36225 | &nbsp;&nbsp;36209 |
|  | UBS AG | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;15735 | &nbsp;&nbsp;15226 |
|  | UBS AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/9/27 | &nbsp;&nbsp;23250 | &nbsp;&nbsp;23607 |
|  | UBS AG | &nbsp;&nbsp;4.864% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp;&nbsp;&nbsp;9556 |
|  | UBS AG | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;31577 | &nbsp;&nbsp;34055 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;17300 | &nbsp;&nbsp;18017 |
|  | UBS AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;5792 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.282% | &nbsp;&nbsp;1/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5673 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.194% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;16143 | &nbsp;&nbsp;15789 |
|  | UBS Group AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;14580 | &nbsp;&nbsp;13107 |
|  | Unum Group | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1962 |
|  | Unum Group | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;6443 | &nbsp;&nbsp;&nbsp;&nbsp;6235 |
|  | Unum Group | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4839 | &nbsp;&nbsp;&nbsp;&nbsp;3833 |
|  | Unum Group | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5214 |
|  | Unum Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4035 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;17025 | &nbsp;&nbsp;16709 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/27/27 | &nbsp;&nbsp;21140 | &nbsp;&nbsp;20769 |
|  | US Bancorp | &nbsp;&nbsp;6.787% | &nbsp;&nbsp;10/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8238 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;4.548% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;24015 | &nbsp;&nbsp;24074 |
|  | US Bancorp | &nbsp;&nbsp;4.653% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;40316 | &nbsp;&nbsp;40580 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/29 | &nbsp;&nbsp;27988 | &nbsp;&nbsp;29048 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;8922 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;27500 | &nbsp;&nbsp;28321 |

---

------

Total Bond Market II Index 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> | US Bancorp | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;7632 |
|  | US Bancorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/23/30 | &nbsp;&nbsp;41000 | &nbsp;&nbsp;41848 |
|  | US Bancorp | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;4979 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;31200 | &nbsp;&nbsp;31831 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;2.677% | &nbsp;&nbsp;1/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4384 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/33 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;10419 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/33 | &nbsp;&nbsp;27060 | &nbsp;&nbsp;28467 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;39180 | &nbsp;&nbsp;38715 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;2400 |
|  | US Bancorp | &nbsp;&nbsp;5.678% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;29820 | &nbsp;&nbsp;30969 |
|  | US Bancorp | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;2/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;4305 | &nbsp;&nbsp;&nbsp;&nbsp;4390 |
|  | US Bancorp | &nbsp;&nbsp;2.491% | &nbsp;&nbsp;11/3/36 | &nbsp;&nbsp;13585 | &nbsp;&nbsp;11519 |
|  | US Bank NA | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;10/22/27 | &nbsp;&nbsp;29000 | &nbsp;&nbsp;29033 |
|  | Visa Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;11763 | &nbsp;&nbsp;11362 |
|  | Visa Inc. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7037 |
|  | Visa Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;10306 |
|  | Visa Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;19205 | &nbsp;&nbsp;17476 |
|  | Visa Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;6994 |
|  | Visa Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/14/35 | &nbsp;&nbsp;18730 | &nbsp;&nbsp;17834 |
|  | Visa Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;14051 | &nbsp;&nbsp;10608 |
|  | Visa Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/14/45 | &nbsp;&nbsp;41060 | &nbsp;&nbsp;35712 |
|  | Visa Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;5415 |
|  | Visa Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;16869 | &nbsp;&nbsp;&nbsp;&nbsp;9165 |
|  | Voya Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4423 |
|  | Voya Financial Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1671 |
| <sup>3</sup> | Voya Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/23/48 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11479 |
|  | W R Berkley Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;3302 |
|  | W R Berkley Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3049 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/30/52 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;5522 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/30/61 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3378 |
|  | Wachovia Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;2286 |
|  | Wachovia Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;5814 |
|  | Webster Financial Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2929 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;37703 | &nbsp;&nbsp;37057 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;10721 | &nbsp;&nbsp;10722 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/24/28 | &nbsp;&nbsp;42000 | &nbsp;&nbsp;42306 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;55000 | &nbsp;&nbsp;54273 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.707% | &nbsp;&nbsp;4/22/28 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16361 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;19806 | &nbsp;&nbsp;19506 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/28 | &nbsp;&nbsp;18480 | &nbsp;&nbsp;17809 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;64000 | &nbsp;&nbsp;64529 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;2696 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;30140 | &nbsp;&nbsp;30567 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;7/25/29 | &nbsp;&nbsp;39730 | &nbsp;&nbsp;41019 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.303% | &nbsp;&nbsp;10/23/29 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;21141 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;58000 | &nbsp;&nbsp;59387 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.244% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;81000 | &nbsp;&nbsp;83092 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;2/11/31 | &nbsp;&nbsp;18855 | &nbsp;&nbsp;17264 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;4/4/31 | &nbsp;&nbsp;88460 | &nbsp;&nbsp;88015 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/23/31 | &nbsp;&nbsp;18015 | &nbsp;&nbsp;18453 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;45010 | &nbsp;&nbsp;45005 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;61012 | &nbsp;&nbsp;62475 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.557% | &nbsp;&nbsp;7/25/34 | &nbsp;&nbsp;77905 | &nbsp;&nbsp;80451 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.499% | &nbsp;&nbsp;1/23/35 | &nbsp;&nbsp;33200 | &nbsp;&nbsp;34058 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;4/23/36 | &nbsp;&nbsp;38422 | &nbsp;&nbsp;39660 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;2075 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/41 | &nbsp;&nbsp;31475 | &nbsp;&nbsp;23795 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/43 | &nbsp;&nbsp;31354 | &nbsp;&nbsp;29736 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.606% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;19195 | &nbsp;&nbsp;18596 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/4/44 | &nbsp;&nbsp;32218 | &nbsp;&nbsp;27539 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/45 | &nbsp;&nbsp;13742 | &nbsp;&nbsp;10930 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/17/45 | &nbsp;&nbsp;20371 | &nbsp;&nbsp;17905 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/46 | &nbsp;&nbsp;14223 | &nbsp;&nbsp;11617 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/7/46 | &nbsp;&nbsp;26443 | &nbsp;&nbsp;22641 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/51 | &nbsp;&nbsp;66163 | &nbsp;&nbsp;60265 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/53 | &nbsp;&nbsp;65755 | &nbsp;&nbsp;56010 |
| <sup>3</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;23360 | &nbsp;&nbsp;23662 |
|  | Wells Fargo Bank NA | &nbsp;&nbsp;5.254% | &nbsp;&nbsp;12/11/26 | &nbsp;&nbsp;27600 | &nbsp;&nbsp;28005 |
|  | Wells Fargo Bank NA | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3870 |
| <sup>3</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;11706 |

---

------

Total Bond Market II Index 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> | Wells Fargo Bank NA | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;10645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11781 |
|  | Western Union Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/19/26 | &nbsp;&nbsp;16621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16364 |
| <sup>3</sup> | Westpac Banking Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6979 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;30390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30054 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.457% | &nbsp;&nbsp;11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7736 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.535% | &nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;32035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33523 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;9395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8764 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8867 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8661 |
| <sup>3</sup> | Westpac Banking Corp. | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;11/23/31 | &nbsp;&nbsp;21460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21324 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;8/10/33 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11552 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;9021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8717 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.668% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17649 |
| <sup>3</sup> | Westpac Banking Corp. | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;11/20/35 | &nbsp;&nbsp;31390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31516 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;11/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7023 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;7/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;11/16/40 | &nbsp;&nbsp;28033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20740 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.133% | &nbsp;&nbsp;11/18/41 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7256 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7653 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5816 |
|  | Willis North America Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4474 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4527 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6585 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7939 |
|  | XL Group Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 |
|  | Zions Bancorp NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846 |
|  | Zions Bancorp NA | &nbsp;&nbsp;6.816% | &nbsp;&nbsp;11/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3014 |
|  |  |  |  |  | &nbsp;&nbsp;**22990693** |
| **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** |
|  | Abbott Laboratories | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;20486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20425 |
|  | Abbott Laboratories | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6081 |
|  | Abbott Laboratories | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7467 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/43 | &nbsp;&nbsp;18425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17468 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/30/46 | &nbsp;&nbsp;35182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33283 |
|  | AbbVie Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/21/26 | &nbsp;&nbsp;49790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48981 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;47500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47971 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14915 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/14/28 | &nbsp;&nbsp;18784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18877 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28548 |
|  | AbbVie Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/21/29 | &nbsp;&nbsp;82443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78840 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11985 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;37326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38305 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;34941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35580 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;27789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26984 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8530 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/35 | &nbsp;&nbsp;39468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38130 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8746 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/21/39 | &nbsp;&nbsp;56357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49378 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/6/42 | &nbsp;&nbsp;25693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22570 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;20416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18799 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;7083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6385 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/14/45 | &nbsp;&nbsp;26095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23370 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/14/46 | &nbsp;&nbsp;39181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33726 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;8036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7280 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/21/49 | &nbsp;&nbsp;72154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59454 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;39629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38541 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/64 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20368 |
|  | Adventist Health System | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4044 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Adventist Health System | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4932 |
|  | Adventist Health System | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;3710 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.829% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5851 | &nbsp;&nbsp;&nbsp;&nbsp;5789 |
| <sup>3</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;5768 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.387% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2329 |
| <sup>3</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.008% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
|  | Aetna Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/36 | &nbsp;&nbsp;10474 | &nbsp;&nbsp;11253 |
|  | Aetna Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5944 |
|  | Aetna Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;3564 |
|  | Aetna Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;2983 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6597 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5620 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2844 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/12/31 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;11517 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;7212 |
|  | AHS Hospital Corp. | &nbsp;&nbsp;5.024% | &nbsp;&nbsp;7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3263 |
| <sup>3</sup> | AHS Hospital Corp. | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;6165 |
| <sup>3</sup> | Allina Health System | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;2844 |
|  | Amgen Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/19/26 | &nbsp;&nbsp;21425 | &nbsp;&nbsp;21039 |
|  | Amgen Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;2/21/27 | &nbsp;&nbsp;16307 | &nbsp;&nbsp;15779 |
|  | Amgen Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;11859 | &nbsp;&nbsp;11555 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/2/28 | &nbsp;&nbsp;21760 | &nbsp;&nbsp;22230 |
|  | Amgen Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;25800 | &nbsp;&nbsp;23847 |
|  | Amgen Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/18/29 | &nbsp;&nbsp;17770 | &nbsp;&nbsp;17560 |
|  | Amgen Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;10955 | &nbsp;&nbsp;10034 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/30 | &nbsp;&nbsp;26210 | &nbsp;&nbsp;27017 |
|  | Amgen Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;34442 | &nbsp;&nbsp;30613 |
|  | Amgen Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;12705 | &nbsp;&nbsp;10844 |
|  | Amgen Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/22/32 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10183 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6080 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;55940 | &nbsp;&nbsp;57293 |
|  | Amgen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/21/40 | &nbsp;&nbsp;29724 | &nbsp;&nbsp;22881 |
|  | Amgen Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;3140 |
|  | Amgen Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;12860 | &nbsp;&nbsp;11843 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;3277 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;2160 |
|  | Amgen Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/43 | &nbsp;&nbsp;26251 | &nbsp;&nbsp;26036 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/45 | &nbsp;&nbsp;28205 | &nbsp;&nbsp;23972 |
|  | Amgen Inc. | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5023 | &nbsp;&nbsp;&nbsp;&nbsp;4271 |
|  | Amgen Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/21/50 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7027 |
|  | Amgen Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;41193 | &nbsp;&nbsp;35264 |
|  | Amgen Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4203 | &nbsp;&nbsp;&nbsp;&nbsp;2704 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/22/52 | &nbsp;&nbsp;22750 | &nbsp;&nbsp;17787 |
|  | Amgen Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8291 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/53 | &nbsp;&nbsp;64975 | &nbsp;&nbsp;63463 |
|  | Amgen Inc. | &nbsp;&nbsp;2.770% | &nbsp;&nbsp;9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;6693 | &nbsp;&nbsp;&nbsp;&nbsp;3968 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/22/62 | &nbsp;&nbsp;&nbsp;&nbsp;5436 | &nbsp;&nbsp;&nbsp;&nbsp;4234 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/63 | &nbsp;&nbsp;38740 | &nbsp;&nbsp;37663 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;13426 | &nbsp;&nbsp;12520 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;3.106% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;7384 |
|  | Ascension Health | &nbsp;&nbsp;3.945% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;18010 | &nbsp;&nbsp;14415 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;4.847% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5770 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;24500 | &nbsp;&nbsp;24777 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15331 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/28/28 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;16409 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/29 | &nbsp;&nbsp;22479 | &nbsp;&nbsp;22979 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/30 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13334 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/26/31 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;19005 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/28/31 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;11635 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5671 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/26/34 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11801 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/17/29 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;11852 |
|  | AstraZeneca plc | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/6/30 | &nbsp;&nbsp;16361 | &nbsp;&nbsp;14200 |
|  | AstraZeneca plc | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;36172 | &nbsp;&nbsp;40605 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/42 | &nbsp;&nbsp;15126 | &nbsp;&nbsp;12820 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/16/45 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;9491 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;7174 |
|  | AstraZeneca plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/6/50 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;5805 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;7090 | &nbsp;&nbsp;&nbsp;&nbsp;4747 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Banner Health | &nbsp;&nbsp;2.338% | &nbsp;&nbsp;1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | Banner Health | &nbsp;&nbsp;1.897% | &nbsp;&nbsp;1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 |
|  | Banner Health | &nbsp;&nbsp;2.907% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2483 |
| <sup>3</sup> | Banner Health | &nbsp;&nbsp;3.181% | &nbsp;&nbsp;1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;2627 |
|  | Banner Health | &nbsp;&nbsp;2.913% | &nbsp;&nbsp;1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;1998 |
| <sup>3</sup> | Baptist Health South Florida Foundation Inc. | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;11/15/71 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2028 |
| <sup>3</sup> | Baptist Healthcare System Obligated Group | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;4934 |
|  | Baxalta Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;3899 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp;2736 |
|  | Baxter International Inc. | &nbsp;&nbsp;1.915% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;15792 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.272% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12102 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;5887 |
|  | Baxter International Inc. | &nbsp;&nbsp;1.730% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;16375 | &nbsp;&nbsp;13978 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.539% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;45000 | &nbsp;&nbsp;39254 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3393 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.132% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;10495 | &nbsp;&nbsp;&nbsp;&nbsp;6697 |
| <sup>3</sup> | BayCare Health System Inc. | &nbsp;&nbsp;3.831% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1149 |
| <sup>3</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;1.777% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;2909 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;4.185% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;9355 | &nbsp;&nbsp;&nbsp;&nbsp;7778 |
| <sup>3</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;2.839% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;10475 | &nbsp;&nbsp;&nbsp;&nbsp;6591 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/6/27 | &nbsp;&nbsp;20860 | &nbsp;&nbsp;20622 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;2/13/28 | &nbsp;&nbsp;13387 | &nbsp;&nbsp;13518 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;9078 | &nbsp;&nbsp;&nbsp;&nbsp;9279 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;2.823% | &nbsp;&nbsp;5/20/30 | &nbsp;&nbsp;10227 | &nbsp;&nbsp;&nbsp;&nbsp;9464 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;1.957% | &nbsp;&nbsp;2/11/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8678 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.298% | &nbsp;&nbsp;8/22/32 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10649 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;6235 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;7412 | &nbsp;&nbsp;&nbsp;&nbsp;6445 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.669% | &nbsp;&nbsp;6/6/47 | &nbsp;&nbsp;17745 | &nbsp;&nbsp;15223 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;5234 | &nbsp;&nbsp;&nbsp;&nbsp;3892 |
| <sup>3</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1243 |
|  | Biogen Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;18647 | &nbsp;&nbsp;16800 |
|  | Biogen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;8209 |
|  | Biogen Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6221 | &nbsp;&nbsp;&nbsp;&nbsp;5595 |
|  | Biogen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;22254 | &nbsp;&nbsp;14011 |
|  | Biogen Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;10119 | &nbsp;&nbsp;&nbsp;&nbsp;6476 |
|  | Biogen Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;8348 |
|  | Bio-Rad Laboratories Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2942 |
|  | Bio-Rad Laboratories Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;5726 |
| <sup>3</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1753 |
| <sup>3</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;3.464% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3443 | &nbsp;&nbsp;&nbsp;&nbsp;3307 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2923 | &nbsp;&nbsp;&nbsp;&nbsp;3273 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;11841 | &nbsp;&nbsp;11211 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1999 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;11090 | &nbsp;&nbsp;&nbsp;&nbsp;9980 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3039 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;30341 | &nbsp;&nbsp;29971 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/20/28 | &nbsp;&nbsp;21583 | &nbsp;&nbsp;21480 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/22/29 | &nbsp;&nbsp;19239 | &nbsp;&nbsp;19699 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/26/29 | &nbsp;&nbsp;47725 | &nbsp;&nbsp;46245 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/22/31 | &nbsp;&nbsp;14125 | &nbsp;&nbsp;14619 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;18135 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2149 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/22/34 | &nbsp;&nbsp;36300 | &nbsp;&nbsp;37167 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;24517 | &nbsp;&nbsp;21779 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;10865 | &nbsp;&nbsp;&nbsp;&nbsp;8131 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3965 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;12014 | &nbsp;&nbsp;10647 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6111 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;14568 | &nbsp;&nbsp;12168 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/20/48 | &nbsp;&nbsp;13989 | &nbsp;&nbsp;12024 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/26/49 | &nbsp;&nbsp;40238 | &nbsp;&nbsp;32582 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;21700 | &nbsp;&nbsp;12666 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;41022 | &nbsp;&nbsp;29867 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/22/54 | &nbsp;&nbsp;34895 | &nbsp;&nbsp;33994 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;15250 | &nbsp;&nbsp;10920 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;11/15/63 | &nbsp;&nbsp;14700 | &nbsp;&nbsp;15911 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/22/64 | &nbsp;&nbsp;20958 | &nbsp;&nbsp;20338 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5026 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Cardinal Health Inc. | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;9378 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8200 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7646 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6170 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12230 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;3569 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;6945 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4580 | &nbsp;&nbsp;&nbsp;&nbsp;4056 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3671 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7292 |
| <sup>3</sup> | Catholic Health Services of Long Island Obligated Group | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;3927 |
|  | Cencora Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;11525 | &nbsp;&nbsp;11305 |
|  | Cencora Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3478 |
|  | Cencora Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3554 |
|  | Cencora Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;6736 |
|  | Cencora Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;15700 | &nbsp;&nbsp;14181 |
|  | Cencora Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5793 | &nbsp;&nbsp;&nbsp;&nbsp;5839 |
|  | Cencora Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;8221 |
|  | Cencora Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;4209 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;&nbsp;&nbsp;8624 |
|  | Centene Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;25739 | &nbsp;&nbsp;25357 |
|  | Centene Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;25984 | &nbsp;&nbsp;24158 |
|  | Centene Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;46262 | &nbsp;&nbsp;45030 |
|  | Centene Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;10785 | &nbsp;&nbsp;&nbsp;&nbsp;9932 |
|  | Centene Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;23030 | &nbsp;&nbsp;20580 |
|  | Centene Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;26765 | &nbsp;&nbsp;23062 |
|  | Centene Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;14075 | &nbsp;&nbsp;12067 |
|  | Children's Health System of Texas | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;5791 |
| <sup>3</sup> | Children's Hospital | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;2862 |
| <sup>3</sup> | Children's Hospital Corp. | &nbsp;&nbsp;4.115% | &nbsp;&nbsp;1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1290 |
| <sup>3</sup> | Children's Hospital Corp. | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1508 |
|  | Children's Hospital Medical Center | &nbsp;&nbsp;4.268% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1101 |
| <sup>3</sup> | Children's Hospital of Philadelphia | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;4254 |
| <sup>3</sup> | CHRISTUS Health | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;17402 | &nbsp;&nbsp;17405 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;32690 | &nbsp;&nbsp;32226 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | Cigna Group | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;29071 | &nbsp;&nbsp;29109 |
|  | Cigna Group | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11554 |
|  | Cigna Group | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;21169 | &nbsp;&nbsp;19313 |
|  | Cigna Group | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;19410 | &nbsp;&nbsp;17255 |
|  | Cigna Group | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10288 |
|  | Cigna Group | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp;&nbsp;&nbsp;9051 |
|  | Cigna Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;14565 | &nbsp;&nbsp;14790 |
|  | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;21555 | &nbsp;&nbsp;20236 |
|  | Cigna Group | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;5808 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4534 | &nbsp;&nbsp;&nbsp;&nbsp;4713 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;10465 | &nbsp;&nbsp;&nbsp;&nbsp;9097 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;18104 | &nbsp;&nbsp;13587 |
|  | Cigna Group | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;29539 | &nbsp;&nbsp;25781 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;22480 | &nbsp;&nbsp;15237 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;15015 | &nbsp;&nbsp;10079 |
|  | Cigna Group | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14349 |
| <sup>3</sup> | City of Hope | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1927 |
| <sup>3</sup> | City of Hope | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;5849 |
|  | Cleveland Clinic Foundation | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;1/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;4515 | &nbsp;&nbsp;&nbsp;&nbsp;3798 |
|  | CommonSpirit Health | &nbsp;&nbsp;6.073% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4142 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;7577 |
|  | CommonSpirit Health | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;3094 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.205% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12826 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;7486 |
| <sup>3</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;3890 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.817% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;4622 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.187% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;11105 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7740 | &nbsp;&nbsp;&nbsp;&nbsp;5714 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.548% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;6297 | &nbsp;&nbsp;&nbsp;&nbsp;5918 |
| <sup>3</sup> | Community Health Network Inc. | &nbsp;&nbsp;3.099% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6115 | &nbsp;&nbsp;&nbsp;&nbsp;3859 |
| <sup>3</sup> | Corewell Health Obligated Group | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;2032 |
| <sup>3</sup> | Cottage Health Obligated Group | &nbsp;&nbsp;3.304% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;3613 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;22000 | &nbsp;&nbsp;21653 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | CVS Health Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6022 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;8/21/27 | &nbsp;&nbsp;25464 | &nbsp;&nbsp;23870 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;23907 | &nbsp;&nbsp;23806 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;17810 | &nbsp;&nbsp;18081 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;12015 | &nbsp;&nbsp;12359 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;52130 | &nbsp;&nbsp;49534 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13237 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;18347 | &nbsp;&nbsp;17598 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/21/30 | &nbsp;&nbsp;16925 | &nbsp;&nbsp;14624 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8177 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/31 | &nbsp;&nbsp;25630 | &nbsp;&nbsp;21950 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;8849 |
|  | CVS Health Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4277 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/21/33 | &nbsp;&nbsp;20950 | &nbsp;&nbsp;21089 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;16285 | &nbsp;&nbsp;16405 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/20/35 | &nbsp;&nbsp;16475 | &nbsp;&nbsp;15792 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/38 | &nbsp;&nbsp;55570 | &nbsp;&nbsp;50983 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;5067 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;9322 | &nbsp;&nbsp;&nbsp;&nbsp;7777 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;5793 | &nbsp;&nbsp;&nbsp;&nbsp;5267 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/20/45 | &nbsp;&nbsp;43599 | &nbsp;&nbsp;38561 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/25/48 | &nbsp;&nbsp;98227 | &nbsp;&nbsp;84845 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/21/53 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;12939 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;12549 | &nbsp;&nbsp;11994 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11339 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/63 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9552 |
|  | Danaher Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5175 |
|  | Danaher Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6202 | &nbsp;&nbsp;&nbsp;&nbsp;3738 |
|  | Danaher Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/10/51 | &nbsp;&nbsp;10433 | &nbsp;&nbsp;&nbsp;&nbsp;6503 |
| <sup>3</sup> | Dartmouth-Hitchcock Health | &nbsp;&nbsp;4.178% | &nbsp;&nbsp;8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2377 |
|  | DENTSPLY SIRONA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5932 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8404 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;14480 | &nbsp;&nbsp;11616 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;10897 | &nbsp;&nbsp;&nbsp;&nbsp;7749 |
|  | Dignity Health | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5031 |
|  | Dignity Health | &nbsp;&nbsp;5.267% | &nbsp;&nbsp;11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5372 |
| <sup>3</sup> | Duke University Health System Inc. | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;3799 |
|  | Edwards Lifesciences Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6319 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;2819 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;31571 | &nbsp;&nbsp;31201 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.101% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9466 | &nbsp;&nbsp;&nbsp;&nbsp;9439 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;7283 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;6551 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4806 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;30808 | &nbsp;&nbsp;27802 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;12034 | &nbsp;&nbsp;10805 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9410 | &nbsp;&nbsp;&nbsp;&nbsp;9546 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp;&nbsp;&nbsp;7743 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3546 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;17690 | &nbsp;&nbsp;17569 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;11856 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;1059 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;11791 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1260 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;6328 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;12315 | &nbsp;&nbsp;10788 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;10695 | &nbsp;&nbsp;&nbsp;&nbsp;9368 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;11855 | &nbsp;&nbsp;10909 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;9592 | &nbsp;&nbsp;&nbsp;&nbsp;8341 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;15631 | &nbsp;&nbsp;12750 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;4359 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;22925 | &nbsp;&nbsp;14885 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;10629 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp;&nbsp;&nbsp;6602 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8881 | &nbsp;&nbsp;&nbsp;&nbsp;9045 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;8741 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;11121 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;2283 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;10695 | &nbsp;&nbsp;10360 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;9260 | &nbsp;&nbsp;&nbsp;&nbsp;8994 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/27 | &nbsp;&nbsp;20305 | &nbsp;&nbsp;20470 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3266 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/12/28 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11852 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/29 | &nbsp;&nbsp;22100 | &nbsp;&nbsp;22431 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;10782 | &nbsp;&nbsp;10547 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/14/29 | &nbsp;&nbsp;11482 | &nbsp;&nbsp;11520 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/12/30 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;15282 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/12/32 | &nbsp;&nbsp;11670 | &nbsp;&nbsp;11986 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/27/33 | &nbsp;&nbsp;20005 | &nbsp;&nbsp;20183 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/9/34 | &nbsp;&nbsp;17446 | &nbsp;&nbsp;17435 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/14/34 | &nbsp;&nbsp;14223 | &nbsp;&nbsp;14095 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4628 | &nbsp;&nbsp;&nbsp;&nbsp;3713 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;24737 | &nbsp;&nbsp;14150 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/27/53 | &nbsp;&nbsp;22220 | &nbsp;&nbsp;20368 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/54 | &nbsp;&nbsp;21950 | &nbsp;&nbsp;20510 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/54 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8453 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/12/55 | &nbsp;&nbsp;18175 | &nbsp;&nbsp;18319 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1591 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;3967 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/27/63 | &nbsp;&nbsp;15750 | &nbsp;&nbsp;14303 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/9/64 | &nbsp;&nbsp;19575 | &nbsp;&nbsp;18195 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/14/64 | &nbsp;&nbsp;17025 | &nbsp;&nbsp;16106 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/12/65 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6219 |
| <sup>3</sup> | Franciscan Missionaries of Our Lady Health System Inc. | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;2974 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;18566 | &nbsp;&nbsp;19131 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9129 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.857% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15844 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7360 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.905% | &nbsp;&nbsp;11/22/32 | &nbsp;&nbsp;18750 | &nbsp;&nbsp;19941 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9932 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/52 | &nbsp;&nbsp;13460 | &nbsp;&nbsp;14500 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;25100 | &nbsp;&nbsp;24651 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4223 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5870 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8063 | &nbsp;&nbsp;&nbsp;&nbsp;7044 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13953 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;11650 | &nbsp;&nbsp;11789 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;14199 | &nbsp;&nbsp;13792 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;5860 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;11066 | &nbsp;&nbsp;&nbsp;&nbsp;7936 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;5714 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;20456 | &nbsp;&nbsp;18677 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;25575 | &nbsp;&nbsp;22294 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;25569 | &nbsp;&nbsp;22885 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;17317 | &nbsp;&nbsp;14153 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;19390 | &nbsp;&nbsp;12176 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;10965 | &nbsp;&nbsp;10826 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;11971 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;8626 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;24150 | &nbsp;&nbsp;24042 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;11209 | &nbsp;&nbsp;11301 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8782 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;14784 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;35389 | &nbsp;&nbsp;39318 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/43 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;12260 |
|  | GlaxoSmithKline Capital plc | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;5866 | &nbsp;&nbsp;&nbsp;&nbsp;5901 |
|  | GlaxoSmithKline Capital plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8637 | &nbsp;&nbsp;&nbsp;&nbsp;8387 |
| <sup>3</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;3426 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3260 |
| <sup>3</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;3514 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1719 |
| <sup>3</sup> | Hartford HealthCare Corp. | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp;&nbsp;&nbsp;2583 |
|  | HCA Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10304 |
|  | HCA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;10413 | &nbsp;&nbsp;10415 |
|  | HCA Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7130 | &nbsp;&nbsp;&nbsp;&nbsp;6982 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;8343 |
|  | HCA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;10611 | &nbsp;&nbsp;10842 |
|  | HCA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;15111 | &nbsp;&nbsp;15558 |
|  | HCA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6227 |
|  | HCA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;1862 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | HCA Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;25256 | &nbsp;&nbsp;24815 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;9021 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;34580 | &nbsp;&nbsp;32696 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;19717 | &nbsp;&nbsp;20327 |
|  | HCA Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13066 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;9082 |
|  | HCA Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;24915 | &nbsp;&nbsp;22963 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;13263 | &nbsp;&nbsp;13587 |
|  | HCA Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;15414 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14409 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18506 |
|  | HCA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/39 | &nbsp;&nbsp;14714 | &nbsp;&nbsp;13829 |
|  | HCA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;6373 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;25829 | &nbsp;&nbsp;24015 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;23591 | &nbsp;&nbsp;20968 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;31047 | &nbsp;&nbsp;20571 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;20540 | &nbsp;&nbsp;16508 |
|  | HCA Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;6011 | &nbsp;&nbsp;&nbsp;&nbsp;5806 |
|  | HCA Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;32734 | &nbsp;&nbsp;32004 |
|  | HCA Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;6090 |
|  | HCA Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/64 | &nbsp;&nbsp;14955 | &nbsp;&nbsp;14588 |
|  | Hoag Memorial Hospital Presbyterian | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;5077 |
|  | Humana Inc. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;&nbsp;5493 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4433 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;6708 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5203 |
|  | Humana Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/23/29 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12117 |
|  | Humana Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2451 |
|  | Humana Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6198 |
|  | Humana Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;18755 | &nbsp;&nbsp;19176 |
|  | Humana Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/3/32 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;10730 |
|  | Humana Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8955 | &nbsp;&nbsp;&nbsp;&nbsp;9270 |
|  | Humana Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9346 |
|  | Humana Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8744 |
|  | Humana Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;3950 |
|  | Humana Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;5360 |
|  | Humana Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2583 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | Humana Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;13355 | &nbsp;&nbsp;11996 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;9096 | &nbsp;&nbsp;&nbsp;&nbsp;8477 |
|  | Humana Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;6304 |
|  | Icon Investments Six DAC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;6538 | &nbsp;&nbsp;&nbsp;&nbsp;6668 |
|  | Illumina Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4756 |
|  | Illumina Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;5150 |
|  | Illumina Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4397 |
|  | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;4715 |
| <sup>3</sup> | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;2099 |
|  | Inova Health System Foundation | &nbsp;&nbsp;4.068% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2383 |
| <sup>3</sup> | Integris Baptist Medical Center Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4284 |
| <sup>3</sup> | Iowa Health System | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3657 |
|  | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5225 |
|  | Johns Hopkins Health System Corp. | &nbsp;&nbsp;3.837% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;5827 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;6975 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8422 |
|  | Johnson & Johnson | &nbsp;&nbsp;0.950% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;6091 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;29337 | &nbsp;&nbsp;28644 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8057 | &nbsp;&nbsp;&nbsp;&nbsp;8195 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;15600 | &nbsp;&nbsp;16037 |
|  | Johnson & Johnson | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2956 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;11741 | &nbsp;&nbsp;12016 |
|  | Johnson & Johnson | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;11590 | &nbsp;&nbsp;10091 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;14278 | &nbsp;&nbsp;14675 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2745 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;9529 | &nbsp;&nbsp;&nbsp;&nbsp;9543 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2484 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;19688 | &nbsp;&nbsp;20197 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/1/36 | &nbsp;&nbsp;13290 | &nbsp;&nbsp;11979 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/3/37 | &nbsp;&nbsp;11356 | &nbsp;&nbsp;10150 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5039 | &nbsp;&nbsp;&nbsp;&nbsp;5574 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;19454 | &nbsp;&nbsp;16748 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Johnson & Johnson | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3797 | &nbsp;&nbsp;&nbsp;&nbsp;4147 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;28235 | &nbsp;&nbsp;19418 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4778 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/5/43 | &nbsp;&nbsp;11620 | &nbsp;&nbsp;10751 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;20872 | &nbsp;&nbsp;16739 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/3/47 | &nbsp;&nbsp;21550 | &nbsp;&nbsp;17273 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;13229 | &nbsp;&nbsp;10102 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4982 | &nbsp;&nbsp;&nbsp;&nbsp;2916 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;9764 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;4698 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;14674 | &nbsp;&nbsp;14400 |
| <sup>3</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;2.810% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;21930 | &nbsp;&nbsp;15685 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;5612 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/47 | &nbsp;&nbsp;24144 | &nbsp;&nbsp;19781 |
| <sup>3</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.266% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;&nbsp;&nbsp;7716 |
| <sup>3</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4536 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/11/38 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;5051 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;12775 | &nbsp;&nbsp;11534 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5215 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7170 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7548 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6699 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;10528 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp;&nbsp;&nbsp;7669 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.765% | &nbsp;&nbsp;7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.192% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2226 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;4.117% | &nbsp;&nbsp;7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;5915 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.342% | &nbsp;&nbsp;7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;4182 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;4162 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;2271 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4399 |
|  | McKesson Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2490 |
|  | McKesson Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;1524 |
|  | McKesson Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5270 |
|  | McKesson Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/30/30 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12297 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8308 |
|  | McKesson Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;6807 |
|  | McKesson Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8591 |
| <sup>3</sup> | McLaren Health Care Corp. | &nbsp;&nbsp;4.386% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4433 | &nbsp;&nbsp;&nbsp;&nbsp;3657 |
| <sup>3</sup> | MedStar Health Inc. | &nbsp;&nbsp;3.626% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2814 |
|  | Medtronic Global Holdings SCA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;19415 | &nbsp;&nbsp;19507 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;47569 | &nbsp;&nbsp;46017 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;9242 | &nbsp;&nbsp;&nbsp;&nbsp;8309 |
|  | Memorial Health Services | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3545 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| <sup>3</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;2.955% | &nbsp;&nbsp;1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1304 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/1/52 | &nbsp;&nbsp;13355 | &nbsp;&nbsp;10631 |
| <sup>3</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5374 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/10/27 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19170 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3315 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/7/29 | &nbsp;&nbsp;16470 | &nbsp;&nbsp;16059 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;7958 | &nbsp;&nbsp;&nbsp;&nbsp;8007 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;5282 | &nbsp;&nbsp;&nbsp;&nbsp;4619 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/10/31 | &nbsp;&nbsp;26558 | &nbsp;&nbsp;23182 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/17/33 | &nbsp;&nbsp;15916 | &nbsp;&nbsp;15860 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;6408 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;7109 | &nbsp;&nbsp;&nbsp;&nbsp;6249 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/24/40 | &nbsp;&nbsp;&nbsp;&nbsp;5484 | &nbsp;&nbsp;&nbsp;&nbsp;3853 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;6875 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/18/43 | &nbsp;&nbsp;15489 | &nbsp;&nbsp;13219 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/17/44 | &nbsp;&nbsp;13958 | &nbsp;&nbsp;13057 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/10/45 | &nbsp;&nbsp;16809 | &nbsp;&nbsp;13249 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;3248 | &nbsp;&nbsp;&nbsp;&nbsp;2584 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;7240 | &nbsp;&nbsp;&nbsp;&nbsp;4239 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/10/51 | &nbsp;&nbsp;38230 | &nbsp;&nbsp;23489 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/53 | &nbsp;&nbsp;15916 | &nbsp;&nbsp;14632 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/10/61 | &nbsp;&nbsp;35215 | &nbsp;&nbsp;20527 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/63 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4604 |
| <sup>3</sup> | Methodist Hospital | &nbsp;&nbsp;2.705% | &nbsp;&nbsp;12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;3964 |
| <sup>3</sup> | Montefiore Obligated Group | &nbsp;&nbsp;5.246% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;5525 |
|  | Montefiore Obligated Group | &nbsp;&nbsp;4.287% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
| <sup>3</sup> | Mount Nittany Medical Center Obligated Group | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;3341 |
| <sup>3</sup> | Mount Sinai Hospital | &nbsp;&nbsp;3.981% | &nbsp;&nbsp;7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;1914 |
| <sup>3</sup> | Mount Sinai Hospital | &nbsp;&nbsp;3.737% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;3422 |
| <sup>3</sup> | Mount Sinai Hospital | &nbsp;&nbsp;3.391% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;3826 |
|  | Mylan Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3538 | &nbsp;&nbsp;&nbsp;&nbsp;3507 |
|  | Mylan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;4177 |
|  | Mylan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4397 | &nbsp;&nbsp;&nbsp;&nbsp;3489 |
| <sup>3</sup> | MyMichigan Health | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2015 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;1700 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.024% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;7670 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;3555 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.606% | &nbsp;&nbsp;8/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;1295 |
| <sup>3</sup> | New York & Presbyterian Hospital | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;8/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;4334 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;&nbsp;&nbsp;5965 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;6609 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;3012 |
|  | Novant Health Inc. | &nbsp;&nbsp;2.637% | &nbsp;&nbsp;11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5508 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.168% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;7280 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.318% | &nbsp;&nbsp;11/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;5658 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7672 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;26048 | &nbsp;&nbsp;25674 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;11649 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/14/30 | &nbsp;&nbsp;33485 | &nbsp;&nbsp;30493 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4088 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/18/34 | &nbsp;&nbsp;15645 | &nbsp;&nbsp;15075 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;4231 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/6/44 | &nbsp;&nbsp;15218 | &nbsp;&nbsp;13569 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/20/45 | &nbsp;&nbsp;19011 | &nbsp;&nbsp;15850 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/14/50 | &nbsp;&nbsp;13815 | &nbsp;&nbsp;&nbsp;&nbsp;8852 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/18/54 | &nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;7761 |
| <sup>3</sup> | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;1917 |
| <sup>3</sup> | NYU Langone Hospitals | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3668 |
|  | NYU Langone Hospitals | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;3548 |
| <sup>3</sup> | NYU Langone Hospitals | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;4086 |
| <sup>3</sup> | NYU Langone Hospitals | &nbsp;&nbsp;3.380% | &nbsp;&nbsp;7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;5090 |
|  | Ochsner Clinic Foundation | &nbsp;&nbsp;5.897% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>3</sup> | Ochsner LSU Health System of North Louisiana | &nbsp;&nbsp;2.510% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2867 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.297% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4111 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.834% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;3093 |
| <sup>3</sup> | OhioHealth Corp. | &nbsp;&nbsp;3.042% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2050 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4865 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;4.089% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1747 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;3.327% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;1926 |
| <sup>3</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2750 |
| <sup>3</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;3.218% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;3676 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5492 | &nbsp;&nbsp;&nbsp;&nbsp;5438 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;32537 | &nbsp;&nbsp;31864 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;11105 | &nbsp;&nbsp;10333 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;16843 | &nbsp;&nbsp;14914 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;8399 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;20550 | &nbsp;&nbsp;18813 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;8319 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;14060 | &nbsp;&nbsp;12261 |
|  | Pfizer Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;19540 | &nbsp;&nbsp;23195 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/28/40 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;14703 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;6945 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;14075 | &nbsp;&nbsp;12319 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;11415 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;17497 | &nbsp;&nbsp;14399 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;14060 | &nbsp;&nbsp;11090 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/28/50 | &nbsp;&nbsp;15275 | &nbsp;&nbsp;&nbsp;&nbsp;9478 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/19/28 | &nbsp;&nbsp;57443 | &nbsp;&nbsp;57906 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/19/30 | &nbsp;&nbsp;31832 | &nbsp;&nbsp;32262 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/19/33 | &nbsp;&nbsp;44128 | &nbsp;&nbsp;44050 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/19/43 | &nbsp;&nbsp;39874 | &nbsp;&nbsp;38033 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/53 | &nbsp;&nbsp;58664 | &nbsp;&nbsp;55378 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/63 | &nbsp;&nbsp;45943 | &nbsp;&nbsp;42630 |
|  | Pharmacia LLC | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5248 | &nbsp;&nbsp;&nbsp;&nbsp;5633 |
| <sup>3</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.044% | &nbsp;&nbsp;1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2509 |
| <sup>3</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1361 |
|  | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.864% | &nbsp;&nbsp;1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2450 |
|  | Presbyterian Healthcare Services | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3540 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5128 | &nbsp;&nbsp;&nbsp;&nbsp;5015 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;13423 | &nbsp;&nbsp;12406 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7627 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8794 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2281 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;4219 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;2589 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5763 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3028 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;20401 | &nbsp;&nbsp;18981 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4128 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;9978 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;1799 |
| <sup>3</sup> | Rady Children's Hospital-San Diego | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2647 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;16875 | &nbsp;&nbsp;14658 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp;2241 |
|  | Revvity Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3728 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;7911 |
|  | Revvity Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5273 |
|  | Revvity Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5992 |
|  | Revvity Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2404 |
|  | Royalty Pharma plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/2/27 | &nbsp;&nbsp;12850 | &nbsp;&nbsp;12168 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  | Royalty Pharma plc | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/2/30 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;9036 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;5133 | &nbsp;&nbsp;&nbsp;&nbsp;5200 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/2/40 | &nbsp;&nbsp;12580 | &nbsp;&nbsp;&nbsp;&nbsp;9467 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/2/50 | &nbsp;&nbsp;15505 | &nbsp;&nbsp;10497 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/2/51 | &nbsp;&nbsp;10928 | &nbsp;&nbsp;&nbsp;&nbsp;7074 |
| <sup>3</sup> | Rush Obligated Group | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
|  | Sanofi SA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/19/28 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;10665 |
| <sup>3</sup> | Seattle Children's Hospital | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3073 |
| <sup>3</sup> | Sharp HealthCare | &nbsp;&nbsp;2.680% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;1808 |
|  | Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
|  | Smith & Nephew plc | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2785 |
|  | Smith & Nephew plc | &nbsp;&nbsp;2.032% | &nbsp;&nbsp;10/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;9235 | &nbsp;&nbsp;&nbsp;&nbsp;8093 |
|  | Smith & Nephew plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;9592 |
|  | Solventum Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15243 |
|  | Solventum Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3573 | &nbsp;&nbsp;&nbsp;&nbsp;3680 |
|  | Solventum Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/13/31 | &nbsp;&nbsp;22150 | &nbsp;&nbsp;22992 |
|  | Solventum Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/23/34 | &nbsp;&nbsp;18675 | &nbsp;&nbsp;19216 |
|  | Solventum Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/30/54 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9998 |
|  | Solventum Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;3148 |
| <sup>3</sup> | SSM Health Care Corp. | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3572 |
|  | SSM Health Care Corp. | &nbsp;&nbsp;4.894% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5640 |
| <sup>3</sup> | Stanford Health Care | &nbsp;&nbsp;3.795% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;3876 |
|  | Stanford Health Care | &nbsp;&nbsp;3.027% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3248 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6153 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;7667 |
|  | Stryker Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9253 |
|  | Stryker Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8916 |
|  | Stryker Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5230 |
|  | Stryker Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8491 |
|  | Stryker Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;7324 |
|  | Stryker Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;3881 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;6694 | &nbsp;&nbsp;&nbsp;&nbsp;6585 |
|  | Stryker Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/35 | &nbsp;&nbsp;11668 | &nbsp;&nbsp;11881 |
|  | Stryker Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3494 |
|  | Stryker Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;6479 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;15404 | &nbsp;&nbsp;13615 |
|  | Stryker Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;4784 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;3.695% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2977 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;5713 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1541 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Sutter Health | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4252 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;5.537% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9308 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;3.161% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;3191 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;4.091% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;3507 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;3.361% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;12302 | &nbsp;&nbsp;&nbsp;&nbsp;8528 |
|  | Sutter Health | &nbsp;&nbsp;5.547% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2648 | &nbsp;&nbsp;&nbsp;&nbsp;2613 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/26/28 | &nbsp;&nbsp;33800 | &nbsp;&nbsp;34417 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;32382 | &nbsp;&nbsp;28992 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/5/34 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;13003 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;7/9/40 | &nbsp;&nbsp;19926 | &nbsp;&nbsp;14864 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7/5/44 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9957 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/9/50 | &nbsp;&nbsp;32525 | &nbsp;&nbsp;21263 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/9/60 | &nbsp;&nbsp;13579 | &nbsp;&nbsp;&nbsp;&nbsp;8598 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;7/5/64 | &nbsp;&nbsp;&nbsp;&nbsp;2112 | &nbsp;&nbsp;&nbsp;&nbsp;2050 |
| <sup>6</sup> | Takeda US Financing Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/7/35 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;15051 |
|  | Texas Health Resources | &nbsp;&nbsp;2.328% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3704 | &nbsp;&nbsp;&nbsp;&nbsp;2077 |
| <sup>3</sup> | Texas Health Resources | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.953% | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6549 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/5/26 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;20723 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4064 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6482 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;9546 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;12345 | &nbsp;&nbsp;11570 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.977% | &nbsp;&nbsp;8/10/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10288 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;35365 | &nbsp;&nbsp;30838 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2044 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;8/10/33 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11244 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/15/41 | &nbsp;&nbsp;26338 | &nbsp;&nbsp;18885 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.404% | &nbsp;&nbsp;8/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4934 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;4262 |
|  | Toledo Hospital | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3845 |
| <sup>3</sup> | Trinity Health Corp. | &nbsp;&nbsp;2.632% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1798 |
|  | Trinity Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;8294 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4717 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12862 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6441 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6341 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10264 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15862 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;2286 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;23297 | &nbsp;&nbsp;23249 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4786 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;17965 | &nbsp;&nbsp;16956 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;21335 | &nbsp;&nbsp;21666 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;10265 | &nbsp;&nbsp;10624 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;22115 | &nbsp;&nbsp;19789 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6282 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11582 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;29625 | &nbsp;&nbsp;26152 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;13410 | &nbsp;&nbsp;13577 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;35710 | &nbsp;&nbsp;36757 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14616 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;17280 | &nbsp;&nbsp;17262 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/15/34 | &nbsp;&nbsp;43110 | &nbsp;&nbsp;43513 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;11325 | &nbsp;&nbsp;11542 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;11749 | &nbsp;&nbsp;11351 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4200 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;1301 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;11233 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/15/38 | &nbsp;&nbsp;13845 | &nbsp;&nbsp;15726 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/39 | &nbsp;&nbsp;17505 | &nbsp;&nbsp;14128 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;16110 | &nbsp;&nbsp;11681 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3806 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;17380 | &nbsp;&nbsp;12769 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;8742 | &nbsp;&nbsp;&nbsp;&nbsp;7830 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;7775 | &nbsp;&nbsp;&nbsp;&nbsp;6683 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;4779 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5557 | &nbsp;&nbsp;&nbsp;&nbsp;4663 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/44 | &nbsp;&nbsp;17290 | &nbsp;&nbsp;16846 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/45 | &nbsp;&nbsp;19738 | &nbsp;&nbsp;17461 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;4.200% | &nbsp;&nbsp;1/15/47 | &nbsp;&nbsp;14950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12001 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;11935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9656 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2869 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;15182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12203 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8320 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8014 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5952 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;21358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14157 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;28005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23878 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;22765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22795 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;20814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18572 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;19751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18453 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/54 | &nbsp;&nbsp;21875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21207 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8637 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/59 | &nbsp;&nbsp;14431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10175 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/60 | &nbsp;&nbsp;11490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6898 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/62 | &nbsp;&nbsp;12920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11108 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/63 | &nbsp;&nbsp;16765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16994 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/63 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12813 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/64 | &nbsp;&nbsp;14605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13644 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/64 | &nbsp;&nbsp;21470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20876 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5043 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8488 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5541 |
|  | UPMC | &nbsp;&nbsp;5.035% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6018 |
|  | Utah Acquisition Sub Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10076 |
|  | Viatris Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/22/27 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13343 |
|  | Viatris Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/30 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10690 |
|  | Viatris Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/22/40 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7455 |
|  | Viatris Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/22/50 | &nbsp;&nbsp;13058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8699 |
| <sup>3</sup> | WakeMed | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597 |
| <sup>3</sup> | West Virginia United Health System Obligated Group | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424 |
| <sup>3</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;4.813% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 |
| <sup>3</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;3.065% | &nbsp;&nbsp;3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5198 |
|  | Wyeth LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10116 |
|  | Wyeth LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7361 |
|  | Wyeth LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;12010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12821 |
| <sup>3</sup> | Yale-New Haven Health Services Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5154 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6662 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/24/31 | &nbsp;&nbsp;17795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15735 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4271 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/12/27 | &nbsp;&nbsp;11040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10773 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 |
|  | Zoetis Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6154 |
|  | Zoetis Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/16/32 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13728 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6882 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;6556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5234 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4457 |
|  |  |  |  |  | &nbsp;&nbsp;**8837574** |
| **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/19/26 | &nbsp;&nbsp;21512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20993 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;9136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8984 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7673 |
|  | 3M Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/26/29 | &nbsp;&nbsp;18045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16731 |
|  | 3M Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;18623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18932 |
|  | 3M Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4699 |
|  | 3M Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5974 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/19/46 | &nbsp;&nbsp;11425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7793 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6366 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3991 |
|  | 3M Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/26/49 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9156 |
|  | 3M Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;10365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 |
|  | Acuity Brands Lighting Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3390 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | AGCO Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp;4650 |
|  | AGCO Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;8145 |
|  | Allegion plc | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;3311 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3041 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.411% | &nbsp;&nbsp;7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8668 | &nbsp;&nbsp;&nbsp;&nbsp;8937 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4416 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class A Series 2014-1 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;2214 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class A Series 2021-1 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/11/34 | &nbsp;&nbsp;19044 | &nbsp;&nbsp;16913 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2015-2 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2016-1 | &nbsp;&nbsp;3.575% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1876 | &nbsp;&nbsp;&nbsp;&nbsp;1817 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2016-2 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;3118 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2016-3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4194 | &nbsp;&nbsp;&nbsp;&nbsp;3967 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2017-1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1722 | &nbsp;&nbsp;&nbsp;&nbsp;1665 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2017-2 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3416 | &nbsp;&nbsp;&nbsp;&nbsp;3250 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2158 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8380 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7048 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;7098 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4019 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;10305 | &nbsp;&nbsp;&nbsp;&nbsp;9668 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3505 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;7162 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;15650 | &nbsp;&nbsp;15813 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3668 |
|  | Boeing Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;7965 | &nbsp;&nbsp;&nbsp;&nbsp;7740 |
|  | Boeing Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;18461 | &nbsp;&nbsp;17922 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;20800 | &nbsp;&nbsp;20957 |
|  | Boeing Co. | &nbsp;&nbsp;6.259% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;11430 | &nbsp;&nbsp;11760 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;20758 | &nbsp;&nbsp;20134 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;2826 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;12660 | &nbsp;&nbsp;13385 |
|  | Boeing Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;16251 | &nbsp;&nbsp;15069 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;72330 | &nbsp;&nbsp;73659 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;13475 | &nbsp;&nbsp;12695 |
|  | Boeing Co. | &nbsp;&nbsp;6.388% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;11430 | &nbsp;&nbsp;12293 |
|  | Boeing Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;6098 |
|  | Boeing Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;18041 | &nbsp;&nbsp;15904 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;38575 | &nbsp;&nbsp;41949 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;11725 | &nbsp;&nbsp;&nbsp;&nbsp;9871 |
|  | Boeing Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1081 |
|  | Boeing Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;2322 | &nbsp;&nbsp;&nbsp;&nbsp;1864 |
|  | Boeing Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;3718 | &nbsp;&nbsp;&nbsp;&nbsp;2898 |
|  | Boeing Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;5923 |
|  | Boeing Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;6092 |
|  | Boeing Co. | &nbsp;&nbsp;5.705% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;38815 | &nbsp;&nbsp;38283 |
|  | Boeing Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4768 |
|  | Boeing Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4324 | &nbsp;&nbsp;&nbsp;&nbsp;3021 |
|  | Boeing Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3903 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
|  | Boeing Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;24900 | &nbsp;&nbsp;17588 |
|  | Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;69871 | &nbsp;&nbsp;67032 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/54 | &nbsp;&nbsp;24715 | &nbsp;&nbsp;27069 |
|  | Boeing Co. | &nbsp;&nbsp;3.825% | &nbsp;&nbsp;3/1/59 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2238 |
|  | Boeing Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/59 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;1038 |
|  | Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/60 | &nbsp;&nbsp;57985 | &nbsp;&nbsp;55089 |
|  | Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/64 | &nbsp;&nbsp;18145 | &nbsp;&nbsp;19932 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;14050 | &nbsp;&nbsp;13858 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1819 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;11791 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp;9165 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;4409 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;7304 | &nbsp;&nbsp;&nbsp;&nbsp;6466 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;15395 | &nbsp;&nbsp;13487 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;14803 | &nbsp;&nbsp;13048 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;9337 | &nbsp;&nbsp;&nbsp;&nbsp;8980 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;18380 | &nbsp;&nbsp;17165 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;5581 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;9817 | &nbsp;&nbsp;&nbsp;&nbsp;8229 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;8722 | &nbsp;&nbsp;&nbsp;&nbsp;7855 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;7164 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;2572 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;17395 | &nbsp;&nbsp;14044 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;19679 | &nbsp;&nbsp;16262 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;10075 | &nbsp;&nbsp;&nbsp;&nbsp;6679 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;5775 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;5333 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;10584 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;49245 | &nbsp;&nbsp;46584 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;28506 | &nbsp;&nbsp;28210 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/56 | &nbsp;&nbsp;22375 | &nbsp;&nbsp;23035 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1902 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;6225 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;5938 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/2/46 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;8846 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/3/48 | &nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;2125 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;16661 | &nbsp;&nbsp;&nbsp;&nbsp;9789 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5447 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3379 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3977 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3758 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/5/30 | &nbsp;&nbsp;12625 | &nbsp;&nbsp;11374 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;3568 | &nbsp;&nbsp;&nbsp;&nbsp;3625 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;1609 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/2/31 | &nbsp;&nbsp;18570 | &nbsp;&nbsp;16292 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2830 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;5524 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/2/41 | &nbsp;&nbsp;12585 | &nbsp;&nbsp;&nbsp;&nbsp;9150 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;3544 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5425 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;5048 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8745 | &nbsp;&nbsp;&nbsp;&nbsp;6230 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/2/51 | &nbsp;&nbsp;20830 | &nbsp;&nbsp;13687 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/69 | &nbsp;&nbsp;&nbsp;&nbsp;7136 | &nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8251 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.493% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;6546 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.722% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;27834 | &nbsp;&nbsp;25892 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7387 | &nbsp;&nbsp;&nbsp;&nbsp;6720 |
|  | Carrier Global Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;11683 | &nbsp;&nbsp;12438 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.377% | &nbsp;&nbsp;4/5/40 | &nbsp;&nbsp;21210 | &nbsp;&nbsp;16835 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.577% | &nbsp;&nbsp;4/5/50 | &nbsp;&nbsp;13140 | &nbsp;&nbsp;&nbsp;&nbsp;9649 |
|  | Carrier Global Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;5505 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6671 |
| <sup>3</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3864 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7035 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;9923 |
| <sup>3</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5117 |
| <sup>3</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7428 |
| <sup>3</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3662 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8555 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9865 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3507 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6852 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5372 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6585 |
|  | Caterpillar Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4695 |
|  | Caterpillar Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/9/30 | &nbsp;&nbsp;19806 | &nbsp;&nbsp;18415 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4306 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7347 |
|  | Caterpillar Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;9241 | &nbsp;&nbsp;10103 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/27/41 | &nbsp;&nbsp;15147 | &nbsp;&nbsp;15032 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;11854 | &nbsp;&nbsp;&nbsp;&nbsp;9785 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/19/49 | &nbsp;&nbsp;16942 | &nbsp;&nbsp;11867 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/9/50 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;7056 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1243 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2266 |
|  | CH Robinson Worldwide Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4152 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2421 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2307 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2378 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;3851 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4649 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;15325 | &nbsp;&nbsp;15641 |
| <sup>3</sup> | CNH Industrial NV | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4456 |
|  | CSX Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6263 |
|  | CSX Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12053 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;18350 | &nbsp;&nbsp;18189 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;15539 | &nbsp;&nbsp;15539 |
|  | CSX Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;11965 | &nbsp;&nbsp;11035 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;36848 | &nbsp;&nbsp;35713 |
|  | CSX Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;22187 | &nbsp;&nbsp;22300 |
|  | CSX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
|  | CSX Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;9324 |
|  | CSX Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;7279 | &nbsp;&nbsp;&nbsp;&nbsp;7858 |
|  | CSX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6300 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;3010 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;6918 |
|  | CSX Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;7752 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;14091 | &nbsp;&nbsp;11970 |
|  | CSX Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;3856 |
|  | CSX Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;5373 |
|  | CSX Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;10118 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;17520 | &nbsp;&nbsp;14792 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1088 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/1/66 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1252 |
|  | CSX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/68 | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;2582 |
|  | Cummins Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;3391 |
|  | Cummins Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8699 |
|  | Cummins Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;7723 |
|  | Cummins Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11792 |
|  | Cummins Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7143 |
|  | Cummins Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/9/35 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;12642 |
|  | Cummins Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;6905 |
|  | Cummins Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;2408 |
|  | Cummins Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/20/54 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13565 |
| <sup>8</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 |
| <sup>8</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
| <sup>8</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
|  | Deere & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;6194 |
|  | Deere & Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;12838 | &nbsp;&nbsp;12204 |
|  | Deere & Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/16/35 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10675 |
|  | Deere & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/9/42 | &nbsp;&nbsp;&nbsp;&nbsp;7237 | &nbsp;&nbsp;&nbsp;&nbsp;6159 |
|  | Deere & Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/7/49 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;8087 |
|  | Deere & Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;15643 | &nbsp;&nbsp;12140 |
|  | Deere & Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;8154 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2983 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;7769 | &nbsp;&nbsp;&nbsp;&nbsp;7813 |
| <sup>8</sup> | Delta Air Lines Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1102 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;3127 | &nbsp;&nbsp;&nbsp;&nbsp;2990 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;6118 | &nbsp;&nbsp;&nbsp;&nbsp;6164 |
| <sup>3</sup> | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp;&nbsp;5279 |
|  | Dover Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2451 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2160 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4471 |
|  | Eaton Corp. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7765 | &nbsp;&nbsp;&nbsp;&nbsp;7623 |
|  | Eaton Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5040 |
|  | Eaton Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/2/32 | &nbsp;&nbsp;15729 | &nbsp;&nbsp;15199 |
|  | Eaton Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;27302 | &nbsp;&nbsp;26518 |
|  | Eaton Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/2/42 | &nbsp;&nbsp;&nbsp;&nbsp;5511 | &nbsp;&nbsp;&nbsp;&nbsp;4740 |
|  | Eaton Corp. | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1548 |
|  | Eaton Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;1336 |
|  | Embraer Netherlands Finance BV | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;2/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7632 |
|  | Emerson Electric Co. | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;12820 | &nbsp;&nbsp;12318 |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;9095 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7272 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;3792 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/21/31 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9679 |
|  | Emerson Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2552 | &nbsp;&nbsp;&nbsp;&nbsp;2590 |
|  | Emerson Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;3877 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/21/51 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;9327 |
| <sup>3</sup> | Federal Express Corp. Pass-Through Trust Series 2020-1 | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;16364 | &nbsp;&nbsp;14129 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4876 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/5/29 | &nbsp;&nbsp;16125 | &nbsp;&nbsp;15254 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;13288 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5888 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1655 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3664 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;4797 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3107 | &nbsp;&nbsp;&nbsp;&nbsp;2735 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;11606 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;16199 | &nbsp;&nbsp;13166 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;7399 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;3500 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;9578 | &nbsp;&nbsp;&nbsp;&nbsp;8099 |
| <sup>8</sup> | FedEx Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;14781 | &nbsp;&nbsp;13067 |
|  | Flowserve Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;3672 |
|  | Fortive Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;5133 |
|  | GE Capital Funding LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;1092 |
|  | General Dynamics Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4617 |
|  | General Dynamics Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>3</sup> | General Electric Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5856 |
|  | General Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4948 | &nbsp;&nbsp;&nbsp;&nbsp;4172 |
|  | HEICO Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6594 | &nbsp;&nbsp;&nbsp;&nbsp;6766 |
|  | HEICO Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;15875 | &nbsp;&nbsp;16247 |
|  | Hexcel Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
|  | Honeywell International Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;14375 | &nbsp;&nbsp;14057 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;16514 | &nbsp;&nbsp;15722 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;7095 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;29107 | &nbsp;&nbsp;29743 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8017 |
|  | Honeywell International Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4901 | &nbsp;&nbsp;&nbsp;&nbsp;4623 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11253 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;39505 | &nbsp;&nbsp;40081 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8303 | &nbsp;&nbsp;&nbsp;&nbsp;7429 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;26000 | &nbsp;&nbsp;22190 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10267 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7640 | &nbsp;&nbsp;&nbsp;&nbsp;7704 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;19465 | &nbsp;&nbsp;19774 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;15574 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;16015 | &nbsp;&nbsp;16110 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;4955 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;5180 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;11990 | &nbsp;&nbsp;12125 |
|  | Honeywell International Inc. | &nbsp;&nbsp;3.812% | &nbsp;&nbsp;11/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1941 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/54 | &nbsp;&nbsp;13020 | &nbsp;&nbsp;12347 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;5653 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9095 | &nbsp;&nbsp;&nbsp;&nbsp;9225 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7445 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4608 | &nbsp;&nbsp;&nbsp;&nbsp;4512 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;2.043% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4933 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2056 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6933 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;49505 | &nbsp;&nbsp;51063 |
|  | IDEX Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;5778 |
|  | IDEX Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;2785 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;14550 | &nbsp;&nbsp;14310 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;25803 | &nbsp;&nbsp;21419 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;9477 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1031 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.176% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8730 | &nbsp;&nbsp;&nbsp;&nbsp;8962 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;6028 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/14/33 | &nbsp;&nbsp;11020 | &nbsp;&nbsp;11538 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8837 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;&nbsp;6910 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4732 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1903 | &nbsp;&nbsp;&nbsp;&nbsp;1980 |
| <sup>3</sup> | JetBlue Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3439 | &nbsp;&nbsp;&nbsp;&nbsp;3220 |
| <sup>3</sup> | JetBlue Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;3906 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5059 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;8386 | &nbsp;&nbsp;&nbsp;&nbsp;8193 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;7335 | &nbsp;&nbsp;&nbsp;&nbsp;7380 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12068 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/5/27 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18239 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4864 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/9/27 | &nbsp;&nbsp;12261 | &nbsp;&nbsp;11804 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;7016 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7887 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;8493 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7517 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5076 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/20/28 | &nbsp;&nbsp;14337 | &nbsp;&nbsp;14572 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;20040 | &nbsp;&nbsp;20475 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5151 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;5563 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;19111 | &nbsp;&nbsp;19575 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;5669 | &nbsp;&nbsp;&nbsp;&nbsp;5731 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;4368 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;5833 | &nbsp;&nbsp;&nbsp;&nbsp;5977 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5282 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/11/29 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14897 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp;&nbsp;7767 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8481 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/10/30 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11695 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;7939 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4611 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp;&nbsp;&nbsp;3359 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7908 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/8/33 | &nbsp;&nbsp;19500 | &nbsp;&nbsp;20158 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/11/34 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11749 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;11134 |
|  | Johnson Controls International plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;8401 |
|  | Johnson Controls International plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3431 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6429 |
| <sup>3</sup> | Johnson Controls International plc | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;1022 |
| <sup>3</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/2/44 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;6780 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;4627 |
| <sup>3</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/2/64 | &nbsp;&nbsp;&nbsp;&nbsp;5758 | &nbsp;&nbsp;&nbsp;&nbsp;4826 |
|  | Kennametal Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6641 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10641 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;7947 | &nbsp;&nbsp;&nbsp;&nbsp;7477 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1629 |
|  | Kirby Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9217 | &nbsp;&nbsp;&nbsp;&nbsp;9135 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5469 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;13143 | &nbsp;&nbsp;13366 |
| <sup>3</sup> | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9605 | &nbsp;&nbsp;&nbsp;&nbsp;9632 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12993 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;5292 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;19275 | &nbsp;&nbsp;16678 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12593 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/31/33 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;17223 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3372 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.854% | &nbsp;&nbsp;4/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3278 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.054% | &nbsp;&nbsp;4/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;5571 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;6007 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6690 |
|  | Lennox International Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2172 |
|  | Lennox International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5669 |
|  | LKQ Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11333 |
|  | LKQ Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8441 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;13483 | &nbsp;&nbsp;13826 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5561 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5047 |

---

------

Total Bond Market II Index 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;4.700% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;29600 | &nbsp;&nbsp;29973 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;3109 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20761 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;19100 | &nbsp;&nbsp;19034 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6979 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;12240 | &nbsp;&nbsp;11085 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3391 |
| <sup>3</sup> | Lockheed Martin Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/1/36 | &nbsp;&nbsp;11685 | &nbsp;&nbsp;12894 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;19965 | &nbsp;&nbsp;16787 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp;&nbsp;&nbsp;5268 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;14833 | &nbsp;&nbsp;13210 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;13861 | &nbsp;&nbsp;10910 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/53 | &nbsp;&nbsp;14791 | &nbsp;&nbsp;11722 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;10144 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;9668 | &nbsp;&nbsp;&nbsp;&nbsp;9045 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;1591 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/63 | &nbsp;&nbsp;16950 | &nbsp;&nbsp;17456 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1197 |
|  | MasTec Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;6111 |
| <sup>3</sup> | Nature Conservancy | &nbsp;&nbsp;3.957% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;3377 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp;2073 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4793 | &nbsp;&nbsp;&nbsp;&nbsp;4701 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8058 | &nbsp;&nbsp;&nbsp;&nbsp;7974 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;15855 | &nbsp;&nbsp;14727 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10325 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4438 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;16187 | &nbsp;&nbsp;14670 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;14428 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2663 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;12098 | &nbsp;&nbsp;11152 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2551 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;4367 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;8012 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.942% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1127 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3201 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1752 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;21525 | &nbsp;&nbsp;14107 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8222 | &nbsp;&nbsp;&nbsp;&nbsp;6356 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;&nbsp;&nbsp;1036 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;10133 | &nbsp;&nbsp;&nbsp;&nbsp;8565 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;40389 | &nbsp;&nbsp;38625 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.155% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;17192 | &nbsp;&nbsp;11011 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/64 | &nbsp;&nbsp;22400 | &nbsp;&nbsp;23000 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/21 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;5372 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;22349 | &nbsp;&nbsp;21837 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7087 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9817 | &nbsp;&nbsp;&nbsp;&nbsp;9828 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3431 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;20906 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5136 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;12330 | &nbsp;&nbsp;12058 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;9177 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;8936 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4166 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;28582 | &nbsp;&nbsp;22784 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;3471 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;11755 | &nbsp;&nbsp;10552 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11171 |
|  | nVent Finance Sarl | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3854 |
|  | nVent Finance Sarl | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5600 |
|  | Oshkosh Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7385 |
|  | Oshkosh Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.293% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;20778 | &nbsp;&nbsp;20116 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8232 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.565% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;31877 | &nbsp;&nbsp;29401 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;2008 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.112% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.362% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp;&nbsp;6403 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2829 |

---

------

Total Bond Market II Index 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> | PACCAR Financial Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;9417 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4451 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4674 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;9957 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5883 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2872 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;4838 | &nbsp;&nbsp;&nbsp;&nbsp;4907 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9449 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;5831 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5084 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;15060 | &nbsp;&nbsp;14846 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;22261 | &nbsp;&nbsp;22331 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/14/29 | &nbsp;&nbsp;11875 | &nbsp;&nbsp;11405 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10099 |
| <sup>3</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4385 |
| <sup>3</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4396 |
| <sup>3</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4192 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;4699 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/14/49 | &nbsp;&nbsp;11907 | &nbsp;&nbsp;&nbsp;&nbsp;9376 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;5408 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5962 | &nbsp;&nbsp;&nbsp;&nbsp;5069 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13382 |
| <sup>3</sup> | Regal Rexnord Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;11999 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;13015 | &nbsp;&nbsp;13750 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;12225 | &nbsp;&nbsp;12058 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2044 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7495 | &nbsp;&nbsp;&nbsp;&nbsp;7708 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;8309 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1311 | &nbsp;&nbsp;&nbsp;&nbsp;1336 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;15785 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;14325 | &nbsp;&nbsp;12056 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;13496 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;13815 | &nbsp;&nbsp;14078 |
|  | Republic Services Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;4129 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4658 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3917 | &nbsp;&nbsp;&nbsp;&nbsp;2641 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp;3012 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1160 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;6713 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1103 |
|  | RTX Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/8/26 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11713 |
|  | RTX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;25665 | &nbsp;&nbsp;25361 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/4/27 | &nbsp;&nbsp;15919 | &nbsp;&nbsp;15614 |
|  | RTX Corp. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;1072 |
|  | RTX Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/16/28 | &nbsp;&nbsp;47193 | &nbsp;&nbsp;47021 |
|  | RTX Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
|  | RTX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;10510 |
|  | RTX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5371 |
|  | RTX Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;9071 |
|  | RTX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;4943 |
|  | RTX Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/27/33 | &nbsp;&nbsp;23250 | &nbsp;&nbsp;23756 |
|  | RTX Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;18864 | &nbsp;&nbsp;20387 |
|  | RTX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3318 |
|  | RTX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;7979 |
|  | RTX Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4719 |
|  | RTX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/16/38 | &nbsp;&nbsp;16346 | &nbsp;&nbsp;15070 |
|  | RTX Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | RTX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;6413 |
|  | RTX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;24798 | &nbsp;&nbsp;21962 |
|  | RTX Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2100 |
|  | RTX Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;7094 |
|  | RTX Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;14194 | &nbsp;&nbsp;10827 |
|  | RTX Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/47 | &nbsp;&nbsp;10625 | &nbsp;&nbsp;&nbsp;&nbsp;8874 |
|  | RTX Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/4/47 | &nbsp;&nbsp;13950 | &nbsp;&nbsp;11110 |
|  | RTX Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/16/48 | &nbsp;&nbsp;10350 | &nbsp;&nbsp;&nbsp;&nbsp;8913 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;7545 |
|  | RTX Corp. | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;9/1/51 | &nbsp;&nbsp;15695 | &nbsp;&nbsp;&nbsp;&nbsp;9674 |
|  | RTX Corp. | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;18600 | &nbsp;&nbsp;11911 |
|  | RTX Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/27/53 | &nbsp;&nbsp;22375 | &nbsp;&nbsp;21395 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;21483 | &nbsp;&nbsp;23524 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2110 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;11185 | &nbsp;&nbsp;10932 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;1199 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7612 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5476 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;8371 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3180 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;13975 | &nbsp;&nbsp;14374 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;3549 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2035 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;9735 | &nbsp;&nbsp;&nbsp;&nbsp;9879 |
|  | Ryder System Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2118 | &nbsp;&nbsp;&nbsp;&nbsp;2147 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3229 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;19788 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;3403 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;21646 | &nbsp;&nbsp;21841 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2581 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5469 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8545 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;14065 |
|  | Textron Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;18682 | &nbsp;&nbsp;18446 |
|  | Textron Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5364 |
|  | Textron Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;2791 |
|  | Textron Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;7354 |
|  | Textron Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;5769 |
|  | Timken Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;7338 |
|  | Timken Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3628 | &nbsp;&nbsp;&nbsp;&nbsp;3402 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/21/29 | &nbsp;&nbsp;12915 | &nbsp;&nbsp;12702 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6186 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;2658 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;2694 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;2907 |
|  | Trane Technologies Global Holding Co. Ltd. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/21/28 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;9937 |
|  | Trane Technologies Global Holding Co. Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | Trane Technologies Global Holding Co. Ltd. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/21/48 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1433 |
|  | Trimble Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4062 |
|  | Triton Container International Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;5466 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2889 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5292 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;7145 | &nbsp;&nbsp;&nbsp;&nbsp;8208 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2320 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;19123 | &nbsp;&nbsp;18774 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4975 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4919 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;4655 | &nbsp;&nbsp;&nbsp;&nbsp;4296 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;3682 | &nbsp;&nbsp;&nbsp;&nbsp;3312 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;2427 | &nbsp;&nbsp;&nbsp;&nbsp;2189 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/20/35 | &nbsp;&nbsp;11124 | &nbsp;&nbsp;11306 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.891% | &nbsp;&nbsp;4/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;7432 | &nbsp;&nbsp;&nbsp;&nbsp;6154 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4044 | &nbsp;&nbsp;&nbsp;&nbsp;3513 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/20/41 | &nbsp;&nbsp;17342 | &nbsp;&nbsp;13259 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;4967 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/50 | &nbsp;&nbsp;27413 | &nbsp;&nbsp;18926 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/10/52 | &nbsp;&nbsp;16340 | &nbsp;&nbsp;10403 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;6014 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;3799 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.839% | &nbsp;&nbsp;3/20/60 | &nbsp;&nbsp;16132 | &nbsp;&nbsp;11607 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/20/61 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.973% | &nbsp;&nbsp;9/16/62 | &nbsp;&nbsp;17396 | &nbsp;&nbsp;10113 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/67 | &nbsp;&nbsp;&nbsp;&nbsp;5726 | &nbsp;&nbsp;&nbsp;&nbsp;4217 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/5/70 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3725 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;4/6/71 | &nbsp;&nbsp;21154 | &nbsp;&nbsp;14484 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2/14/72 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2415 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2014-2 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;1228 | &nbsp;&nbsp;&nbsp;&nbsp;1207 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;13012 | &nbsp;&nbsp;13277 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;15285 | &nbsp;&nbsp;15591 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2024-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5452 | &nbsp;&nbsp;&nbsp;&nbsp;5427 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2015-1 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2358 | &nbsp;&nbsp;&nbsp;&nbsp;2287 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2016-1 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/7/28 | &nbsp;&nbsp;14276 | &nbsp;&nbsp;13641 |

---

------

Total Bond Market II Index 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> | United Airlines Pass-Through Trust Class AA Series 2016-2 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;2756 | &nbsp;&nbsp;&nbsp;&nbsp;2602 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2018-1 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;1973 | &nbsp;&nbsp;&nbsp;&nbsp;1889 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2019-2 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3633 | &nbsp;&nbsp;&nbsp;&nbsp;3246 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/37 | &nbsp;&nbsp;11896 | &nbsp;&nbsp;12005 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;14492 | &nbsp;&nbsp;14161 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;27550 | &nbsp;&nbsp;26863 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4157 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3041 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;30491 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8199 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3651 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;6520 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;13446 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5002 | &nbsp;&nbsp;&nbsp;&nbsp;4729 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;4984 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1243 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4961 | &nbsp;&nbsp;&nbsp;&nbsp;4028 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;5226 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2462 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/3/53 | &nbsp;&nbsp;28250 | &nbsp;&nbsp;25693 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/14/55 | &nbsp;&nbsp;10172 | &nbsp;&nbsp;10444 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/22/64 | &nbsp;&nbsp;&nbsp;&nbsp;9340 | &nbsp;&nbsp;&nbsp;&nbsp;9004 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/65 | &nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;5318 |
|  | Valmont Industries Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;5944 | &nbsp;&nbsp;&nbsp;&nbsp;5296 |
|  | Valmont Industries Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2955 |
|  | Veralto Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8096 |
|  | Veralto Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8247 |
|  | Veralto Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8249 |
|  | Vontier Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4715 |
|  | Vontier Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5370 |
|  | Waste Connections Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2243 | &nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  | Waste Connections Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;16870 | &nbsp;&nbsp;16497 |
|  | Waste Connections Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6885 |
|  | Waste Connections Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;12900 | &nbsp;&nbsp;11132 |
|  | Waste Connections Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4565 |
|  | Waste Connections Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9086 | &nbsp;&nbsp;&nbsp;&nbsp;8785 |
|  | Waste Connections Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4443 |
|  | Waste Connections Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;5084 |
|  | Waste Connections Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;3995 |
|  | Waste Connections Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;5025 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5595 |
|  | Waste Management Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;&nbsp;1980 |
|  | Waste Management Inc. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4636 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;11014 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;13096 | &nbsp;&nbsp;13415 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1845 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;16989 |
|  | Waste Management Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;17595 | &nbsp;&nbsp;15054 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5134 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12396 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9791 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15025 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;14382 | &nbsp;&nbsp;14585 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;17525 | &nbsp;&nbsp;17600 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;4665 |
|  | Waste Management Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4169 |
|  | Waste Management Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8095 | &nbsp;&nbsp;&nbsp;&nbsp;4817 |
|  | Waste Management Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8439 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;11269 | &nbsp;&nbsp;11129 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;16175 | &nbsp;&nbsp;16267 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2356 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/29/35 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;13800 |
|  | WW Grainger Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;17800 | &nbsp;&nbsp;15723 |
|  | WW Grainger Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp;&nbsp;&nbsp;2877 |
|  | WW Grainger Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;2522 |
|  | Xylem Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;17950 | &nbsp;&nbsp;17685 |
|  | Xylem Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7562 |
|  | Xylem Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;3791 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Xylem Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673 |
|  |  |  |  |  | &nbsp;&nbsp;**5646798** |
| **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4803 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6597 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10071 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8036 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/34 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10024 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;10542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7678 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;14550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9199 |
|  | Albemarle Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5514 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 |
|  | Amcor Finance USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 |
|  | Amcor Finance USA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8291 |
| <sup>8</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;4367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 |
| <sup>8</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;5832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5931 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;6/19/30 | &nbsp;&nbsp;10335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9399 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.690% | &nbsp;&nbsp;5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507 |
| <sup>8</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/35 | &nbsp;&nbsp;10082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10232 |
|  | Amcor Group Finance plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;5965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 |
| <sup>8</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
| <sup>8</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1844 |
| <sup>8</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;2579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613 |
| <sup>8</sup> | Amrize Finance US LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/7/35 | &nbsp;&nbsp;16893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17141 |
|  | AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8374 |
|  | AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7014 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/29/27 | &nbsp;&nbsp;12370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12895 |
|  | ArcelorMittal SA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3951 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;10130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11135 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 |
|  | ArcelorMittal SA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;7811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8647 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;5695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6012 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;6/17/54 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5772 |
|  | Barrick Mining Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/30/41 | &nbsp;&nbsp;19250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19355 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3633 |
|  | Barrick PD Australia Finance Pty Ltd. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;10964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11367 |
|  | Berry Global Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7674 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;16160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16579 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;23125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24319 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13444 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10119 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/28/28 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12696 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5129 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;5942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6091 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10293 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5518 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/33 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17608 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;6710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6848 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/24/42 | &nbsp;&nbsp;10090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8654 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/30/43 | &nbsp;&nbsp;29140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27626 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/8/53 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8681 |
|  | Cabot Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 |
|  | Cabot Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3498 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;10955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10124 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5162 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;5866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5753 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749 |
|  | CF Industries Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8466 |
|  | CF Industries Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7115 |
|  | CF Industries Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7431 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/21/34 | &nbsp;&nbsp;11160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11441 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/9/35 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16404 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/9/55 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078 |
|  | CRH SMW Finance DAC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/21/29 | &nbsp;&nbsp;10160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10415 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| CRH SMW Finance DAC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/9/30 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;12195 |
| Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10652 |
| Dow Chemical Co. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2514 | &nbsp;&nbsp;&nbsp;&nbsp;2788 |
| Dow Chemical Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6623 | &nbsp;&nbsp;&nbsp;&nbsp;5839 |
| Dow Chemical Co. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5380 |
| Dow Chemical Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;6248 |
| Dow Chemical Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7135 | &nbsp;&nbsp;&nbsp;&nbsp;6551 |
| Dow Chemical Co. | &nbsp;&nbsp;9.400% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5766 | &nbsp;&nbsp;&nbsp;&nbsp;7554 |
| Dow Chemical Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;5537 |
| Dow Chemical Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;17789 | &nbsp;&nbsp;14483 |
| Dow Chemical Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;6019 | &nbsp;&nbsp;&nbsp;&nbsp;4954 |
| Dow Chemical Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp;&nbsp;&nbsp;9153 |
| Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;6210 |
| Dow Chemical Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;8195 |
| Dow Chemical Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;8039 |
| Dow Chemical Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4892 | &nbsp;&nbsp;&nbsp;&nbsp;4663 |
| DuPont de Nemours Inc. | &nbsp;&nbsp;4.725% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;25025 | &nbsp;&nbsp;25419 |
| DuPont de Nemours Inc. | &nbsp;&nbsp;5.319% | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;11221 | &nbsp;&nbsp;11615 |
| DuPont de Nemours Inc. | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;22540 | &nbsp;&nbsp;22719 |
| Eagle Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4437 |
| Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5389 | &nbsp;&nbsp;&nbsp;&nbsp;5403 |
| Eastman Chemical Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp;&nbsp;&nbsp;2417 |
| Eastman Chemical Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/8/33 | &nbsp;&nbsp;26182 | &nbsp;&nbsp;27256 |
| Eastman Chemical Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;67224 | &nbsp;&nbsp;68495 |
| Eastman Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;4525 |
| Eastman Chemical Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;9426 | &nbsp;&nbsp;&nbsp;&nbsp;7966 |
| Ecolab Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;11972 | &nbsp;&nbsp;11752 |
| Ecolab Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1926 |
| Ecolab Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4146 |
| Ecolab Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1956 |
| Ecolab Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2141 |
| Ecolab Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3586 |
| Ecolab Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4674 |
| Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6039 |
| Ecolab Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1593 |
| Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1358 |
| Ecolab Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;6042 |
| Ecolab Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/18/55 | &nbsp;&nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;1909 |
| EIDP Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4555 |
| EIDP Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;2267 |
| EIDP Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8254 |
| FMC Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;7450 |
| FMC Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;11277 | &nbsp;&nbsp;10505 |
| FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6230 |
| FMC Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2956 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4804 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7213 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5271 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1931 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4315 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7443 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9146 |
| Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;19740 | &nbsp;&nbsp;18689 |
| Georgia-Pacific LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1992 |
| Georgia-Pacific LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;5445 |
| Gerdau Trade Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5603 |
| Huntsman International LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6479 | &nbsp;&nbsp;&nbsp;&nbsp;6143 |
| Huntsman International LLC | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;10760 |
| International Flavors & Fragrances Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4041 |
| International Flavors & Fragrances Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;6516 | &nbsp;&nbsp;&nbsp;&nbsp;5615 |
| International Paper Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4094 | &nbsp;&nbsp;&nbsp;&nbsp;4030 |
| International Paper Co. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5740 |
| International Paper Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;11332 | &nbsp;&nbsp;11499 |
| International Paper Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;12043 | &nbsp;&nbsp;10492 |
| International Paper Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2255 |
| International Paper Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;6639 |
| Kinross Gold Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
| Kinross Gold Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5377 |
| Linde Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4300 |
| Linde Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;11/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;2997 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Linde Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/10/50 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;5507 |
|  | Lubrizol Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
|  | LYB International Finance BV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;9574 | &nbsp;&nbsp;&nbsp;&nbsp;8529 |
|  | LYB International Finance BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8035 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4518 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5607 | &nbsp;&nbsp;&nbsp;&nbsp;5742 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14981 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1764 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;4731 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;6646 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;11060 | &nbsp;&nbsp;&nbsp;&nbsp;8178 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;3010 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3170 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp;&nbsp;&nbsp;3639 |
| <sup>3</sup> | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3862 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14105 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2712 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;6454 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;10270 | &nbsp;&nbsp;&nbsp;&nbsp;6790 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;10425 | &nbsp;&nbsp;10047 |
|  | Mosaic Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;3237 |
|  | Mosaic Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4517 |
|  | Mosaic Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;5424 |
|  | Mosaic Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;4399 |
|  | Mosaic Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6136 |
|  | NewMarket Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4474 |
|  | Newmont Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;15830 | &nbsp;&nbsp;14971 |
|  | Newmont Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1240 |
|  | Newmont Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;13531 | &nbsp;&nbsp;12216 |
|  | Newmont Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;12069 |
|  | Newmont Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;70360 | &nbsp;&nbsp;72218 |
| <sup>3</sup> | Newmont Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;1153 |
|  | Newmont Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;18056 | &nbsp;&nbsp;19507 |
|  | Newmont Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;12639 | &nbsp;&nbsp;11765 |
|  | Newmont Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/9/44 | &nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;5743 |
|  | Newmont Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2909 |
|  | Nucor Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;2689 |
|  | Nucor Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2689 |
|  | Nucor Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6652 |
|  | Nucor Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4389 | &nbsp;&nbsp;&nbsp;&nbsp;4423 |
|  | Nucor Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5462 |
|  | Nucor Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;3050 |
|  | Nucor Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;3087 |
|  | Nucor Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3793 |
|  | Nucor Corp. | &nbsp;&nbsp;2.979% | &nbsp;&nbsp;12/15/55 | &nbsp;&nbsp;16337 | &nbsp;&nbsp;10018 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4772 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4060 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;17100 | &nbsp;&nbsp;17342 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9902 |
|  | Nutrien Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;13542 | &nbsp;&nbsp;12607 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/12/32 | &nbsp;&nbsp;51247 | &nbsp;&nbsp;52200 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/21/34 | &nbsp;&nbsp;19445 | &nbsp;&nbsp;19738 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;5039 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4824 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;9310 | &nbsp;&nbsp;&nbsp;&nbsp;8320 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;14308 | &nbsp;&nbsp;13204 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;13246 | &nbsp;&nbsp;11767 |
|  | Nutrien Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/13/50 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;8187 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/53 | &nbsp;&nbsp;10641 | &nbsp;&nbsp;10554 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3622 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;12703 | &nbsp;&nbsp;11991 |
|  | Packaging Corp. of America | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3654 |
|  | Packaging Corp. of America | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2217 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;4660 |
|  | PPG Industries Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7901 |
|  | PPG Industries Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4555 |
|  | Reliance Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;10511 | &nbsp;&nbsp;&nbsp;&nbsp;9316 |
|  | Rio Tinto Alcan Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8729 | &nbsp;&nbsp;&nbsp;&nbsp;9464 |
|  | Rio Tinto Alcan Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;6283 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;1451 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;5388 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/2/51 | &nbsp;&nbsp;18225 | &nbsp;&nbsp;11070 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;1171 | &nbsp;&nbsp;&nbsp;&nbsp;1177 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;4617 | &nbsp;&nbsp;&nbsp;&nbsp;4653 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;8287 | &nbsp;&nbsp;&nbsp;&nbsp;8450 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;1038 | &nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/9/33 | &nbsp;&nbsp;20400 | &nbsp;&nbsp;20672 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;9088 | &nbsp;&nbsp;&nbsp;&nbsp;9244 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;6740 | &nbsp;&nbsp;&nbsp;&nbsp;6111 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7176 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/9/53 | &nbsp;&nbsp;22535 | &nbsp;&nbsp;20730 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/14/55 | &nbsp;&nbsp;&nbsp;&nbsp;4874 | &nbsp;&nbsp;&nbsp;&nbsp;4883 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/14/65 | &nbsp;&nbsp;&nbsp;&nbsp;3233 | &nbsp;&nbsp;&nbsp;&nbsp;3250 |
|  | RPM International Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;5819 |
|  | RPM International Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2571 |
|  | RPM International Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2910 |
|  | RPM International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3892 | &nbsp;&nbsp;&nbsp;&nbsp;3594 |
|  | RPM International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;2810 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;26435 | &nbsp;&nbsp;26078 |
| <sup>3</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4539 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2022 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;4598 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;15367 | &nbsp;&nbsp;12871 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;3789 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8577 | &nbsp;&nbsp;&nbsp;&nbsp;8793 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/34 | &nbsp;&nbsp;11430 | &nbsp;&nbsp;11636 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.777% | &nbsp;&nbsp;4/3/54 | &nbsp;&nbsp;20977 | &nbsp;&nbsp;20724 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6329 |
|  | Sonoco Products Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3247 |
|  | Sonoco Products Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8206 |
|  | Sonoco Products Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;23750 | &nbsp;&nbsp;23695 |
|  | Sonoco Products Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;6222 |
|  | Sonoco Products Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7834 |
|  | Sonoco Products Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3021 | &nbsp;&nbsp;&nbsp;&nbsp;3001 |
|  | Southern Copper Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;11177 |
|  | Southern Copper Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/16/40 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;13706 |
|  | Southern Copper Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/8/42 | &nbsp;&nbsp;19245 | &nbsp;&nbsp;17907 |
|  | Southern Copper Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/23/45 | &nbsp;&nbsp;15512 | &nbsp;&nbsp;15324 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2882 | &nbsp;&nbsp;&nbsp;&nbsp;2885 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3016 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;16595 | &nbsp;&nbsp;15792 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4115 | &nbsp;&nbsp;&nbsp;&nbsp;3837 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;3490 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5854 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4513 | &nbsp;&nbsp;&nbsp;&nbsp;2971 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3334 | &nbsp;&nbsp;&nbsp;&nbsp;3231 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;22350 | &nbsp;&nbsp;23014 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;7436 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;12535 |
| <sup>3</sup> | Suzano Austria GmbH | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;15950 | &nbsp;&nbsp;14064 |
|  | Suzano International Finance BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;7435 | &nbsp;&nbsp;&nbsp;&nbsp;7516 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;26100 | &nbsp;&nbsp;24641 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/12/33 | &nbsp;&nbsp;15550 | &nbsp;&nbsp;16296 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/21/36 | &nbsp;&nbsp;14269 | &nbsp;&nbsp;15485 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;10751 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/28/54 | &nbsp;&nbsp;15400 | &nbsp;&nbsp;15158 |
|  | Vale SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;9097 | &nbsp;&nbsp;&nbsp;&nbsp;8824 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2689 | &nbsp;&nbsp;&nbsp;&nbsp;2672 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;3674 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5454 | &nbsp;&nbsp;&nbsp;&nbsp;5219 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6868 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6237 | &nbsp;&nbsp;&nbsp;&nbsp;5258 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4413 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;10090 | &nbsp;&nbsp;10019 |
|  | Westlake Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7804 | &nbsp;&nbsp;&nbsp;&nbsp;7724 |
|  | Westlake Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2832 |
|  | Westlake Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2436 |
|  | Westlake Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;13510 | &nbsp;&nbsp;11671 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| Westlake Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| Westlake Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3877 |
| Westlake Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2792 |
| WestRock MWV LLC | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4926 |
| WestRock MWV LLC | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3474 |
| WRKCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9724 |
| WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5324 |
| WRKCo Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 |
| WRKCo Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;17990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18222 |
| WRKCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372 |
| WRKCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5246 |
| Yamana Gold Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4069 |
|  |  |  |  | &nbsp;&nbsp;**2334923** |
| **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** |
| Agree LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7007 |
| Agree LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2672 |
| Agree LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037 |
| Agree LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4847 |
| Agree LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4428 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3987 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6723 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6263 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12479 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4897 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;24555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19653 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7646 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2116 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6131 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12791 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3166 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 |
| American Assets Trust LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4477 |
| American Assets Trust LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 |
| American Homes 4 Rent LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003 |
| American Homes 4 Rent LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6261 |
| American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5049 |
| American Homes 4 Rent LP | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;12219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11278 |
| American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6834 |
| American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871 |
| American Homes 4 Rent LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5959 |
| American Homes 4 Rent LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 |
| American Tower Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4541 |
| American Tower Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;18670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18436 |
| American Tower Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;20295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19898 |
| American Tower Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5928 |
| American Tower Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7745 |
| American Tower Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179 |
| American Tower Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;8680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8084 |
| American Tower Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870 |
| American Tower Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8781 |
| American Tower Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10239 |
| American Tower Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9559 |
| American Tower Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;13110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12748 |
| American Tower Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7538 |
| American Tower Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292 |
| American Tower Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4647 |
| American Tower Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6221 |
| American Tower Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14088 |
| American Tower Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6076 |
| American Tower Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 |
| American Tower Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 |
| American Tower Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;23450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24194 |
| American Tower Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4226 |
| American Tower Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484 |
| American Tower Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/31/35 | &nbsp;&nbsp;24005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24515 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | American Tower Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4882 | &nbsp;&nbsp;&nbsp;&nbsp;3568 |
|  | American Tower Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
|  | American Tower Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9892 | &nbsp;&nbsp;&nbsp;&nbsp;6253 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3737 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.409% | &nbsp;&nbsp;9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;5219 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4667 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7394 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4077 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1855 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;10592 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2122 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;17231 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6592 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5148 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4732 |
| <sup>6</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4525 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;2341 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
|  | Boston Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;17059 | &nbsp;&nbsp;16681 |
|  | Boston Properties LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;19950 |
|  | Boston Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4662 |
|  | Boston Properties LP | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
|  | Boston Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9914 | &nbsp;&nbsp;&nbsp;&nbsp;9106 |
|  | Boston Properties LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;12630 | &nbsp;&nbsp;11573 |
|  | Boston Properties LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;11449 | &nbsp;&nbsp;&nbsp;&nbsp;9155 |
|  | Boston Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;3127 |
|  | Boston Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10060 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3394 | &nbsp;&nbsp;&nbsp;&nbsp;3209 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8263 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;18093 | &nbsp;&nbsp;17564 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4358 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;2848 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5457 | &nbsp;&nbsp;&nbsp;&nbsp;5514 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4672 |
|  | Broadstone Net Lease LLC | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;2063 |
|  | Camden Property Trust | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;5447 |
|  | Camden Property Trust | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;10165 | &nbsp;&nbsp;&nbsp;&nbsp;9711 |
|  | Camden Property Trust | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;27145 | &nbsp;&nbsp;25254 |
|  | Camden Property Trust | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1100 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;14075 | &nbsp;&nbsp;14547 |
|  | CBRE Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3414 |
|  | CBRE Services Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4421 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp;1320 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5891 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4008 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4512 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;10650 | &nbsp;&nbsp;&nbsp;&nbsp;8789 |
|  | Cousins Properties LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5866 |
|  | Crown Castle Inc. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9632 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;2979 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9831 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1798 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;23200 | &nbsp;&nbsp;22781 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7042 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4827 | &nbsp;&nbsp;&nbsp;&nbsp;4766 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4131 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;23699 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;26143 | &nbsp;&nbsp;22744 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10297 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;24431 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6315 | &nbsp;&nbsp;&nbsp;&nbsp;6291 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5076 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;28230 | &nbsp;&nbsp;27958 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;6925 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4671 | &nbsp;&nbsp;&nbsp;&nbsp;3565 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;9777 |
|  | CubeSmart LP | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;5335 |
|  | CubeSmart LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6619 |
|  | CubeSmart LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4889 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| CubeSmart LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1724 |
| CubeSmart LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
| CubeSmart LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;10330 | &nbsp;&nbsp;&nbsp;&nbsp;8884 |
| Digital Realty Trust LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5282 |
| Digital Realty Trust LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4207 |
| Digital Realty Trust LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8283 | &nbsp;&nbsp;&nbsp;&nbsp;8294 |
| Digital Realty Trust LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;18375 | &nbsp;&nbsp;17811 |
| DOC DR LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;12645 | &nbsp;&nbsp;12620 |
| DOC DR LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2974 |
| DOC DR LLC | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/1/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8803 |
| EPR Properties | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;5045 |
| EPR Properties | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5994 |
| EPR Properties | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;3272 |
| EPR Properties | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1814 |
| Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3899 | &nbsp;&nbsp;&nbsp;&nbsp;3994 |
| Equinix Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/18/26 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9801 |
| Equinix Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12385 |
| Equinix Inc. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2795 |
| Equinix Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3745 |
| Equinix Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/18/29 | &nbsp;&nbsp;24025 | &nbsp;&nbsp;22795 |
| Equinix Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;6451 |
| Equinix Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;7045 |
| Equinix Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9276 |
| Equinix Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3437 |
| Equinix Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;3365 |
| Equinix Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;6023 |
| ERP Operating LP | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;13030 | &nbsp;&nbsp;12795 |
| ERP Operating LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6887 |
| ERP Operating LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8099 |
| ERP Operating LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;11195 | &nbsp;&nbsp;10654 |
| ERP Operating LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9229 |
| ERP Operating LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
| ERP Operating LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;11851 | &nbsp;&nbsp;11500 |
| ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4688 |
| ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3208 |
| ERP Operating LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3038 | &nbsp;&nbsp;&nbsp;&nbsp;2369 |
| Essential Properties LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3468 |
| Essex Portfolio LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3728 |
| Essex Portfolio LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;4889 |
| Essex Portfolio LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9630 | &nbsp;&nbsp;&nbsp;&nbsp;9005 |
| Essex Portfolio LP | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2120 |
| Essex Portfolio LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
| Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7260 | &nbsp;&nbsp;&nbsp;&nbsp;6341 |
| Essex Portfolio LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2047 |
| Essex Portfolio LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9846 |
| Essex Portfolio LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6839 | &nbsp;&nbsp;&nbsp;&nbsp;5757 |
| Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4489 | &nbsp;&nbsp;&nbsp;&nbsp;2652 |
| Extra Space Storage LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;9527 |
| Extra Space Storage LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7882 |
| Extra Space Storage LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6230 | &nbsp;&nbsp;&nbsp;&nbsp;6100 |
| Extra Space Storage LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1914 |
| Extra Space Storage LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5289 |
| Extra Space Storage LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;2833 |
| Extra Space Storage LP | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5919 |
| Extra Space Storage LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;3755 |
| Extra Space Storage LP | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;7822 |
| Extra Space Storage LP | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;17822 | &nbsp;&nbsp;15130 |
| Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6697 |
| Extra Space Storage LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4473 | &nbsp;&nbsp;&nbsp;&nbsp;4505 |
| Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8720 | &nbsp;&nbsp;&nbsp;&nbsp;8767 |
| Federal Realty OP LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;4611 |
| Federal Realty OP LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4510 |
| Federal Realty OP LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3761 | &nbsp;&nbsp;&nbsp;&nbsp;3577 |
| Federal Realty OP LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1904 |
| Federal Realty OP LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;5572 |
| GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4870 |
| GLP Capital LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;6293 |
| GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;11294 |
| GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4716 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | GLP Capital LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8821 |
|  | GLP Capital LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;6212 |
|  | GLP Capital LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7978 |
|  | GLP Capital LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;8932 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3258 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;4413 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;3163 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;11908 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4940 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;12729 | &nbsp;&nbsp;12289 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;9660 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;5791 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10878 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;5925 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;1146 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;13850 | &nbsp;&nbsp;13602 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10046 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;11053 | &nbsp;&nbsp;&nbsp;&nbsp;9550 |
|  | Highwoods Realty LP | &nbsp;&nbsp;7.650% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;3686 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9574 | &nbsp;&nbsp;&nbsp;&nbsp;9035 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;17025 | &nbsp;&nbsp;15826 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4382 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6937 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7820 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;8219 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;1630 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2548 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6635 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3028 | &nbsp;&nbsp;&nbsp;&nbsp;3080 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;6615 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5309 | &nbsp;&nbsp;&nbsp;&nbsp;5144 |
|  | Jones Lang LaSalle Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5366 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2134 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;2872 |
|  | Kilroy Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;9071 |
|  | Kilroy Realty LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3097 |
|  | Kilroy Realty LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;11760 | &nbsp;&nbsp;&nbsp;&nbsp;9241 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;1893 | &nbsp;&nbsp;&nbsp;&nbsp;1855 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;15326 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3672 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2599 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7628 | &nbsp;&nbsp;&nbsp;&nbsp;6951 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;8974 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7749 | &nbsp;&nbsp;&nbsp;&nbsp;8431 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;5638 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;2898 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6021 | &nbsp;&nbsp;&nbsp;&nbsp;4373 |
|  | Kite Realty Group LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7830 |
|  | Kite Realty Group LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;7098 |
|  | Kite Realty Group LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2647 |
|  | Kite Realty Group LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3821 | &nbsp;&nbsp;&nbsp;&nbsp;3894 |
|  | Kite Realty Group Trust | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2991 |
| <sup>6</sup> | Ladder Capital Finance Holdings LLLP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2617 |
|  | LXP Industrial Trust | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3493 |
|  | LXP Industrial Trust | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2236 |
|  | LXP Industrial Trust | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5079 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8897 | &nbsp;&nbsp;&nbsp;&nbsp;8573 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;11338 | &nbsp;&nbsp;11221 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6285 | &nbsp;&nbsp;&nbsp;&nbsp;6204 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;4890 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4296 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;4293 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3525 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;3161 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
|  | National Health Investors Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7546 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2446 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1032 |
|  | NNN REIT Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp;&nbsp;&nbsp;4425 |
|  | NNN REIT Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;7636 |
| <sup>6</sup> | NNN REIT Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5073 |
|  | NNN REIT Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5942 |
|  | NNN REIT Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;1963 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8748 | &nbsp;&nbsp;&nbsp;&nbsp;5573 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;4955 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3081 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;8465 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3984 | &nbsp;&nbsp;&nbsp;&nbsp;4005 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7173 | &nbsp;&nbsp;&nbsp;&nbsp;6830 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5634 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;22979 | &nbsp;&nbsp;21013 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3881 |
|  | Phillips Edison Grocery Center Operating Partnership I LP | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6526 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;5723 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4846 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4637 | &nbsp;&nbsp;&nbsp;&nbsp;4157 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2501 |
|  | Prologis LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3779 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7829 |
|  | Prologis LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;2442 |
|  | Prologis LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8895 | &nbsp;&nbsp;&nbsp;&nbsp;9077 |
|  | Prologis LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2476 |
|  | Prologis LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;2012 |
|  | Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4026 |
|  | Prologis LP | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
|  | Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;14009 | &nbsp;&nbsp;12737 |
|  | Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;7907 |
|  | Prologis LP | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;6839 |
|  | Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1734 |
|  | Prologis LP | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;8377 | &nbsp;&nbsp;&nbsp;&nbsp;7154 |
|  | Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;5851 |
|  | Prologis LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;16700 | &nbsp;&nbsp;16631 |
|  | Prologis LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3797 | &nbsp;&nbsp;&nbsp;&nbsp;3845 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;14828 | &nbsp;&nbsp;14861 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp;2009 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6078 |
|  | Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2908 |
|  | Prologis LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;3133 |
|  | Prologis LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8089 | &nbsp;&nbsp;&nbsp;&nbsp;5252 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;11618 | &nbsp;&nbsp;&nbsp;&nbsp;6174 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/53 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;9578 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1932 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.094% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6458 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6575 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;6222 | &nbsp;&nbsp;&nbsp;&nbsp;5796 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5670 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.385% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;5677 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5883 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;7727 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4366 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;9928 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5878 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;9860 | &nbsp;&nbsp;&nbsp;&nbsp;9463 |
|  | Rayonier LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1769 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;10420 | &nbsp;&nbsp;10397 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5106 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4325 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5885 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;7633 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4735 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;3726 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9960 | &nbsp;&nbsp;10083 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4053 | &nbsp;&nbsp;&nbsp;&nbsp;3888 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2616 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;16600 | &nbsp;&nbsp;15744 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;6290 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;15696 | &nbsp;&nbsp;14699 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6547 | &nbsp;&nbsp;&nbsp;&nbsp;6082 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3570 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1203 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6129 |
|  | Realty Income Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;10486 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2492 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8970 | &nbsp;&nbsp;&nbsp;&nbsp;9074 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;7240 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;7155 | &nbsp;&nbsp;&nbsp;&nbsp;6224 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;4843 |
|  | Regency Centers LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;1199 |
|  | Regency Centers LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1371 |
|  | Regency Centers LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3977 | &nbsp;&nbsp;&nbsp;&nbsp;3762 |
|  | Regency Centers LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4832 |
|  | Regency Centers LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;11990 | &nbsp;&nbsp;12162 |
|  | Regency Centers LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;4727 |
|  | Regency Centers LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3655 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2623 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2613 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5142 |
|  | Sabra Health Care LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12517 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;8551 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3123 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1790 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;8531 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1250 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5328 | &nbsp;&nbsp;&nbsp;&nbsp;5319 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;10986 | &nbsp;&nbsp;10834 |
|  | Simon Property Group LP | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2394 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;17557 | &nbsp;&nbsp;17291 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4614 |
|  | Simon Property Group LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9669 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/13/29 | &nbsp;&nbsp;22561 | &nbsp;&nbsp;20963 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;10605 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6025 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;7279 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6607 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5981 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/26/34 | &nbsp;&nbsp;11235 | &nbsp;&nbsp;10937 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4526 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;1303 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2613 | &nbsp;&nbsp;&nbsp;&nbsp;2154 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3823 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/13/49 | &nbsp;&nbsp;14333 | &nbsp;&nbsp;&nbsp;&nbsp;9626 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;15450 | &nbsp;&nbsp;11435 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/8/53 | &nbsp;&nbsp;&nbsp;&nbsp;7333 | &nbsp;&nbsp;&nbsp;&nbsp;7339 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;6066 |
|  | Store Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;2173 |
|  | Store Capital LLC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10326 |
| <sup>8</sup> | Store Capital LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2782 |
|  | Store Capital LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1323 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;20574 | &nbsp;&nbsp;19534 |
|  | Tanger Properties LP | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4623 |
|  | Tanger Properties LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2564 |
|  | Tanger Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4386 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;7338 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5176 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;4975 |
|  | UDR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3188 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1242 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;&nbsp;&nbsp;7945 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3182 |
|  | UDR Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2525 |
|  | UDR Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3335 | &nbsp;&nbsp;&nbsp;&nbsp;2813 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;8937 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;2057 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;12985 | &nbsp;&nbsp;12866 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;3624 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| Ventas Realty LP | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5589 |
| Ventas Realty LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6705 |
| Ventas Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9383 |
| Ventas Realty LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 |
| Ventas Realty LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;9262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7571 |
| Ventas Realty LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
| VICI Properties LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6337 |
| VICI Properties LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10058 |
| VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11911 |
| VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;15645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15591 |
| VICI Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12774 |
| VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7047 |
| VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15654 |
| VICI Properties LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839 |
| Welltower OP LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;9262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055 |
| Welltower OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7637 |
| Welltower OP LLC | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2717 |
| Welltower OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;12145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12072 |
| Welltower OP LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3533 |
| Welltower OP LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520 |
| Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15309 |
| Welltower OP LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4358 |
| Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;12175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10870 |
| Welltower OP LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3978 |
| Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5644 |
| Welltower OP LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206 |
| Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
| Welltower OP LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 |
| Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11001 |
| Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 |
| Weyerhaeuser Co. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741 |
| Weyerhaeuser Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;9548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8541 |
| Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;4703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531 |
| WP Carey Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344 |
| WP Carey Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142 |
| WP Carey Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;13242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10786 |
|  |  |  |  | &nbsp;&nbsp;**2887682** |
| **Technology (2.2%)** | **Technology (2.2%)** | **Technology (2.2%)** | **Technology (2.2%)** | **Technology (2.2%)** |
| Accenture Capital Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/4/27 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12665 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/4/29 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12914 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/4/31 | &nbsp;&nbsp;25835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25569 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/4/34 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15565 |
| Adobe Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10501 |
| Adobe Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282 |
| Adobe Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6311 |
| Adobe Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7799 |
| Adobe Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12126 |
| Adobe Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7947 |
| Advanced Micro Devices Inc. | &nbsp;&nbsp;4.319% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433 |
| Advanced Micro Devices Inc. | &nbsp;&nbsp;3.924% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 |
| Amdocs Ltd. | &nbsp;&nbsp;2.538% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5522 |
| Analog Devices Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;5965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5915 |
| Analog Devices Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5569 |
| Analog Devices Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9669 |
| Analog Devices Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7415 |
| Analog Devices Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10683 |
| Analog Devices Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8738 |
| Analog Devices Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16734 |
| Analog Devices Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7796 |
| Apple Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/4/26 | &nbsp;&nbsp;24982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24559 |
| Apple Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;9/11/26 | &nbsp;&nbsp;60086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58705 |
| Apple Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
| Apple Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/11/27 | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35547 |
| Apple Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/12/27 | &nbsp;&nbsp;37855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37051 |
| Apple Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;2/8/28 | &nbsp;&nbsp;28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26885 |
| Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/28 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11037 |
| Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;11710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11734 |
| Apple Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/5/28 | &nbsp;&nbsp;12571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11649 |
| Apple Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;21280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19754 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Apple Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;4973 | &nbsp;&nbsp;&nbsp;&nbsp;5024 |
|  | Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/11/30 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;16477 |
|  | Apple Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7936 |
|  | Apple Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/20/30 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9544 |
|  | Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/8/31 | &nbsp;&nbsp;27800 | &nbsp;&nbsp;24275 |
|  | Apple Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/5/31 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;16517 |
|  | Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;6495 |
|  | Apple Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/8/32 | &nbsp;&nbsp;26800 | &nbsp;&nbsp;25282 |
|  | Apple Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/12/35 | &nbsp;&nbsp;14275 | &nbsp;&nbsp;14389 |
|  | Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;7069 | &nbsp;&nbsp;&nbsp;&nbsp;7043 |
|  | Apple Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/8/41 | &nbsp;&nbsp;24150 | &nbsp;&nbsp;16868 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/4/43 | &nbsp;&nbsp;34463 | &nbsp;&nbsp;28840 |
|  | Apple Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/9/45 | &nbsp;&nbsp;28078 | &nbsp;&nbsp;21781 |
|  | Apple Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/13/45 | &nbsp;&nbsp;30889 | &nbsp;&nbsp;27309 |
|  | Apple Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/23/46 | &nbsp;&nbsp;66300 | &nbsp;&nbsp;60622 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/4/46 | &nbsp;&nbsp;31680 | &nbsp;&nbsp;25647 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/47 | &nbsp;&nbsp;12824 | &nbsp;&nbsp;10109 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/13/47 | &nbsp;&nbsp;12160 | &nbsp;&nbsp;&nbsp;&nbsp;9585 |
|  | Apple Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/11/49 | &nbsp;&nbsp;24768 | &nbsp;&nbsp;16629 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;5/11/50 | &nbsp;&nbsp;37820 | &nbsp;&nbsp;23696 |
|  | Apple Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/20/50 | &nbsp;&nbsp;29726 | &nbsp;&nbsp;17597 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/8/51 | &nbsp;&nbsp;14368 | &nbsp;&nbsp;&nbsp;&nbsp;8926 |
|  | Apple Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/5/51 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;11263 |
|  | Apple Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/52 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;14731 |
|  | Apple Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;8/20/60 | &nbsp;&nbsp;11952 | &nbsp;&nbsp;&nbsp;&nbsp;6888 |
|  | Apple Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/8/61 | &nbsp;&nbsp;24665 | &nbsp;&nbsp;14598 |
|  | Apple Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/5/61 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;5987 |
|  | Apple Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/8/62 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1221 |
|  | Applied Materials Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;16988 |
|  | Applied Materials Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;5403 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;6665 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;10905 | &nbsp;&nbsp;11530 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9421 |
|  | Applied Materials Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8117 | &nbsp;&nbsp;&nbsp;&nbsp;5073 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;6253 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/21/29 | &nbsp;&nbsp;19188 | &nbsp;&nbsp;19502 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3518 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5884 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp;6072 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5848 |
|  | Autodesk Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4099 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;9634 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;13819 | &nbsp;&nbsp;12125 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;22883 | &nbsp;&nbsp;21521 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;4831 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;&nbsp;&nbsp;7883 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2938 |
|  | Avnet Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5195 |
|  | Avnet Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2505 |
|  | Block Financial LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1885 |
|  | Block Financial LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;6608 |
|  | Booz Allen Hamilton Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7997 |
|  | Broadcom Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;42704 | &nbsp;&nbsp;42438 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.459% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;48778 | &nbsp;&nbsp;48319 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;11636 | &nbsp;&nbsp;11809 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7545 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;5675 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;18370 | &nbsp;&nbsp;18637 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19917 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1973 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;67111 | &nbsp;&nbsp;67975 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/29 | &nbsp;&nbsp;18334 | &nbsp;&nbsp;18775 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8867 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;48100 | &nbsp;&nbsp;49146 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;23041 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;53750 | &nbsp;&nbsp;48062 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5752 | &nbsp;&nbsp;&nbsp;&nbsp;5917 |
| <sup>3</sup> | Broadcom Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;15790 | &nbsp;&nbsp;15645 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13480 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;13540 | &nbsp;&nbsp;13918 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Broadcom Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;26650 | &nbsp;&nbsp;25830 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;15400 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7904 | &nbsp;&nbsp;&nbsp;&nbsp;7159 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;39978 | &nbsp;&nbsp;35660 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9876 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.137% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;33750 | &nbsp;&nbsp;28469 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;11/15/36 | &nbsp;&nbsp;32100 | &nbsp;&nbsp;26608 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;25971 | &nbsp;&nbsp;25190 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;25343 | &nbsp;&nbsp;20050 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;15803 | &nbsp;&nbsp;11816 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7685 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;9626 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;3933 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/10/29 | &nbsp;&nbsp;16650 | &nbsp;&nbsp;16663 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;26850 | &nbsp;&nbsp;26520 |
|  | CDW LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8481 | &nbsp;&nbsp;&nbsp;&nbsp;8411 |
|  | CDW LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9169 | &nbsp;&nbsp;&nbsp;&nbsp;8691 |
|  | CDW LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3778 | &nbsp;&nbsp;&nbsp;&nbsp;3811 |
|  | CDW LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;3778 | &nbsp;&nbsp;&nbsp;&nbsp;3795 |
|  | CGI Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;11586 | &nbsp;&nbsp;11193 |
| <sup>8</sup> | CGI Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8790 |
|  | CGI Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;3985 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;15559 | &nbsp;&nbsp;15445 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;6467 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9367 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;3183 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/27 | &nbsp;&nbsp;23880 | &nbsp;&nbsp;24174 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;8184 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/29 | &nbsp;&nbsp;92470 | &nbsp;&nbsp;94737 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/24/30 | &nbsp;&nbsp;11780 | &nbsp;&nbsp;12042 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/26/31 | &nbsp;&nbsp;42991 | &nbsp;&nbsp;44217 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/24/32 | &nbsp;&nbsp;26051 | &nbsp;&nbsp;26692 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/26/34 | &nbsp;&nbsp;43352 | &nbsp;&nbsp;44373 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/24/35 | &nbsp;&nbsp;12159 | &nbsp;&nbsp;12445 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/39 | &nbsp;&nbsp;22966 | &nbsp;&nbsp;24720 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/40 | &nbsp;&nbsp;10142 | &nbsp;&nbsp;10471 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/26/54 | &nbsp;&nbsp;11775 | &nbsp;&nbsp;11412 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/24/55 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;6510 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/26/64 | &nbsp;&nbsp;12395 | &nbsp;&nbsp;11955 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;8/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;9098 | &nbsp;&nbsp;&nbsp;&nbsp;9548 |
|  | Corning Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2388 |
|  | Corning Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;8565 |
|  | Corning Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp;4532 |
|  | Corning Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1411 |
|  | Corning Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/68 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3090 |
|  | Corning Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/79 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;15337 |
|  | Dell Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5551 |
|  | Dell International LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;22585 | &nbsp;&nbsp;22690 |
|  | Dell International LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;22554 | &nbsp;&nbsp;23308 |
|  | Dell International LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;10490 | &nbsp;&nbsp;10743 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5268 | &nbsp;&nbsp;&nbsp;&nbsp;5331 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp;2870 |
|  | Dell International LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3669 |
|  | Dell International LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3486 | &nbsp;&nbsp;&nbsp;&nbsp;3542 |
|  | Dell International LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4868 | &nbsp;&nbsp;&nbsp;&nbsp;5206 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;23381 | &nbsp;&nbsp;23875 |
|  | Dell International LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;8692 |
|  | Dell International LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;28622 | &nbsp;&nbsp;27613 |
|  | Dell International LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;12914 | &nbsp;&nbsp;13044 |
|  | Dell International LLC | &nbsp;&nbsp;8.100% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;11118 | &nbsp;&nbsp;13385 |
|  | Dell International LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;7844 |
|  | Dell International LLC | &nbsp;&nbsp;8.350% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;7046 | &nbsp;&nbsp;&nbsp;&nbsp;8963 |
|  | Dell International LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;4634 |
|  | DXC Technology Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7537 |
|  | DXC Technology Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6418 |
|  | Equifax Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;31800 | &nbsp;&nbsp;32412 |
|  | Equifax Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3717 | &nbsp;&nbsp;&nbsp;&nbsp;3749 |
|  | Equifax Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10310 | &nbsp;&nbsp;&nbsp;&nbsp;9642 |
|  | Equifax Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9591 |

---

------

Total Bond Market II Index 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;1.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6998 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6320 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;14700 | &nbsp;&nbsp;12909 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10183 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;6615 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| Fiserv Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;20764 |
| Fiserv Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;13197 |
| Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/2/28 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20551 |
| Fiserv Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10943 |
| Fiserv Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;50226 | &nbsp;&nbsp;48361 |
| Fiserv Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12293 |
| Fiserv Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10081 |
| Fiserv Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/21/33 | &nbsp;&nbsp;21887 | &nbsp;&nbsp;22729 |
| Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;12010 | &nbsp;&nbsp;12281 |
| Fiserv Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/34 | &nbsp;&nbsp;15090 | &nbsp;&nbsp;15125 |
| Fiserv Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;22550 | &nbsp;&nbsp;18462 |
| Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9819 | &nbsp;&nbsp;&nbsp;&nbsp;9884 |
| Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4016 |
| Flex Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8087 |
| Fortinet Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4403 |
| Genpact Luxembourg Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4276 |
| Global Payments Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7789 |
| Global Payments Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;1118 |
| Global Payments Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;11060 | &nbsp;&nbsp;11048 |
| Global Payments Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2364 |
| Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10998 | &nbsp;&nbsp;10118 |
| Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;10260 |
| Global Payments Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9692 |
| Global Payments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;9635 | &nbsp;&nbsp;&nbsp;&nbsp;7140 |
| Global Payments Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8270 | &nbsp;&nbsp;&nbsp;&nbsp;7957 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/25/26 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12220 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;6056 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14352 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;23485 | &nbsp;&nbsp;23370 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;24650 | &nbsp;&nbsp;24547 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;42359 | &nbsp;&nbsp;41099 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/15/45 | &nbsp;&nbsp;13011 | &nbsp;&nbsp;13343 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;17557 | &nbsp;&nbsp;16201 |
| HP Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/27 | &nbsp;&nbsp;14610 | &nbsp;&nbsp;14261 |
| HP Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8599 |
| HP Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6850 |
| HP Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;10013 |
| HP Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15032 |
| HP Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/17/31 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9717 |
| HP Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;10345 | &nbsp;&nbsp;&nbsp;&nbsp;9885 |
| HP Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;14335 | &nbsp;&nbsp;14837 |
| HP Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;9247 |
| Hubbell Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;3343 |
| Hubbell Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;4553 |
| Hubbell Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2659 |
| IBM International Capital Pte. Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6059 |
| IBM International Capital Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;7692 | &nbsp;&nbsp;&nbsp;&nbsp;7186 |
| Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9304 |
| Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5427 |
| Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/28 | &nbsp;&nbsp;18490 | &nbsp;&nbsp;18732 |
| Intel Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/12/28 | &nbsp;&nbsp;10830 | &nbsp;&nbsp;&nbsp;&nbsp;9948 |
| Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/5/29 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15177 |
| Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;41000 | &nbsp;&nbsp;37488 |
| Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13290 |
| Intel Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/25/30 | &nbsp;&nbsp;23505 | &nbsp;&nbsp;22785 |
| Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/32 | &nbsp;&nbsp;17600 | &nbsp;&nbsp;16689 |
| Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;12836 |
| Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/33 | &nbsp;&nbsp;34933 | &nbsp;&nbsp;35228 |
| Intel Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;3274 | &nbsp;&nbsp;&nbsp;&nbsp;2876 |
| Intel Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;5373 |
| Intel Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;12072 | &nbsp;&nbsp;10533 |
| Intel Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;10903 | &nbsp;&nbsp;&nbsp;&nbsp;8753 |
| Intel Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3797 |
| Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/29/45 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;15728 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;4.100% | &nbsp;&nbsp;5/19/46 | &nbsp;&nbsp;21725 | &nbsp;&nbsp;16310 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/47 | &nbsp;&nbsp;19850 | &nbsp;&nbsp;13978 |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;44204 | &nbsp;&nbsp;27971 |
|  | Intel Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/25/50 | &nbsp;&nbsp;11259 | &nbsp;&nbsp;&nbsp;&nbsp;9176 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;4337 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/5/52 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;20662 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/53 | &nbsp;&nbsp;33686 | &nbsp;&nbsp;31320 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/54 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9162 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/60 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;5654 |
|  | Intel Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/12/61 | &nbsp;&nbsp;17900 | &nbsp;&nbsp;10154 |
|  | Intel Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/5/62 | &nbsp;&nbsp;17696 | &nbsp;&nbsp;14402 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/63 | &nbsp;&nbsp;13365 | &nbsp;&nbsp;12563 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;15092 | &nbsp;&nbsp;14430 |
|  | International Business Machines Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;2056 |
|  | International Business Machines Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/6/28 | &nbsp;&nbsp;22980 | &nbsp;&nbsp;23186 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/10/28 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14565 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;29255 | &nbsp;&nbsp;28430 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11481 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;32620 | &nbsp;&nbsp;29097 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/10/32 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14692 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/6/33 | &nbsp;&nbsp;24285 | &nbsp;&nbsp;24384 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/35 | &nbsp;&nbsp;22802 | &nbsp;&nbsp;23131 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;10697 | &nbsp;&nbsp;&nbsp;&nbsp;9422 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;10810 | &nbsp;&nbsp;&nbsp;&nbsp;7980 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/42 | &nbsp;&nbsp;21966 | &nbsp;&nbsp;18192 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;40865 | &nbsp;&nbsp;32922 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;12255 | &nbsp;&nbsp;&nbsp;&nbsp;7801 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/27/52 | &nbsp;&nbsp;&nbsp;&nbsp;7054 | &nbsp;&nbsp;&nbsp;&nbsp;6250 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/6/53 | &nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;8638 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/55 | &nbsp;&nbsp;30679 | &nbsp;&nbsp;30338 |
|  | Intuit Inc. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4266 |
|  | Intuit Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8391 |
|  | Intuit Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10350 |
|  | Intuit Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13392 |
|  | Jabil Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5937 |
|  | Jabil Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;5802 |
|  | Jabil Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;9576 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;&nbsp;&nbsp;8772 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;4869 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;8680 | &nbsp;&nbsp;&nbsp;&nbsp;8639 |
|  | KLA Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;11041 | &nbsp;&nbsp;11029 |
|  | KLA Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5029 |
|  | KLA Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;4745 |
|  | KLA Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;25025 | &nbsp;&nbsp;17347 |
|  | KLA Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;12460 | &nbsp;&nbsp;11341 |
|  | KLA Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;8080 | &nbsp;&nbsp;&nbsp;&nbsp;7567 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4345 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6049 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;4533 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;11580 | &nbsp;&nbsp;11503 |
|  | Lam Research Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;10394 | &nbsp;&nbsp;&nbsp;&nbsp;9277 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;11046 | &nbsp;&nbsp;10065 |
|  | Lam Research Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;19600 | &nbsp;&nbsp;12646 |
|  | Lam Research Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;3054 |
|  | Leidos Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
|  | Leidos Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;32955 | &nbsp;&nbsp;28849 |
|  | Leidos Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5512 | &nbsp;&nbsp;&nbsp;&nbsp;5750 |
|  | Leidos Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5279 | &nbsp;&nbsp;&nbsp;&nbsp;5359 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6653 |
| <sup>3</sup> | Marvell Technology Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;5708 | &nbsp;&nbsp;&nbsp;&nbsp;5777 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4865 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3415 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4130 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9510 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;44082 | &nbsp;&nbsp;44766 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7254 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| Micron Technology Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8218 |
| Micron Technology Inc. | &nbsp;&nbsp;5.327% | &nbsp;&nbsp;2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;6091 |
| Micron Technology Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;15981 | &nbsp;&nbsp;17276 |
| Micron Technology Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;8149 |
| Micron Technology Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2917 |
| Micron Technology Inc. | &nbsp;&nbsp;2.703% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;11250 | &nbsp;&nbsp;&nbsp;&nbsp;9781 |
| Micron Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;10056 | &nbsp;&nbsp;10484 |
| Micron Technology Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;21220 | &nbsp;&nbsp;21922 |
| Micron Technology Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;10459 |
| Micron Technology Inc. | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;8821 |
| Micron Technology Inc. | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;2210 |
| Microsoft Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;41560 | &nbsp;&nbsp;40862 |
| Microsoft Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7950 |
| Microsoft Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;51038 | &nbsp;&nbsp;50532 |
| Microsoft Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1689 |
| Microsoft Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3326 |
| Microsoft Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;23825 | &nbsp;&nbsp;22259 |
| Microsoft Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;46559 | &nbsp;&nbsp;41811 |
| Microsoft Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;12172 | &nbsp;&nbsp;11627 |
| Microsoft Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2024 |
| Microsoft Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp;33025 | &nbsp;&nbsp;26588 |
| Microsoft Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;8091 |
| Microsoft Corp. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;102192 | &nbsp;&nbsp;63177 |
| Microsoft Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;9877 |
| Microsoft Corp. | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;62454 | &nbsp;&nbsp;41433 |
| Microsoft Corp. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;86288 | &nbsp;&nbsp;50979 |
| Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5385 |
| Moody's Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4001 |
| Moody's Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;31750 | &nbsp;&nbsp;27554 |
| Moody's Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4229 |
| Moody's Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;5254 |
| Moody's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3568 |
| Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2171 |
| Moody's Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3717 |
| Moody's Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/29/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;5202 |
| Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9917 | &nbsp;&nbsp;&nbsp;&nbsp;9986 |
| Motorola Solutions Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1678 |
| Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7339 |
| Motorola Solutions Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;6901 |
| Motorola Solutions Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7554 |
| Motorola Solutions Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5121 |
| Motorola Solutions Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4370 |
| Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2746 |
| Motorola Solutions Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;10453 |
| Motorola Solutions Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;5376 |
| NetApp Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3846 |
| NetApp Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;19176 | &nbsp;&nbsp;17515 |
| NetApp Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9678 | &nbsp;&nbsp;&nbsp;&nbsp;9982 |
| NetApp Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8727 | &nbsp;&nbsp;&nbsp;&nbsp;8964 |
| Nokia OYJ | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5445 |
| Nordson Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
| Nordson Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6153 |
| Nordson Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4987 | &nbsp;&nbsp;&nbsp;&nbsp;5275 |
| NVIDIA Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;12155 | &nbsp;&nbsp;12045 |
| NVIDIA Corp. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;12162 |
| NVIDIA Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;14018 | &nbsp;&nbsp;13294 |
| NVIDIA Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;11533 |
| NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;9095 |
| NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;34760 | &nbsp;&nbsp;25989 |
| NVIDIA Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;2577 |
| NXP BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7834 |
| NXP BV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5163 |
| NXP BV | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;17830 |
| NXP BV | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;11240 | &nbsp;&nbsp;10642 |
| NXP BV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;14122 |
| NXP BV | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;18910 | &nbsp;&nbsp;16444 |
| NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;9998 |
| Oracle Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;57410 | &nbsp;&nbsp;56367 |
| Oracle Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;35411 | &nbsp;&nbsp;34515 |
| Oracle Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;40043 | &nbsp;&nbsp;38017 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;4.500% | &nbsp;&nbsp;5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;2756 | &nbsp;&nbsp;&nbsp;&nbsp;2771 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/28 | &nbsp;&nbsp;14325 | &nbsp;&nbsp;14558 |
| <sup>3</sup> | Oracle Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/27/29 | &nbsp;&nbsp;23784 | &nbsp;&nbsp;23611 |
|  | Oracle Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/9/29 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;13552 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;40649 | &nbsp;&nbsp;37936 |
|  | Oracle Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9443 |
|  | Oracle Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;57370 | &nbsp;&nbsp;52305 |
|  | Oracle Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/3/32 | &nbsp;&nbsp;18338 | &nbsp;&nbsp;18814 |
|  | Oracle Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/9/32 | &nbsp;&nbsp;16900 | &nbsp;&nbsp;18279 |
|  | Oracle Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6816 |
|  | Oracle Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/8/34 | &nbsp;&nbsp;30283 | &nbsp;&nbsp;28731 |
|  | Oracle Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/27/34 | &nbsp;&nbsp;19135 | &nbsp;&nbsp;18581 |
|  | Oracle Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;15600 | &nbsp;&nbsp;14067 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/3/35 | &nbsp;&nbsp;30956 | &nbsp;&nbsp;31643 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;16490 | &nbsp;&nbsp;14497 |
|  | Oracle Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;8896 |
|  | Oracle Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2179 | &nbsp;&nbsp;&nbsp;&nbsp;2369 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;5351 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;24870 | &nbsp;&nbsp;19905 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/40 | &nbsp;&nbsp;40800 | &nbsp;&nbsp;39831 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/41 | &nbsp;&nbsp;28908 | &nbsp;&nbsp;22754 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/8/44 | &nbsp;&nbsp;11844 | &nbsp;&nbsp;&nbsp;&nbsp;9980 |
|  | Oracle Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;21375 | &nbsp;&nbsp;16984 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;35033 | &nbsp;&nbsp;27016 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;6350 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;70020 | &nbsp;&nbsp;48935 |
|  | Oracle Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/25/51 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;8706 |
|  | Oracle Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;11/9/52 | &nbsp;&nbsp;22255 | &nbsp;&nbsp;24747 |
|  | Oracle Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/6/53 | &nbsp;&nbsp;35895 | &nbsp;&nbsp;33711 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/27/54 | &nbsp;&nbsp;23016 | &nbsp;&nbsp;21011 |
|  | Oracle Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/3/55 | &nbsp;&nbsp;23107 | &nbsp;&nbsp;23071 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/60 | &nbsp;&nbsp;48674 | &nbsp;&nbsp;33541 |
|  | Oracle Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/61 | &nbsp;&nbsp;15225 | &nbsp;&nbsp;10984 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/27/64 | &nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;7745 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/3/65 | &nbsp;&nbsp;35044 | &nbsp;&nbsp;35051 |
|  | Paychex Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;16300 | &nbsp;&nbsp;16691 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;21050 | &nbsp;&nbsp;21609 |
|  | Paychex Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;12510 | &nbsp;&nbsp;12930 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;15300 | &nbsp;&nbsp;15025 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;2747 | &nbsp;&nbsp;&nbsp;&nbsp;2770 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;21109 | &nbsp;&nbsp;19924 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;15243 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;33445 | &nbsp;&nbsp;33930 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp;&nbsp;&nbsp;4331 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;17006 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8418 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4583 |
|  | Qorvo Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8750 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15309 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;5/20/28 | &nbsp;&nbsp;19868 | &nbsp;&nbsp;18463 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;5/20/30 | &nbsp;&nbsp;14485 | &nbsp;&nbsp;13175 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;34598 | &nbsp;&nbsp;28766 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2632 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;8092 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/35 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15110 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/20/45 | &nbsp;&nbsp;18120 | &nbsp;&nbsp;16509 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/47 | &nbsp;&nbsp;15420 | &nbsp;&nbsp;12930 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;6840 | &nbsp;&nbsp;&nbsp;&nbsp;4706 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/52 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9307 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/53 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12620 |
|  | Quanta Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/9/27 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;13917 |
|  | Quanta Services Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;&nbsp;&nbsp;8326 |
|  | Quanta Services Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8198 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/29 | &nbsp;&nbsp;14177 | &nbsp;&nbsp;14072 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;3516 | &nbsp;&nbsp;&nbsp;&nbsp;3563 |
|  | RELX Capital Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;5598 | &nbsp;&nbsp;&nbsp;&nbsp;5275 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;5360 |
|  | RELX Capital Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp;&nbsp;2820 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;11559 | &nbsp;&nbsp;11468 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Roper Technologies Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;17709 | &nbsp;&nbsp;16664 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;7206 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;10295 | &nbsp;&nbsp;&nbsp;&nbsp;9725 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4808 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;13776 | &nbsp;&nbsp;12244 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2380 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11252 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5839 |
|  | S&P Global Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8865 | &nbsp;&nbsp;&nbsp;&nbsp;8991 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13271 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4930 |
|  | S&P Global Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6373 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14536 |
|  | S&P Global Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15573 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;4579 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;7820 | &nbsp;&nbsp;&nbsp;&nbsp;5897 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;4056 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;4135 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/11/28 | &nbsp;&nbsp;17050 | &nbsp;&nbsp;16939 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;10688 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;18408 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;7/15/41 | &nbsp;&nbsp;14930 | &nbsp;&nbsp;10728 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;22073 | &nbsp;&nbsp;14111 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;7/15/61 | &nbsp;&nbsp;14205 | &nbsp;&nbsp;&nbsp;&nbsp;8682 |
|  | ServiceNow Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;15600 | &nbsp;&nbsp;13515 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8368 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp;&nbsp;&nbsp;3455 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp;4632 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4181 | &nbsp;&nbsp;&nbsp;&nbsp;4240 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;51186 | &nbsp;&nbsp;51838 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;20405 | &nbsp;&nbsp;20570 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;17403 | &nbsp;&nbsp;17296 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4837 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5630 |
|  | Teledyne FLIR LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4073 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5316 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;7497 | &nbsp;&nbsp;&nbsp;&nbsp;7319 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10155 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/4/29 | &nbsp;&nbsp;29906 | &nbsp;&nbsp;27761 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7887 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3404 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/14/33 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14317 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;10158 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;16533 | &nbsp;&nbsp;13620 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2424 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;2970 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/53 | &nbsp;&nbsp;13262 | &nbsp;&nbsp;12229 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/8/54 | &nbsp;&nbsp;&nbsp;&nbsp;8654 | &nbsp;&nbsp;&nbsp;&nbsp;8160 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/18/63 | &nbsp;&nbsp;18733 | &nbsp;&nbsp;17203 |
| <sup>3</sup> | TR Finance LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3114 |
| <sup>3</sup> | TR Finance LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4111 | &nbsp;&nbsp;&nbsp;&nbsp;4222 |
| <sup>3</sup> | TR Finance LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2674 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;13050 | &nbsp;&nbsp;12624 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;6691 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5672 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;24400 | &nbsp;&nbsp;21898 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3297 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;8117 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/25/51 | &nbsp;&nbsp;16850 | &nbsp;&nbsp;12153 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;8902 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;10090 | &nbsp;&nbsp;10023 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/5/34 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10457 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6608 | &nbsp;&nbsp;&nbsp;&nbsp;6644 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;9911 |
|  | VMware LLC | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15481 |
|  | VMware LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;17100 |
|  | VMware LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/21/27 | &nbsp;&nbsp;27579 | &nbsp;&nbsp;27355 |
|  | VMware LLC | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7401 |
|  | VMware LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;11254 | &nbsp;&nbsp;11300 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;16300 | &nbsp;&nbsp;14144 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Western Digital Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733 |
|  | Western Digital Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4872 |
|  | Workday Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;14875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14688 |
|  | Workday Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3126 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;10512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9881 |
|  | Xilinx Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7605 |
|  |  |  |  |  | &nbsp;&nbsp;**7044685** |
| **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9235 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5168 |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8841 |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4394 |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4179 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;4071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3598 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;9090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 |
| <sup>3</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387 |
| <sup>3</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3172 |
| <sup>3</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5042 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18400 |
|  | AES Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10928 |
|  | AES Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;11944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12127 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17518 |
| <sup>3</sup> | Alabama Power Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7628 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6385 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.940% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;11365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10895 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6394 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/2/35 | &nbsp;&nbsp;11818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11913 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;5742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6171 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5337 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/2/46 | &nbsp;&nbsp;14950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12510 |
| <sup>3</sup> | Alabama Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;12473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8860 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/15/51 | &nbsp;&nbsp;13924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9290 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315 |
|  | Ameren Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;3065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116 |
|  | Ameren Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782 |
|  | Ameren Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 |
|  | Ameren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7230 |
|  | Ameren Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;27572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26051 |
|  | Ameren Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;15677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15777 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4839 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8284 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;8836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6661 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2202 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8739 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;4007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5819 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 |
| <sup>3</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;14094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14101 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2821 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4244 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3711 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;13439 | &nbsp;&nbsp;13983 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;2317 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;9516 |
| <sup>3</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9851 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7529 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10732 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;&nbsp;6908 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2790 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13184 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2173 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7610 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;24703 | &nbsp;&nbsp;25028 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/47 | &nbsp;&nbsp;11935 | &nbsp;&nbsp;&nbsp;&nbsp;9061 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5293 | &nbsp;&nbsp;&nbsp;&nbsp;4258 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;3837 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;6411 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10786 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;8524 | &nbsp;&nbsp;&nbsp;&nbsp;8311 |
|  | Appalachian Power Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;10752 | &nbsp;&nbsp;11963 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8395 | &nbsp;&nbsp;&nbsp;&nbsp;6823 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2533 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1291 | &nbsp;&nbsp;&nbsp;&nbsp;1043 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5129 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2801 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;14446 | &nbsp;&nbsp;15582 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;11840 | &nbsp;&nbsp;12126 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5311 | &nbsp;&nbsp;&nbsp;&nbsp;5480 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;1374 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2457 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;1676 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2093 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3269 | &nbsp;&nbsp;&nbsp;&nbsp;2218 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;5873 |
|  | Atlantic City Electric Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3101 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5687 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4447 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4700 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;10462 |
| <sup>3</sup> | Atmos Energy Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4252 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;4696 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;2882 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;1787 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;9304 | &nbsp;&nbsp;&nbsp;&nbsp;5745 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6003 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;12549 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;8638 | &nbsp;&nbsp;&nbsp;&nbsp;7847 |
|  | Avangrid Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3808 |
|  | Avista Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;6729 |
|  | Avista Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2948 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8436 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5333 |
| <sup>3</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;&nbsp;&nbsp;7699 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12554 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;3551 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
| <sup>3</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;3366 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2711 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4168 | &nbsp;&nbsp;&nbsp;&nbsp;2609 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;18475 | &nbsp;&nbsp;15455 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;7887 | &nbsp;&nbsp;&nbsp;&nbsp;7523 |
| <sup>3</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;9868 | &nbsp;&nbsp;&nbsp;&nbsp;9780 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;9656 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;31912 | &nbsp;&nbsp;27192 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;18300 | &nbsp;&nbsp;19678 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3292 | &nbsp;&nbsp;&nbsp;&nbsp;3507 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;11875 | &nbsp;&nbsp;11173 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;4713 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;11148 | &nbsp;&nbsp;&nbsp;&nbsp;8416 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4006 | &nbsp;&nbsp;&nbsp;&nbsp;3313 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;25738 | &nbsp;&nbsp;20575 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;16845 | &nbsp;&nbsp;10333 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;3555 |
|  | Black Hills Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;3303 |
|  | Black Hills Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2590 |
|  | Black Hills Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8905 | &nbsp;&nbsp;&nbsp;&nbsp;8337 |
|  | Black Hills Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4498 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/33 | &nbsp;&nbsp;11245 | &nbsp;&nbsp;10588 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp;&nbsp;&nbsp;9222 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2524 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9681 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4125 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4389 | &nbsp;&nbsp;&nbsp;&nbsp;4468 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3641 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3617 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2448 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6279 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9506 | &nbsp;&nbsp;&nbsp;&nbsp;9599 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;7947 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2468 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1305 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6279 | &nbsp;&nbsp;&nbsp;&nbsp;5075 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;5184 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4193 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;2625 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5521 | &nbsp;&nbsp;&nbsp;&nbsp;4942 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2275 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;13470 | &nbsp;&nbsp;13937 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;6731 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2677 |
| <sup>3</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6963 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;16425 | &nbsp;&nbsp;16607 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4608 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;6984 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/32 | &nbsp;&nbsp;18697 | &nbsp;&nbsp;18184 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1632 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2744 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;6864 |
|  | Cleveland Electric Illuminating Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4539 | &nbsp;&nbsp;&nbsp;&nbsp;4723 |
|  | CMS Energy Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;2922 |
|  | CMS Energy Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;7324 |
| <sup>3</sup> | CMS Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7348 |
|  | CMS Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1797 |
|  | CMS Energy Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;3363 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3000 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;11173 | &nbsp;&nbsp;11037 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5466 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2519 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2471 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;4283 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;4161 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2198 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;4361 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;5497 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1708 | &nbsp;&nbsp;&nbsp;&nbsp;1297 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4549 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5274 | &nbsp;&nbsp;&nbsp;&nbsp;4110 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;5762 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;7782 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4643 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;14230 | &nbsp;&nbsp;10694 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3319 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2233 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;23225 | &nbsp;&nbsp;24057 |
| <sup>3</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5128 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8443 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3002 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;1126 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;4594 |
| <sup>3</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;3810 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;11855 | &nbsp;&nbsp;&nbsp;&nbsp;9335 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1144 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1487 | &nbsp;&nbsp;&nbsp;&nbsp;1455 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3171 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;14292 | &nbsp;&nbsp;12822 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;10121 | &nbsp;&nbsp;10429 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;17694 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1292 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2101 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;14432 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/36 | &nbsp;&nbsp;10765 | &nbsp;&nbsp;11333 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3014 | &nbsp;&nbsp;&nbsp;&nbsp;3241 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;9691 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;8649 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5684 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;9577 | &nbsp;&nbsp;&nbsp;&nbsp;7788 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;8646 | &nbsp;&nbsp;&nbsp;&nbsp;7457 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;7732 | &nbsp;&nbsp;&nbsp;&nbsp;6610 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4247 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;17025 | &nbsp;&nbsp;13069 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6391 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4781 | &nbsp;&nbsp;&nbsp;&nbsp;3764 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;10406 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9821 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15761 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4210 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1232 | &nbsp;&nbsp;&nbsp;&nbsp;1195 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;5843 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/58 | &nbsp;&nbsp;22972 | &nbsp;&nbsp;18657 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;5197 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;3521 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7704 | &nbsp;&nbsp;&nbsp;&nbsp;7971 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;19200 | &nbsp;&nbsp;20310 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;5066 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7658 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;9048 | &nbsp;&nbsp;&nbsp;&nbsp;8876 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;16140 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7364 | &nbsp;&nbsp;&nbsp;&nbsp;7230 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2532 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2974 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7864 | &nbsp;&nbsp;&nbsp;&nbsp;8035 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4551 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp;&nbsp;&nbsp;8215 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1755 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;8029 | &nbsp;&nbsp;&nbsp;&nbsp;7461 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4455 |
|  | Consumers Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;11200 | &nbsp;&nbsp;11281 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;13680 | &nbsp;&nbsp;11182 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;2434 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2344 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4306 | &nbsp;&nbsp;&nbsp;&nbsp;3449 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4567 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2276 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;6848 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;8082 | &nbsp;&nbsp;&nbsp;&nbsp;5967 |
|  | Consumers Energy Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;3436 |
|  | Delmarva Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;4449 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9482 |

---

------

Total Bond Market II Index 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> | Dominion Energy Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3957 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4558 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6624 | &nbsp;&nbsp;&nbsp;&nbsp;6614 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;19524 | &nbsp;&nbsp;18564 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5102 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2623 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;6270 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14779 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;8758 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6042 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;5962 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7360 | &nbsp;&nbsp;&nbsp;&nbsp;7740 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5564 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/41 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;7456 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/1/41 | &nbsp;&nbsp;10135 | &nbsp;&nbsp;&nbsp;&nbsp;9150 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5214 | &nbsp;&nbsp;&nbsp;&nbsp;4137 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;2890 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2543 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7426 | &nbsp;&nbsp;&nbsp;&nbsp;6283 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6771 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;12010 |
| <sup>3</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3066 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2794 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2357 |
| <sup>3</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2811 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;9086 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1507 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5458 | &nbsp;&nbsp;&nbsp;&nbsp;4844 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;7026 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;8009 | &nbsp;&nbsp;&nbsp;&nbsp;7180 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2114 | &nbsp;&nbsp;&nbsp;&nbsp;2139 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6039 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;20951 | &nbsp;&nbsp;19156 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;7261 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;21785 | &nbsp;&nbsp;22396 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;16114 | &nbsp;&nbsp;16466 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10695 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;1612 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1355 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6927 | &nbsp;&nbsp;&nbsp;&nbsp;5269 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;6903 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;2901 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;5561 | &nbsp;&nbsp;&nbsp;&nbsp;5432 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;26100 | &nbsp;&nbsp;26767 |
|  | DTE Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;33494 | &nbsp;&nbsp;32896 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1366 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;4755 |
| <sup>3</sup> | DTE Energy Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;16552 | &nbsp;&nbsp;15889 |
|  | DTE Energy Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6781 | &nbsp;&nbsp;&nbsp;&nbsp;6942 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;24576 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6988 |
| <sup>3</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3694 | &nbsp;&nbsp;&nbsp;&nbsp;3898 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5593 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5637 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4269 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5563 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4491 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;7226 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;26480 | &nbsp;&nbsp;26927 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7988 |
| <sup>3</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6491 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1624 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;6594 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;9590 | &nbsp;&nbsp;&nbsp;&nbsp;9584 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;11805 | &nbsp;&nbsp;10111 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/30/42 | &nbsp;&nbsp;11370 | &nbsp;&nbsp;&nbsp;&nbsp;9389 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;19224 | &nbsp;&nbsp;14978 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;4609 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;9613 | &nbsp;&nbsp;&nbsp;&nbsp;7510 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;11715 | &nbsp;&nbsp;&nbsp;&nbsp;7928 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3893 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;6463 | &nbsp;&nbsp;&nbsp;&nbsp;6196 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19258 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11358 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1606 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;9920 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;5019 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13428 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;13450 | &nbsp;&nbsp;12957 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13615 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;12833 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;15331 | &nbsp;&nbsp;15003 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15778 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3830 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1243 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;9966 | &nbsp;&nbsp;&nbsp;&nbsp;8629 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/46 | &nbsp;&nbsp;12809 | &nbsp;&nbsp;&nbsp;&nbsp;9474 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;13187 | &nbsp;&nbsp;&nbsp;&nbsp;9906 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;10234 | &nbsp;&nbsp;&nbsp;&nbsp;7939 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;4874 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2754 | &nbsp;&nbsp;&nbsp;&nbsp;2415 |
|  | Duke Energy Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8451 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;21011 | &nbsp;&nbsp;20548 |
|  | Duke Energy Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6501 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/82 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;11425 | &nbsp;&nbsp;11280 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;4784 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;23057 | &nbsp;&nbsp;21406 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6269 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;1539 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3575 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5656 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6459 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;1906 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;2849 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;9043 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;12595 | &nbsp;&nbsp;12940 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;9595 | &nbsp;&nbsp;10217 |
| <sup>3</sup> | Duke Energy Florida Project Finance LLC | &nbsp;&nbsp;2.538% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2159 | &nbsp;&nbsp;&nbsp;&nbsp;2065 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2043 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2912 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;4061 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;1061 |
| <sup>3</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;4520 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;15440 | &nbsp;&nbsp;11732 |
| <sup>3</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;5186 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8172 | &nbsp;&nbsp;&nbsp;&nbsp;5019 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1696 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;7127 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2432 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7583 | &nbsp;&nbsp;&nbsp;&nbsp;7799 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1854 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4766 | &nbsp;&nbsp;&nbsp;&nbsp;3541 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;4663 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp;2971 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2931 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;3504 | &nbsp;&nbsp;&nbsp;&nbsp;3522 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5582 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;12912 | &nbsp;&nbsp;12577 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;10774 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7843 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11164 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;25222 | &nbsp;&nbsp;25345 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;4579 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;4516 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6345 | &nbsp;&nbsp;&nbsp;&nbsp;5242 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;5229 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3126 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;2823 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3169 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2064 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1399 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;10923 | &nbsp;&nbsp;&nbsp;&nbsp;6806 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3064 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;1327 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;10896 | &nbsp;&nbsp;10657 |
| <sup>3</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;1.295% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp;1763 |
| <sup>3</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.387% | &nbsp;&nbsp;7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;2832 |
| <sup>3</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.799% | &nbsp;&nbsp;7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;2580 |
| <sup>8</sup> | East Ohio Gas Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
|  | Edison International | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16114 |
|  | Edison International | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;1590 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14340 |
|  | Edison International | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;11892 |
|  | Edison International | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6445 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2339 | &nbsp;&nbsp;&nbsp;&nbsp;2217 |
|  | El Paso Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | El Paso Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2805 |
|  | Emera US Finance LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;16925 | &nbsp;&nbsp;14063 |
|  | Enel Americas SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;4115 | &nbsp;&nbsp;&nbsp;&nbsp;4086 |
|  | Enel Chile SA | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;10875 | &nbsp;&nbsp;10916 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1994 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1536 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7365 | &nbsp;&nbsp;&nbsp;&nbsp;7584 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4668 | &nbsp;&nbsp;&nbsp;&nbsp;3721 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;13359 | &nbsp;&nbsp;&nbsp;&nbsp;7834 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3347 |
|  | Entergy Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8752 |
|  | Entergy Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6547 |
|  | Entergy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9541 | &nbsp;&nbsp;&nbsp;&nbsp;8811 |
|  | Entergy Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;6677 |
|  | Entergy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9319 | &nbsp;&nbsp;&nbsp;&nbsp;6639 |
|  | Entergy Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13969 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;4141 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5476 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4586 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2769 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;5588 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;15099 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;12845 | &nbsp;&nbsp;12125 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3950 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5706 | &nbsp;&nbsp;&nbsp;&nbsp;4185 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;4721 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;9306 | &nbsp;&nbsp;&nbsp;&nbsp;7416 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;4917 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6738 | &nbsp;&nbsp;&nbsp;&nbsp;4175 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;12140 | &nbsp;&nbsp;10488 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5612 | &nbsp;&nbsp;&nbsp;&nbsp;5538 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10261 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7930 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;7814 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;5894 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5361 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;6852 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp;&nbsp;&nbsp;4899 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5175 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;2054 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2719 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;3929 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1979 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;10196 | &nbsp;&nbsp;10308 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.566% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8836 | &nbsp;&nbsp;&nbsp;&nbsp;8566 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Essential Utilities Inc. | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5528 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5080 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.276% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3376 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.351% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3304 |
|  | Evergy Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;21145 |
|  | Evergy Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5935 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6139 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4423 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1213 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;4288 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;3322 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3196 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3135 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8096 | &nbsp;&nbsp;&nbsp;&nbsp;5622 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2656 | &nbsp;&nbsp;&nbsp;&nbsp;2617 |
| <sup>3</sup> | Evergy Metro Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2979 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3996 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13284 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;3224 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;5255 | &nbsp;&nbsp;&nbsp;&nbsp;4203 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2390 |
| <sup>8</sup> | Evergy Missouri West Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3323 |
|  | Eversource Energy | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;6667 | &nbsp;&nbsp;&nbsp;&nbsp;6727 |
|  | Eversource Energy | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2343 |
|  | Eversource Energy | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5024 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;8618 |
|  | Eversource Energy | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;13542 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;10205 | &nbsp;&nbsp;10116 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9510 | &nbsp;&nbsp;&nbsp;&nbsp;8255 |
|  | Eversource Energy | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3117 |
|  | Eversource Energy | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;16500 | &nbsp;&nbsp;17369 |
|  | Eversource Energy | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;13211 |
|  | Eversource Energy | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;17499 |
|  | Eversource Energy | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/1/34 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12737 |
|  | Eversource Energy | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;10850 | &nbsp;&nbsp;&nbsp;&nbsp;7610 |
|  | Exelon Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7417 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9162 | &nbsp;&nbsp;&nbsp;&nbsp;9367 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8210 |
|  | Exelon Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;13251 | &nbsp;&nbsp;13043 |
|  | Exelon Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4814 | &nbsp;&nbsp;&nbsp;&nbsp;4934 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp;&nbsp;&nbsp;3253 |
|  | Exelon Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;14955 | &nbsp;&nbsp;15364 |
| <sup>3</sup> | Exelon Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp;9516 |
|  | Exelon Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;4507 |
|  | Exelon Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2661 |
|  | Exelon Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1122 |
|  | Exelon Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1182 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3069 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;19058 | &nbsp;&nbsp;18318 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;6353 | &nbsp;&nbsp;&nbsp;&nbsp;6344 |
|  | Exelon Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;8915 | &nbsp;&nbsp;&nbsp;&nbsp;9067 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;15545 | &nbsp;&nbsp;15372 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8429 | &nbsp;&nbsp;&nbsp;&nbsp;7740 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;13416 | &nbsp;&nbsp;11909 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9356 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;6586 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7354 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3315 |
| <sup>3</sup> | Florida Power & Light Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2289 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;12255 | &nbsp;&nbsp;12556 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5292 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6572 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9125 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/3/32 | &nbsp;&nbsp;21895 | &nbsp;&nbsp;19338 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13297 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4613 | &nbsp;&nbsp;&nbsp;&nbsp;4629 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;2062 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4457 | &nbsp;&nbsp;&nbsp;&nbsp;4595 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3379 | &nbsp;&nbsp;&nbsp;&nbsp;3538 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3492 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;14319 | &nbsp;&nbsp;15286 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;5597 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;8425 | &nbsp;&nbsp;&nbsp;&nbsp;7163 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;3886 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;1251 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2973 | &nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;19054 | &nbsp;&nbsp;15172 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;9122 | &nbsp;&nbsp;&nbsp;&nbsp;7176 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;6528 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;12/4/51 | &nbsp;&nbsp;25500 | &nbsp;&nbsp;16114 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7751 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7737 | &nbsp;&nbsp;&nbsp;&nbsp;7716 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5067 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;&nbsp;2673 |
|  | Fortis Inc. | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;6473 | &nbsp;&nbsp;&nbsp;&nbsp;6361 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.004% | &nbsp;&nbsp;2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;8142 |
|  | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3451 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/16/28 | &nbsp;&nbsp;15168 | &nbsp;&nbsp;15381 |
| <sup>3</sup> | Georgia Power Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13131 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;12881 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5724 | &nbsp;&nbsp;&nbsp;&nbsp;5851 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/17/33 | &nbsp;&nbsp;22968 | &nbsp;&nbsp;23163 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;23803 | &nbsp;&nbsp;24139 |
| <sup>3</sup> | Georgia Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;3192 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2170 |
| <sup>3</sup> | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;5143 |
|  | Iberdrola International BV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;10285 | &nbsp;&nbsp;11675 |
| <sup>3</sup> | Idaho Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6700 |
| <sup>3</sup> | Idaho Power Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1056 |
| <sup>3</sup> | Idaho Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;9717 | &nbsp;&nbsp;&nbsp;&nbsp;9560 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;5263 |
| <sup>3</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;11055 | &nbsp;&nbsp;&nbsp;&nbsp;9329 |
| <sup>3</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2268 | &nbsp;&nbsp;&nbsp;&nbsp;1681 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3603 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4533 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6774 | &nbsp;&nbsp;&nbsp;&nbsp;6587 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7208 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3112 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3752 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3476 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2150 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2556 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/54 | &nbsp;&nbsp;&nbsp;&nbsp;3844 | &nbsp;&nbsp;&nbsp;&nbsp;3681 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4229 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;10343 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;6366 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;4226 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
|  | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;2720 |
| <sup>3</sup> | John Sevier Combined Cycle Generation LLC | &nbsp;&nbsp;4.626% | &nbsp;&nbsp;1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2432 | &nbsp;&nbsp;&nbsp;&nbsp;2332 |
|  | Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;5.078% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7742 |
| <sup>3</sup> | Kentucky Utilities Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3879 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;7548 | &nbsp;&nbsp;&nbsp;&nbsp;7268 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;5805 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;6114 |
| <sup>3</sup> | Louisville Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2582 |
|  | Louisville Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;7886 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3001 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14033 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;9636 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
| <sup>3</sup> | MidAmerican Energy Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;2779 |
| <sup>3</sup> | MidAmerican Energy Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3461 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;4660 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;2463 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;4293 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;&nbsp;&nbsp;2525 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;6027 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3524 | &nbsp;&nbsp;&nbsp;&nbsp;2864 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3374 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;15647 |
| <sup>3</sup> | Mississippi Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;4117 | &nbsp;&nbsp;&nbsp;&nbsp;3510 |
| <sup>3</sup> | Mississippi Power Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1872 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11009 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;2332 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1338 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp;&nbsp;&nbsp;6959 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11903 |
|  | National Grid plc | &nbsp;&nbsp;5.809% | &nbsp;&nbsp;6/12/33 | &nbsp;&nbsp;13623 | &nbsp;&nbsp;14327 |
|  | National Grid plc | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5650 |
|  | National Grid USA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2817 | &nbsp;&nbsp;&nbsp;&nbsp;2886 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2109 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8433 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;8050 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/7/28 | &nbsp;&nbsp;21725 | &nbsp;&nbsp;21297 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1524 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3580 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/7/29 | &nbsp;&nbsp;12652 | &nbsp;&nbsp;12894 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;9730 | &nbsp;&nbsp;&nbsp;&nbsp;9532 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;16775 | &nbsp;&nbsp;17273 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7415 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4323 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5126 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3367 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2976 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1513 | &nbsp;&nbsp;&nbsp;&nbsp;1782 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6552 | &nbsp;&nbsp;&nbsp;&nbsp;6241 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4909 | &nbsp;&nbsp;&nbsp;&nbsp;4713 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12751 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2010 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2976 | &nbsp;&nbsp;&nbsp;&nbsp;2507 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8365 | &nbsp;&nbsp;&nbsp;&nbsp;6973 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5453 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3044 | &nbsp;&nbsp;&nbsp;&nbsp;2791 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;1064 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;6218 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3114 | &nbsp;&nbsp;&nbsp;&nbsp;1984 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1993 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11194 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1195 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1639 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;22595 | &nbsp;&nbsp;22303 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2283 | &nbsp;&nbsp;&nbsp;&nbsp;2298 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/4/28 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10394 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;9582 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10266 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;13469 | &nbsp;&nbsp;13048 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;10335 | &nbsp;&nbsp;&nbsp;&nbsp;9655 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4869 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13826 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;43021 | &nbsp;&nbsp;38779 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;9631 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2273 | &nbsp;&nbsp;&nbsp;&nbsp;2300 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/28/33 | &nbsp;&nbsp;28148 | &nbsp;&nbsp;28399 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2524 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;34300 | &nbsp;&nbsp;34990 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/28/53 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;2910 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;14750 | &nbsp;&nbsp;14184 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;23214 | &nbsp;&nbsp;24116 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/1/54 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;12781 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;21850 | &nbsp;&nbsp;21925 |
| <sup>3</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/1/77 | &nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp;2353 |
| <sup>3</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/1/79 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1092 |
|  | NiSource Inc. | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10343 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;17760 | &nbsp;&nbsp;18177 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5339 |
|  | NiSource Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;16020 | &nbsp;&nbsp;15113 |
|  | NiSource Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7173 | &nbsp;&nbsp;&nbsp;&nbsp;6890 |
|  | NiSource Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;14545 | &nbsp;&nbsp;12455 |
|  | NiSource Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5121 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15772 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;11996 |
|  | NiSource Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;10121 | &nbsp;&nbsp;10299 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;3851 |
|  | NiSource Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;7888 | &nbsp;&nbsp;&nbsp;&nbsp;6496 |
|  | NiSource Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 |
|  | NiSource Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;10242 | &nbsp;&nbsp;&nbsp;&nbsp;9038 |
|  | NiSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/31/55 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6293 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;33130 | &nbsp;&nbsp;32822 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3603 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2829 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;2948 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;3342 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2895 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;3375 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;1992 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2719 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8491 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3611 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;8809 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10092 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;13025 | &nbsp;&nbsp;13010 |
|  | Northwest Natural Holding Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;4120 |
|  | NorthWestern Corp. | &nbsp;&nbsp;4.176% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;5223 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5899 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1376 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;8260 | &nbsp;&nbsp;&nbsp;&nbsp;8402 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8206 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3879 | &nbsp;&nbsp;&nbsp;&nbsp;3914 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;1018 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4160 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;1722 |
|  | OGE Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;9720 | &nbsp;&nbsp;&nbsp;&nbsp;9497 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;1875 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;3575 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;2095 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;9125 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7286 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6091 |
|  | Ohio Edison Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;&nbsp;4697 |
| <sup>3</sup> | Ohio Power Co. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8493 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8727 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;2935 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5178 | &nbsp;&nbsp;&nbsp;&nbsp;3917 |
| <sup>3</sup> | Ohio Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4984 | &nbsp;&nbsp;&nbsp;&nbsp;3040 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3463 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;3756 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1898 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4666 | &nbsp;&nbsp;&nbsp;&nbsp;4825 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;1762 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;3023 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11500 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;1651 | &nbsp;&nbsp;&nbsp;&nbsp;1647 |
| <sup>8</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;3071 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8538 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3936 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;2732 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7380 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9185 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;4975 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4596 | &nbsp;&nbsp;&nbsp;&nbsp;4540 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;8165 | &nbsp;&nbsp;&nbsp;&nbsp;8580 |
| <sup>8</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2702 | &nbsp;&nbsp;&nbsp;&nbsp;2755 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3433 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;2403 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;8721 | &nbsp;&nbsp;&nbsp;&nbsp;8348 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2393 | &nbsp;&nbsp;&nbsp;&nbsp;1846 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;3292 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;10530 | &nbsp;&nbsp;&nbsp;&nbsp;7847 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6864 | &nbsp;&nbsp;&nbsp;&nbsp;4994 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;11425 | &nbsp;&nbsp;&nbsp;&nbsp;6718 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;10055 | &nbsp;&nbsp;&nbsp;&nbsp;8931 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4358 | &nbsp;&nbsp;&nbsp;&nbsp;4078 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;13405 | &nbsp;&nbsp;12983 |
| <sup>8</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;18703 | &nbsp;&nbsp;18779 |
|  | ONE Gas Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11792 |
|  | ONE Gas Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2240 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;7382 | &nbsp;&nbsp;&nbsp;&nbsp;6498 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2512 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9768 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;4160 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9475 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;20800 | &nbsp;&nbsp;20121 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3801 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;16975 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;37908 | &nbsp;&nbsp;39272 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8129 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;29000 | &nbsp;&nbsp;28303 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;38516 | &nbsp;&nbsp;33433 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;9367 | &nbsp;&nbsp;&nbsp;&nbsp;8417 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6844 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7730 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;12960 | &nbsp;&nbsp;13538 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;18204 | &nbsp;&nbsp;19572 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;12245 | &nbsp;&nbsp;12242 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/40 | &nbsp;&nbsp;37131 | &nbsp;&nbsp;30889 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;4988 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2377 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5292 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3716 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;7956 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;43227 | &nbsp;&nbsp;34833 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;12059 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;20901 | &nbsp;&nbsp;21062 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;5206 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;6972 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;8341 | &nbsp;&nbsp;&nbsp;&nbsp;7818 |
|  | PacifiCorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10204 |
|  | PacifiCorp | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14493 |
|  | PacifiCorp | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7473 | &nbsp;&nbsp;&nbsp;&nbsp;6825 |
|  | PacifiCorp | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;9842 | &nbsp;&nbsp;10142 |
|  | PacifiCorp | &nbsp;&nbsp;7.700% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;1145 |
|  | PacifiCorp | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1116 |
|  | PacifiCorp | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2872 |
|  | PacifiCorp | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;4110 |
|  | PacifiCorp | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;3346 |
|  | PacifiCorp | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;9194 |
|  | PacifiCorp | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2821 |
|  | PacifiCorp | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;1171 |
|  | PacifiCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2006 | &nbsp;&nbsp;&nbsp;&nbsp;1617 |
|  | PacifiCorp | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;11410 |
|  | PacifiCorp | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;6865 |
|  | PacifiCorp | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;14089 | &nbsp;&nbsp;&nbsp;&nbsp;9113 |
|  | PacifiCorp | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1010 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | PacifiCorp | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/53 | &nbsp;&nbsp;16189 | &nbsp;&nbsp;14575 |
|  | PacifiCorp | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 |
|  | PacifiCorp | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;23475 | &nbsp;&nbsp;22481 |
|  | PacifiCorp | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;10855 | &nbsp;&nbsp;11297 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;&nbsp;1637 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2660 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp;2266 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1517 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3740 | &nbsp;&nbsp;&nbsp;&nbsp;2455 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;6841 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2615 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;2723 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;11108 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;16023 | &nbsp;&nbsp;15174 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;1.460% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp;2163 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.280% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;5435 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.822% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.045% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6522 | &nbsp;&nbsp;&nbsp;&nbsp;6575 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.256% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;15970 | &nbsp;&nbsp;16133 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6072 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;4864 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.529% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10805 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;3.594% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7402 | &nbsp;&nbsp;&nbsp;&nbsp;7268 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.022% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;&nbsp;2003 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.263% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2640 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.722% | &nbsp;&nbsp;6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4169 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;3338 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;12725 | &nbsp;&nbsp;10930 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.212% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;11414 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2455 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.099% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3555 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1339 | &nbsp;&nbsp;&nbsp;&nbsp;1297 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3294 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;10187 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;10852 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1063 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;6223 | &nbsp;&nbsp;&nbsp;&nbsp;4520 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3848 | &nbsp;&nbsp;&nbsp;&nbsp;3414 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2432 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;2267 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2140 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4118 | &nbsp;&nbsp;&nbsp;&nbsp;4599 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6390 | &nbsp;&nbsp;&nbsp;&nbsp;5295 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2730 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10155 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;7879 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;9677 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;6553 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;3349 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;2269 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3284 |
|  | Progress Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;4007 | &nbsp;&nbsp;&nbsp;&nbsp;4180 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp;&nbsp;&nbsp;4195 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3039 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;11694 | &nbsp;&nbsp;10052 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5264 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;27000 | &nbsp;&nbsp;27400 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;2860 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2313 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;2871 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5534 | &nbsp;&nbsp;&nbsp;&nbsp;4209 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;6785 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3256 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;8862 | &nbsp;&nbsp;&nbsp;&nbsp;8126 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;16753 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5471 | &nbsp;&nbsp;&nbsp;&nbsp;5665 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2100 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4445 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5053 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14300 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7958 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2943 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;6983 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2309 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4576 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10887 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4971 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7693 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;9259 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2702 | &nbsp;&nbsp;&nbsp;&nbsp;2733 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;3541 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;7078 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;2289 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5032 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;2920 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6683 | &nbsp;&nbsp;&nbsp;&nbsp;4170 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;2663 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3600 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/53 | &nbsp;&nbsp;12083 | &nbsp;&nbsp;11840 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/54 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;16420 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;6268 | &nbsp;&nbsp;&nbsp;&nbsp;6007 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;12988 | &nbsp;&nbsp;12836 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5176 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5234 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;18700 | &nbsp;&nbsp;19240 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;20364 | &nbsp;&nbsp;17610 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15966 |
|  | Puget Energy Inc. | &nbsp;&nbsp;2.379% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2899 | &nbsp;&nbsp;&nbsp;&nbsp;2739 |
|  | Puget Energy Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5027 |
|  | Puget Energy Inc. | &nbsp;&nbsp;4.224% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5266 |
| <sup>8</sup> | Puget Energy Inc. | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7684 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2139 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;6.274% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;4138 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;13540 | &nbsp;&nbsp;13987 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;1547 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;4934 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;10225 | &nbsp;&nbsp;&nbsp;&nbsp;8162 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3894 | &nbsp;&nbsp;&nbsp;&nbsp;2605 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.448% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.685% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4219 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4083 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4514 | &nbsp;&nbsp;&nbsp;&nbsp;3932 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5400 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4089 | &nbsp;&nbsp;&nbsp;&nbsp;4176 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;4681 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;16140 | &nbsp;&nbsp;14399 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;3960 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;5799 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3141 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7180 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3078 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;11830 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;3898 | &nbsp;&nbsp;&nbsp;&nbsp;3783 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2019 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1112 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;3247 |
|  | Sempra | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;7440 |
|  | Sempra | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;14958 | &nbsp;&nbsp;14603 |
|  | Sempra | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7348 | &nbsp;&nbsp;&nbsp;&nbsp;7160 |
|  | Sempra | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;10285 | &nbsp;&nbsp;10501 |
|  | Sempra | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;12452 | &nbsp;&nbsp;10319 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Sempra | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;8236 |
|  | Sempra | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;5589 |
|  | Sempra | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8040 |
|  | Sempra | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;10190 |
|  | Sempra | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15978 |
|  | Sempra | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4498 |
|  | Sempra | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6257 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4793 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9289 | &nbsp;&nbsp;&nbsp;&nbsp;9342 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8028 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3074 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;6684 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6146 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7832 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10124 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;10405 | &nbsp;&nbsp;&nbsp;&nbsp;9631 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6154 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4577 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5092 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5592 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/32 | &nbsp;&nbsp;17465 | &nbsp;&nbsp;17937 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;5797 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;25557 | &nbsp;&nbsp;24803 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;8741 | &nbsp;&nbsp;&nbsp;&nbsp;8915 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;3982 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;5445 | &nbsp;&nbsp;&nbsp;&nbsp;5299 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4815 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2798 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;1458 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;7472 | &nbsp;&nbsp;&nbsp;&nbsp;7015 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;8882 | &nbsp;&nbsp;&nbsp;&nbsp;7423 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;12496 | &nbsp;&nbsp;&nbsp;&nbsp;9432 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;12216 | &nbsp;&nbsp;&nbsp;&nbsp;9870 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;1825 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4531 | &nbsp;&nbsp;&nbsp;&nbsp;3256 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;8370 | &nbsp;&nbsp;&nbsp;&nbsp;6076 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;8397 | &nbsp;&nbsp;&nbsp;&nbsp;6726 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/50 | &nbsp;&nbsp;17452 | &nbsp;&nbsp;11631 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1167 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;3496 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;3344 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;9231 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/53 | &nbsp;&nbsp;15905 | &nbsp;&nbsp;14299 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;9065 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;6702 |
|  | Southern California Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7837 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;9211 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5066 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6039 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2857 |
|  | Southern California Gas Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;3157 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;4507 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3374 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5458 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7273 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;2734 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13760 |
|  | Southern Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/1/26 | &nbsp;&nbsp;22141 | &nbsp;&nbsp;21904 |
|  | Southern Co. | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;15277 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4686 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;17020 | &nbsp;&nbsp;17318 |
|  | Southern Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;23945 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;13738 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5309 |
|  | Southern Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;27247 | &nbsp;&nbsp;27755 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;25350 | &nbsp;&nbsp;24806 |
|  | Southern Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/1/36 | &nbsp;&nbsp;11245 | &nbsp;&nbsp;10305 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/46 | &nbsp;&nbsp;12094 | &nbsp;&nbsp;10073 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/51 | &nbsp;&nbsp;13919 | &nbsp;&nbsp;13715 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;20990 | &nbsp;&nbsp;21623 |
| <sup>3</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;11086 | &nbsp;&nbsp;&nbsp;&nbsp;9536 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;10854 | &nbsp;&nbsp;11029 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;8128 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4850 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6471 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1260 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2517 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/30/47 | &nbsp;&nbsp;13495 | &nbsp;&nbsp;10976 |
|  | Southern Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;4710 |
|  | Southern Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;2470 |
| <sup>3</sup> | Southern Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;&nbsp;3433 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2064 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2450 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;6516 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5690 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/29/46 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;1909 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;1752 |
| <sup>3</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;6266 | &nbsp;&nbsp;&nbsp;&nbsp;6133 |
| <sup>3</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;8962 | &nbsp;&nbsp;&nbsp;&nbsp;8876 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9573 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;5712 |
| <sup>3</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6491 | &nbsp;&nbsp;&nbsp;&nbsp;4882 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;12720 | &nbsp;&nbsp;&nbsp;&nbsp;8199 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7975 | &nbsp;&nbsp;&nbsp;&nbsp;7998 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4164 | &nbsp;&nbsp;&nbsp;&nbsp;3612 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;5881 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;5274 |
| <sup>3</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1422 | &nbsp;&nbsp;&nbsp;&nbsp;1139 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;&nbsp;&nbsp;5463 |
| <sup>3</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;6351 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;&nbsp;1948 |
|  | Spire Missouri Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2988 |
| <sup>3</sup> | Spire Missouri Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1219 |
|  | System Energy Resources Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4251 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2552 |
|  | Tampa Electric Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4033 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2876 | &nbsp;&nbsp;&nbsp;&nbsp;2891 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;14065 | &nbsp;&nbsp;11326 |
|  | Tampa Electric Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;9373 | &nbsp;&nbsp;&nbsp;&nbsp;6672 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4426 |
|  | Toledo Edison Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2769 | &nbsp;&nbsp;&nbsp;&nbsp;2991 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2157 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2718 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3515 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;6054 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4513 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;3619 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;17194 | &nbsp;&nbsp;16855 |
|  | Union Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;10284 | &nbsp;&nbsp;10037 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4270 |
|  | Union Electric Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;4823 |
|  | Union Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;16123 | &nbsp;&nbsp;16398 |
|  | Union Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6503 | &nbsp;&nbsp;&nbsp;&nbsp;6637 |
|  | Union Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3882 | &nbsp;&nbsp;&nbsp;&nbsp;3924 |
|  | Union Electric Co. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;3016 |
|  | Union Electric Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;2777 |
|  | Union Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;6658 |
|  | Union Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;3324 |
|  | Union Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;5351 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;7764 |
|  | Union Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5303 |
|  | Union Electric Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2317 |
|  | United Utilities plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;9302 | &nbsp;&nbsp;&nbsp;&nbsp;9984 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;14506 | &nbsp;&nbsp;14259 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6777 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;11552 | &nbsp;&nbsp;11485 |

---

------

Total Bond Market II Index 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> | Virginia Electric & Power Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;10882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10328 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;22550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19719 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10859 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5616 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3761 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5825 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7188 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;10462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8457 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5267 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;7656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6498 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;11374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9283 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7502 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;7604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5710 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4530 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;14625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9126 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;16740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15920 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6904 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/54 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10806 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5716 |
| <sup>3</sup> | Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495 |
| <sup>3</sup> | Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;4.877% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;8875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9006 |
| <sup>3</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.796% | &nbsp;&nbsp;9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
| <sup>3</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;2088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2116 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10780 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/30/32 | &nbsp;&nbsp;10997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11108 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/48 | &nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8430 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;4471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/30/34 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12679 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2353 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2858 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3541 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;3.671% | &nbsp;&nbsp;12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2486 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9856 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;8361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;2829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;14995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14878 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;33005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30556 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;14679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13930 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2774 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4598 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;10468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10693 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9182 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;9276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6358 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**7972816** |
| **Total Corporate Bonds (Cost $84,283,023)** | **Total Corporate Bonds (Cost $84,283,023)** | **Total Corporate Bonds (Cost $84,283,023)** | **Total Corporate Bonds (Cost $84,283,023)** | **Total Corporate Bonds (Cost $84,283,023)** | **79531161** |
| **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>3</sup> | African Development Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;18725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18128 |
|  | African Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/4/27 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15669 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | African Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/25/27 | &nbsp;&nbsp;22400 | &nbsp;&nbsp;22493 |
| <sup>3</sup> | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/3/27 | &nbsp;&nbsp;31200 | &nbsp;&nbsp;31618 |
|  | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;21900 | &nbsp;&nbsp;22246 |
|  | African Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;20283 | &nbsp;&nbsp;20355 |
|  | African Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;23875 | &nbsp;&nbsp;23572 |
|  | African Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/30 | &nbsp;&nbsp;37175 | &nbsp;&nbsp;37435 |
|  | African Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;5307 | &nbsp;&nbsp;&nbsp;&nbsp;5385 |
| <sup>3</sup> | African Development Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3742 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;7666 | &nbsp;&nbsp;&nbsp;&nbsp;7484 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;11224 | &nbsp;&nbsp;11018 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;35137 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/20/27 | &nbsp;&nbsp;48150 | &nbsp;&nbsp;46452 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;5119 |
|  | Asian Development Bank | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2267 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;39175 | &nbsp;&nbsp;38673 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;46115 | &nbsp;&nbsp;44829 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;44800 | &nbsp;&nbsp;45469 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/28 | &nbsp;&nbsp;31150 | &nbsp;&nbsp;31155 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4654 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/28 | &nbsp;&nbsp;64125 | &nbsp;&nbsp;65525 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/26/28 | &nbsp;&nbsp;15188 | &nbsp;&nbsp;14894 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/6/29 | &nbsp;&nbsp;31850 | &nbsp;&nbsp;32502 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/28/29 | &nbsp;&nbsp;35803 | &nbsp;&nbsp;35567 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp;&nbsp;&nbsp;5836 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;10865 | &nbsp;&nbsp;&nbsp;&nbsp;9983 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/30/30 | &nbsp;&nbsp;60451 | &nbsp;&nbsp;61200 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/30 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;16188 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/4/31 | &nbsp;&nbsp;34200 | &nbsp;&nbsp;30007 |
|  | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/27/32 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;23633 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9485 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/33 | &nbsp;&nbsp;22530 | &nbsp;&nbsp;22393 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/33 | &nbsp;&nbsp;22450 | &nbsp;&nbsp;22074 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/34 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;27812 |
|  | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/35 | &nbsp;&nbsp;56508 | &nbsp;&nbsp;57001 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;19070 | &nbsp;&nbsp;19279 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/14/27 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10002 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/18/28 | &nbsp;&nbsp;25315 | &nbsp;&nbsp;25475 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;19100 | &nbsp;&nbsp;19315 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;20391 | &nbsp;&nbsp;20947 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;8641 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;6314 | &nbsp;&nbsp;&nbsp;&nbsp;6437 |
|  | Canadian Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/26/28 | &nbsp;&nbsp;32300 | &nbsp;&nbsp;32334 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;23210 | &nbsp;&nbsp;23901 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/30 | &nbsp;&nbsp;41175 | &nbsp;&nbsp;41494 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7859 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/26/27 | &nbsp;&nbsp;11920 | &nbsp;&nbsp;12298 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3103 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;6082 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;25700 | &nbsp;&nbsp;26401 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;16677 | &nbsp;&nbsp;17192 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/22/26 | &nbsp;&nbsp;20900 | &nbsp;&nbsp;20148 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;7213 | &nbsp;&nbsp;&nbsp;&nbsp;7319 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/26/28 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;16042 |
| <sup>3</sup> | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;1924 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6365 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;24133 |
| <sup>3,8</sup> | Electricite de France SA | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;2059 | &nbsp;&nbsp;&nbsp;&nbsp;1975 |
|  | Equinor ASA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;3201 |
|  | Equinor ASA | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4641 |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;9652 | &nbsp;&nbsp;&nbsp;&nbsp;9520 |
| <sup>8</sup> | Equinor ASA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | Equinor ASA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/6/30 | &nbsp;&nbsp;17391 | &nbsp;&nbsp;16588 |
|  | Equinor ASA | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;26288 | &nbsp;&nbsp;24111 |
|  | Equinor ASA | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/17/40 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;10960 |
|  | Equinor ASA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2737 |
|  | Equinor ASA | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2533 |
|  | Equinor ASA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/8/43 | &nbsp;&nbsp;12295 | &nbsp;&nbsp;11360 |
|  | Equinor ASA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/18/49 | &nbsp;&nbsp;11671 | &nbsp;&nbsp;&nbsp;&nbsp;8151 |
|  | Equinor ASA | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/6/50 | &nbsp;&nbsp;19825 | &nbsp;&nbsp;14956 |

---

------

Total Bond Market II Index 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> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;35400 | &nbsp;&nbsp;&nbsp;&nbsp;35945 |
|  | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;36400 | &nbsp;&nbsp;&nbsp;&nbsp;36799 |
| <sup>3</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/34 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;11591 |
|  | European Investment Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/26/26 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;26878 |
| <sup>3</sup> | European Investment Bank | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;29762 |
|  | European Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;84125 | &nbsp;&nbsp;&nbsp;&nbsp;84898 |
|  | European Investment Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/24/27 | &nbsp;&nbsp;22528 | &nbsp;&nbsp;&nbsp;&nbsp;21946 |
|  | European Investment Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728 |
|  | European Investment Bank | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;34823 | &nbsp;&nbsp;&nbsp;&nbsp;34447 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;51700 | &nbsp;&nbsp;&nbsp;&nbsp;51899 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;53225 | &nbsp;&nbsp;&nbsp;&nbsp;53457 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;37400 | &nbsp;&nbsp;&nbsp;&nbsp;38275 |
|  | European Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;82200 | &nbsp;&nbsp;&nbsp;&nbsp;82844 |
|  | European Investment Bank | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;97000 | &nbsp;&nbsp;100438 |
|  | European Investment Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2802 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;56900 | &nbsp;&nbsp;&nbsp;&nbsp;56789 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;83456 | &nbsp;&nbsp;&nbsp;&nbsp;85880 |
|  | European Investment Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609 |
|  | European Investment Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;48625 | &nbsp;&nbsp;&nbsp;&nbsp;48131 |
|  | European Investment Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/23/30 | &nbsp;&nbsp;17010 | &nbsp;&nbsp;&nbsp;&nbsp;14535 |
|  | European Investment Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/14/31 | &nbsp;&nbsp;32933 | &nbsp;&nbsp;&nbsp;&nbsp;28579 |
|  | European Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/10/31 | &nbsp;&nbsp;28844 | &nbsp;&nbsp;&nbsp;&nbsp;29475 |
|  | European Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/16/32 | &nbsp;&nbsp;58180 | &nbsp;&nbsp;&nbsp;&nbsp;58933 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/14/33 | &nbsp;&nbsp;25875 | &nbsp;&nbsp;&nbsp;&nbsp;25347 |
|  | European Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/34 | &nbsp;&nbsp;49425 | &nbsp;&nbsp;&nbsp;&nbsp;49156 |
|  | European Investment Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/12/35 | &nbsp;&nbsp;58471 | &nbsp;&nbsp;&nbsp;&nbsp;60179 |
|  | European Investment Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;14460 | &nbsp;&nbsp;&nbsp;&nbsp;15164 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;22100 | &nbsp;&nbsp;&nbsp;&nbsp;21764 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/7/27 | &nbsp;&nbsp;28805 | &nbsp;&nbsp;&nbsp;&nbsp;28797 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/28 | &nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;23370 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/29 | &nbsp;&nbsp;37950 | &nbsp;&nbsp;&nbsp;&nbsp;38376 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;26790 | &nbsp;&nbsp;&nbsp;&nbsp;26964 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/5/34 | &nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;&nbsp;10442 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;16824 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5389 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3957 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6857 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7765 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;14595 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;10018 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3739 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9137 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/14/30 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;13784 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/21/30 | &nbsp;&nbsp;19450 | &nbsp;&nbsp;&nbsp;&nbsp;16788 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2924 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5949 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5273 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/11/33 | &nbsp;&nbsp;10495 | &nbsp;&nbsp;&nbsp;&nbsp;10811 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8462 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6370 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6946 |
| <sup>3</sup> | Hong Kong Government International Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;8587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7331 |
| <sup>3</sup> | Hydro-Quebec | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;7715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7558 |
|  | Inter-American Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/13/27 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;24125 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;24360 | &nbsp;&nbsp;&nbsp;&nbsp;24548 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/7/27 | &nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;27732 |
|  | Inter-American Development Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;9/16/27 | &nbsp;&nbsp;33700 | &nbsp;&nbsp;&nbsp;&nbsp;31480 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;54600 | &nbsp;&nbsp;&nbsp;&nbsp;54923 |
|  | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;19506 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/18/28 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;24512 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;79882 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/18/29 | &nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;21879 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;45740 | &nbsp;&nbsp;&nbsp;&nbsp;47026 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9562 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;70825 | &nbsp;&nbsp;&nbsp;&nbsp;61065 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/17/31 | &nbsp;&nbsp;35825 | &nbsp;&nbsp;&nbsp;&nbsp;35079 |

---

------

Total Bond Market II Index 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> | Inter-American Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;24100 | &nbsp;&nbsp;23103 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;31025 | &nbsp;&nbsp;31662 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;23570 | &nbsp;&nbsp;23805 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6901 | &nbsp;&nbsp;&nbsp;&nbsp;5526 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4276 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2637 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;13089 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;7160 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;10525 | &nbsp;&nbsp;10647 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;20750 | &nbsp;&nbsp;21012 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;25674 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9371 | &nbsp;&nbsp;&nbsp;&nbsp;9377 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;11316 | &nbsp;&nbsp;11022 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;100000 | &nbsp;&nbsp;98724 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;72871 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;44050 | &nbsp;&nbsp;41044 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;21093 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;26574 | &nbsp;&nbsp;26496 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;53100 | &nbsp;&nbsp;52718 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;47850 | &nbsp;&nbsp;49043 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;24575 | &nbsp;&nbsp;22633 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;56150 | &nbsp;&nbsp;55746 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;31667 | &nbsp;&nbsp;31742 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;12680 | &nbsp;&nbsp;11648 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;94425 | &nbsp;&nbsp;94596 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;65125 | &nbsp;&nbsp;65930 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;13040 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;39375 | &nbsp;&nbsp;39631 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;36870 | &nbsp;&nbsp;31536 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;52100 | &nbsp;&nbsp;52314 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;79765 | &nbsp;&nbsp;69101 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;58900 | &nbsp;&nbsp;60616 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;82404 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;80500 | &nbsp;&nbsp;83252 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;31750 | &nbsp;&nbsp;28883 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;37148 | &nbsp;&nbsp;37042 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;21189 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;34315 | &nbsp;&nbsp;33360 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2583 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;52500 | &nbsp;&nbsp;52894 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;13672 | &nbsp;&nbsp;13923 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;11439 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;30499 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;19150 | &nbsp;&nbsp;19183 |
|  | International Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp;7668 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;21497 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;51150 | &nbsp;&nbsp;50095 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;12775 | &nbsp;&nbsp;12508 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;17628 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;21850 | &nbsp;&nbsp;21266 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7655 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;27150 | &nbsp;&nbsp;26641 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2394 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;41719 | &nbsp;&nbsp;41166 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;28567 | &nbsp;&nbsp;26793 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6452 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;11150 | &nbsp;&nbsp;&nbsp;&nbsp;9582 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp;15911 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;17270 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5886 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8201 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;29541 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;7826 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4421 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;5798 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;3359 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3233 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;44225 | &nbsp;&nbsp;44533 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>11</sup> | KFW | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;24120 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;64800 | &nbsp;&nbsp;65376 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;80330 | &nbsp;&nbsp;79174 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/28/27 | &nbsp;&nbsp;53750 | &nbsp;&nbsp;53983 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/27/27 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;16915 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;44000 | &nbsp;&nbsp;44031 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/3/28 | &nbsp;&nbsp;18635 | &nbsp;&nbsp;18225 |
| <sup>3,11</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;30516 | &nbsp;&nbsp;30647 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;45775 | &nbsp;&nbsp;45973 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;65800 | &nbsp;&nbsp;66309 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;6659 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;7798 | &nbsp;&nbsp;&nbsp;&nbsp;8071 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;41528 | &nbsp;&nbsp;41377 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/30/30 | &nbsp;&nbsp;34750 | &nbsp;&nbsp;29685 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/29/30 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17920 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;43200 | &nbsp;&nbsp;43067 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/28/34 | &nbsp;&nbsp;17275 | &nbsp;&nbsp;17469 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/18/36 | &nbsp;&nbsp;13280 | &nbsp;&nbsp;&nbsp;&nbsp;8303 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;6/29/37 | &nbsp;&nbsp;27892 | &nbsp;&nbsp;16455 |
|  | Korea Development Bank | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7766 |
|  | Korea Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;11990 |
|  | Korea Development Bank | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10474 |
|  | Korea Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6197 |
|  | Korea Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/3/28 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11944 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;24425 | &nbsp;&nbsp;24590 |
|  | Korea Development Bank | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4307 |
|  | Korea Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;21900 | &nbsp;&nbsp;22135 |
|  | Korea Development Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/3/30 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;12134 |
|  | Korea Development Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8284 |
|  | Korea Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5712 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11483 |
|  | Korea Development Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3618 |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;11696 | &nbsp;&nbsp;11424 |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;23105 | &nbsp;&nbsp;22450 |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/28 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;16511 |
| <sup>11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/29 | &nbsp;&nbsp;43392 | &nbsp;&nbsp;44659 |
| <sup>11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/3/30 | &nbsp;&nbsp;21700 | &nbsp;&nbsp;18670 |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/24/33 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12636 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;35075 | &nbsp;&nbsp;35622 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/29 | &nbsp;&nbsp;14425 | &nbsp;&nbsp;14650 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/9/30 | &nbsp;&nbsp;17236 | &nbsp;&nbsp;17176 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7903 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/27 | &nbsp;&nbsp;21503 | &nbsp;&nbsp;21840 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/9/27 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14950 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;21200 | &nbsp;&nbsp;21449 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/28/28 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12584 |
| <sup>3,12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8889 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/5/29 | &nbsp;&nbsp;11785 | &nbsp;&nbsp;11746 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;15640 | &nbsp;&nbsp;16046 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;9196 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/23/31 | &nbsp;&nbsp;26359 | &nbsp;&nbsp;26294 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/28/34 | &nbsp;&nbsp;26520 | &nbsp;&nbsp;27992 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/21/36 | &nbsp;&nbsp;12322 | &nbsp;&nbsp;14695 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;2/14/37 | &nbsp;&nbsp;11172 | &nbsp;&nbsp;11455 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;6029 | &nbsp;&nbsp;&nbsp;&nbsp;5107 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/18/50 | &nbsp;&nbsp;49580 | &nbsp;&nbsp;45739 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;4/20/55 | &nbsp;&nbsp;28321 | &nbsp;&nbsp;25094 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/10/60 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;13127 |
|  | Province of Alberta | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13790 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/29 | &nbsp;&nbsp;15940 | &nbsp;&nbsp;16263 |
|  | Province of Alberta | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;25282 | &nbsp;&nbsp;22153 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/34 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;13884 |
|  | Province of British Columbia | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;7/20/26 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14517 |
|  | Province of British Columbia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/24/28 | &nbsp;&nbsp;32996 | &nbsp;&nbsp;33661 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;40500 | &nbsp;&nbsp;41615 |
|  | Province of British Columbia | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/24/29 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;36182 |
|  | Province of British Columbia | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;7146 |
|  | Province of British Columbia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/6/33 | &nbsp;&nbsp;14650 | &nbsp;&nbsp;14384 |
|  | Province of British Columbia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;36998 | &nbsp;&nbsp;37557 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/11/35 | &nbsp;&nbsp;23748 | &nbsp;&nbsp;24065 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Province of British Columbia | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp;3248 |
| <sup>3</sup> | Province of Manitoba | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4906 |
|  | Province of Manitoba | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/27/33 | &nbsp;&nbsp;12950 | &nbsp;&nbsp;12757 |
|  | Province of Manitoba | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;9070 | &nbsp;&nbsp;&nbsp;&nbsp;9284 |
|  | Province of New Brunswick | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5251 |
|  | Province of Ontario | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/19/27 | &nbsp;&nbsp;51760 | &nbsp;&nbsp;51000 |
|  | Province of Ontario | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;5/21/27 | &nbsp;&nbsp;15896 | &nbsp;&nbsp;15079 |
|  | Province of Ontario | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/18/29 | &nbsp;&nbsp;24600 | &nbsp;&nbsp;24825 |
|  | Province of Ontario | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;31925 | &nbsp;&nbsp;31606 |
|  | Province of Ontario | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/2/29 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;15708 |
|  | Province of Ontario | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;28621 | &nbsp;&nbsp;29477 |
|  | Province of Ontario | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/7/30 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;12249 |
|  | Province of Ontario | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8315 |
|  | Province of Ontario | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;22692 | &nbsp;&nbsp;19657 |
| <sup>3</sup> | Province of Ontario | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/21/32 | &nbsp;&nbsp;18224 | &nbsp;&nbsp;16011 |
|  | Province of Ontario | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;20051 | &nbsp;&nbsp;20803 |
|  | Province of Ontario | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp;2420 |
|  | Province of Quebec | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/12/27 | &nbsp;&nbsp;43050 | &nbsp;&nbsp;42164 |
|  | Province of Quebec | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14212 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/29 | &nbsp;&nbsp;31300 | &nbsp;&nbsp;31924 |
| <sup>3</sup> | Province of Quebec | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;11407 | &nbsp;&nbsp;12943 |
|  | Province of Quebec | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;5/28/30 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;12528 |
|  | Province of Quebec | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/21/31 | &nbsp;&nbsp;88000 | &nbsp;&nbsp;77997 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/8/33 | &nbsp;&nbsp;16350 | &nbsp;&nbsp;16374 |
|  | Province of Quebec | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/5/34 | &nbsp;&nbsp;17100 | &nbsp;&nbsp;16708 |
|  | Province of Saskatchewan | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7899 |
|  | Province of Saskatchewan | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/28/30 | &nbsp;&nbsp;10956 | &nbsp;&nbsp;11242 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/27 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;16367 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/28 | &nbsp;&nbsp;35310 | &nbsp;&nbsp;34322 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/22/29 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;14096 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/31/31 | &nbsp;&nbsp;12937 | &nbsp;&nbsp;11551 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/27/32 | &nbsp;&nbsp;16037 | &nbsp;&nbsp;14067 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;7/27/33 | &nbsp;&nbsp;22853 | &nbsp;&nbsp;19270 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/34 | &nbsp;&nbsp;20420 | &nbsp;&nbsp;18306 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/5/36 | &nbsp;&nbsp;21244 | &nbsp;&nbsp;20852 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/13/37 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;21679 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/7/41 | &nbsp;&nbsp;50810 | &nbsp;&nbsp;37789 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/7/42 | &nbsp;&nbsp;10504 | &nbsp;&nbsp;&nbsp;&nbsp;9094 |
|  | Republic of Chile | &nbsp;&nbsp;3.860% | &nbsp;&nbsp;6/21/47 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;9448 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/25/50 | &nbsp;&nbsp;23700 | &nbsp;&nbsp;16876 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/52 | &nbsp;&nbsp;12735 | &nbsp;&nbsp;&nbsp;&nbsp;9827 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;1/5/54 | &nbsp;&nbsp;11826 | &nbsp;&nbsp;11107 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/22/61 | &nbsp;&nbsp;20050 | &nbsp;&nbsp;12143 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/21/71 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;&nbsp;&nbsp;7749 |
| <sup>3</sup> | Republic of Hungary | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/29/41 | &nbsp;&nbsp;18941 | &nbsp;&nbsp;21309 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;29900 | &nbsp;&nbsp;29426 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4638 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7838 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/11/29 | &nbsp;&nbsp;16150 | &nbsp;&nbsp;16444 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8552 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;7688 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;10908 |
|  | Republic of Indonesia | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/14/30 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11047 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;17800 | &nbsp;&nbsp;17335 |
|  | Republic of Indonesia | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/31 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;13670 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/28/31 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;10893 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/31/32 | &nbsp;&nbsp;16045 | &nbsp;&nbsp;14964 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/20/32 | &nbsp;&nbsp;16775 | &nbsp;&nbsp;16643 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/11/33 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;13734 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;7049 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;13004 | &nbsp;&nbsp;12762 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;12875 | &nbsp;&nbsp;13437 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/11/48 | &nbsp;&nbsp;21695 | &nbsp;&nbsp;18139 |
|  | Republic of Indonesia | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/11/49 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;12306 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/30/49 | &nbsp;&nbsp;11725 | &nbsp;&nbsp;&nbsp;&nbsp;8753 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2146 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;19100 | &nbsp;&nbsp;15395 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/12/51 | &nbsp;&nbsp;18100 | &nbsp;&nbsp;11902 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;6544 |

---

------

Total Bond Market II Index 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> | Republic of Indonesia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5301 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/11/53 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;12271 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp;&nbsp;7950 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7046 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/23/61 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;4833 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/70 | &nbsp;&nbsp;11785 | &nbsp;&nbsp;&nbsp;&nbsp;9349 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/71 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;4569 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/17/29 | &nbsp;&nbsp;20800 | &nbsp;&nbsp;19568 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;21495 | &nbsp;&nbsp;22424 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/17/49 | &nbsp;&nbsp;21600 | &nbsp;&nbsp;15611 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/6/51 | &nbsp;&nbsp;34655 | &nbsp;&nbsp;23761 |
|  | Republic of Korea | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/19/27 | &nbsp;&nbsp;42176 | &nbsp;&nbsp;41390 |
|  | Republic of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/19/29 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;9917 |
|  | Republic of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/3/29 | &nbsp;&nbsp;18300 | &nbsp;&nbsp;18613 |
|  | Republic of Korea | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6434 |
|  | Republic of Korea | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;5869 |
|  | Republic of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;8711 | &nbsp;&nbsp;&nbsp;&nbsp;7567 |
|  | Republic of Korea | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;5693 | &nbsp;&nbsp;&nbsp;&nbsp;4636 |
|  | Republic of Panama | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;7896 | &nbsp;&nbsp;&nbsp;&nbsp;8559 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/17/28 | &nbsp;&nbsp;14290 | &nbsp;&nbsp;13849 |
|  | Republic of Panama | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;5729 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;18300 | &nbsp;&nbsp;16490 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12788 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/32 | &nbsp;&nbsp;42275 | &nbsp;&nbsp;32262 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;2/14/35 | &nbsp;&nbsp;22039 | &nbsp;&nbsp;21459 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/26/36 | &nbsp;&nbsp;18563 | &nbsp;&nbsp;18466 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/31/36 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9966 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;12820 | &nbsp;&nbsp;13725 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;13643 | &nbsp;&nbsp;&nbsp;&nbsp;9417 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/16/50 | &nbsp;&nbsp;29718 | &nbsp;&nbsp;20046 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/29/53 | &nbsp;&nbsp;19550 | &nbsp;&nbsp;12617 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.853% | &nbsp;&nbsp;3/28/54 | &nbsp;&nbsp;15700 | &nbsp;&nbsp;14389 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/56 | &nbsp;&nbsp;37156 | &nbsp;&nbsp;24136 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;7/23/60 | &nbsp;&nbsp;36521 | &nbsp;&nbsp;20726 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/19/63 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;8229 |
|  | Republic of Peru | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;9289 |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2311 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/31 | &nbsp;&nbsp;41456 | &nbsp;&nbsp;37183 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;1.862% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;9674 |
|  | Republic of Peru | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;11/21/33 | &nbsp;&nbsp;27193 | &nbsp;&nbsp;33226 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;25900 | &nbsp;&nbsp;21781 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/8/35 | &nbsp;&nbsp;13975 | &nbsp;&nbsp;13954 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/30/36 | &nbsp;&nbsp;18492 | &nbsp;&nbsp;18524 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/14/37 | &nbsp;&nbsp;13180 | &nbsp;&nbsp;14286 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/11/41 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;11007 |
|  | Republic of Peru | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/18/50 | &nbsp;&nbsp;25933 | &nbsp;&nbsp;24673 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/10/51 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;10334 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/8/54 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;19803 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/30/55 | &nbsp;&nbsp;15968 | &nbsp;&nbsp;16048 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;12/1/60 | &nbsp;&nbsp;19250 | &nbsp;&nbsp;10370 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/72 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;&nbsp;&nbsp;7204 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.230% | &nbsp;&nbsp;7/28/21 | &nbsp;&nbsp;14925 | &nbsp;&nbsp;&nbsp;&nbsp;8013 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;16957 | &nbsp;&nbsp;17474 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/29 | &nbsp;&nbsp;18900 | &nbsp;&nbsp;19147 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/12/30 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;35652 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/16/32 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;13300 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/33 | &nbsp;&nbsp;29800 | &nbsp;&nbsp;29632 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/34 | &nbsp;&nbsp;34200 | &nbsp;&nbsp;34322 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/12/35 | &nbsp;&nbsp;32100 | &nbsp;&nbsp;32728 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/4/53 | &nbsp;&nbsp;28025 | &nbsp;&nbsp;26057 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/18/54 | &nbsp;&nbsp;39050 | &nbsp;&nbsp;36203 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5097 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5300 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;46550 | &nbsp;&nbsp;44953 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1611 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/14/29 | &nbsp;&nbsp;26296 | &nbsp;&nbsp;25808 |
|  | Republic of the Philippines | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/2/30 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;17843 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/5/30 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11021 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.457% | &nbsp;&nbsp;5/5/30 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;10782 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Republic of the Philippines | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/14/31 | &nbsp;&nbsp;15750 | &nbsp;&nbsp;18274 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.648% | &nbsp;&nbsp;6/10/31 | &nbsp;&nbsp;14484 | &nbsp;&nbsp;12296 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;7701 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;11504 | &nbsp;&nbsp;12586 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.556% | &nbsp;&nbsp;9/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7888 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.609% | &nbsp;&nbsp;4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;9117 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/17/33 | &nbsp;&nbsp;14050 | &nbsp;&nbsp;14199 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/34 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11728 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/23/34 | &nbsp;&nbsp;21140 | &nbsp;&nbsp;23256 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/35 | &nbsp;&nbsp;14625 | &nbsp;&nbsp;15205 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/5/35 | &nbsp;&nbsp;11200 | &nbsp;&nbsp;10990 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/13/37 | &nbsp;&nbsp;14550 | &nbsp;&nbsp;14439 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/20/40 | &nbsp;&nbsp;22190 | &nbsp;&nbsp;19118 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;22808 | &nbsp;&nbsp;18486 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/2/42 | &nbsp;&nbsp;21838 | &nbsp;&nbsp;17502 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/5/45 | &nbsp;&nbsp;14130 | &nbsp;&nbsp;&nbsp;&nbsp;9637 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/10/45 | &nbsp;&nbsp;17528 | &nbsp;&nbsp;11326 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/6/46 | &nbsp;&nbsp;25825 | &nbsp;&nbsp;18125 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/29/47 | &nbsp;&nbsp;10504 | &nbsp;&nbsp;&nbsp;&nbsp;8557 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/13/47 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10304 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/17/48 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13671 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7869 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;9/5/49 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;11683 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/4/50 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11980 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;6557 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/29 | &nbsp;&nbsp;28680 | &nbsp;&nbsp;29201 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;8239 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/30 | &nbsp;&nbsp;24500 | &nbsp;&nbsp;25030 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/3/30 | &nbsp;&nbsp;19627 | &nbsp;&nbsp;17733 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/17/33 | &nbsp;&nbsp;29375 | &nbsp;&nbsp;27931 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/12/34 | &nbsp;&nbsp;33500 | &nbsp;&nbsp;33885 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/19/35 | &nbsp;&nbsp;29200 | &nbsp;&nbsp;29725 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/43 | &nbsp;&nbsp;19730 | &nbsp;&nbsp;16363 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/17/48 | &nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp;8079 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/15/50 | &nbsp;&nbsp;25525 | &nbsp;&nbsp;16522 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/50 | &nbsp;&nbsp;22032 | &nbsp;&nbsp;15470 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/54 | &nbsp;&nbsp;31050 | &nbsp;&nbsp;28816 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/20 | &nbsp;&nbsp;11950 | &nbsp;&nbsp;&nbsp;&nbsp;8447 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3535 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/22/27 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;10593 |
| <sup>3,6</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/4/27 | &nbsp;&nbsp;27070 | &nbsp;&nbsp;27097 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/13/27 | &nbsp;&nbsp;17600 | &nbsp;&nbsp;17569 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3712 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/14/28 | &nbsp;&nbsp;13250 | &nbsp;&nbsp;13357 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;27400 | &nbsp;&nbsp;27717 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/30 | &nbsp;&nbsp;12380 | &nbsp;&nbsp;12886 |
|  | United Mexican States | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/28/27 | &nbsp;&nbsp;15855 | &nbsp;&nbsp;15778 |
|  | United Mexican States | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;27600 | &nbsp;&nbsp;27145 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/9/28 | &nbsp;&nbsp;10150 | &nbsp;&nbsp;10358 |
|  | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/29 | &nbsp;&nbsp;29900 | &nbsp;&nbsp;29525 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5026 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/16/30 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;13739 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;2628 | &nbsp;&nbsp;&nbsp;&nbsp;2726 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/31 | &nbsp;&nbsp;48300 | &nbsp;&nbsp;41803 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;8.300% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;11390 | &nbsp;&nbsp;13465 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/32 | &nbsp;&nbsp;24575 | &nbsp;&nbsp;23406 |
| <sup>3,6</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/32 | &nbsp;&nbsp;45186 | &nbsp;&nbsp;45810 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;10218 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/33 | &nbsp;&nbsp;31850 | &nbsp;&nbsp;30097 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/34 | &nbsp;&nbsp;34369 | &nbsp;&nbsp;28997 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/27/34 | &nbsp;&nbsp;15864 | &nbsp;&nbsp;16848 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/9/35 | &nbsp;&nbsp;32700 | &nbsp;&nbsp;33453 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/7/36 | &nbsp;&nbsp;53750 | &nbsp;&nbsp;53060 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/37 | &nbsp;&nbsp;48744 | &nbsp;&nbsp;50897 |
| <sup>3,6</sup> | United Mexican States | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/29/38 | &nbsp;&nbsp;22888 | &nbsp;&nbsp;23238 |
|  | United Mexican States | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/11/40 | &nbsp;&nbsp;29032 | &nbsp;&nbsp;27728 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/14/41 | &nbsp;&nbsp;36896 | &nbsp;&nbsp;28432 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/8/44 | &nbsp;&nbsp;42333 | &nbsp;&nbsp;33394 |
|  | United Mexican States | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/21/45 | &nbsp;&nbsp;22325 | &nbsp;&nbsp;20062 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/23/46 | &nbsp;&nbsp;26191 | &nbsp;&nbsp;19755 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | United Mexican States | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/47 | &nbsp;&nbsp;18143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13102 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/10/48 | &nbsp;&nbsp;17396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12950 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/50 | &nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16932 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/27/51 | &nbsp;&nbsp;27890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21675 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/52 | &nbsp;&nbsp;24525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17233 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.338% | &nbsp;&nbsp;5/4/53 | &nbsp;&nbsp;33040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30386 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/7/54 | &nbsp;&nbsp;29745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27404 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;5/13/55 | &nbsp;&nbsp;28044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28988 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;5/24/61 | &nbsp;&nbsp;47100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27750 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/12/10 | &nbsp;&nbsp;24333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19255 |
| **Total Sovereign Bonds (Cost $10,932,752)** | **Total Sovereign Bonds (Cost $10,932,752)** | **Total Sovereign Bonds (Cost $10,932,752)** | **Total Sovereign Bonds (Cost $10,932,752)** | **Total Sovereign Bonds (Cost $10,932,752)** | **10498761** |
| **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** |
|  | Alabama Economic Settlement Authority BP Settlement Revenue | &nbsp;&nbsp;3.163% | &nbsp;&nbsp;9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
|  | Alabama Federal AID Highway Finance Authority SO Revenue | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | Alameda County CA Joint Powers Authority Lease Revenue | &nbsp;&nbsp;7.046% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;7.834% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;8.084% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13031 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.918% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.263% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;17518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18421 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;7.043% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5695 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.907% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8293 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;3.126% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 |
|  | Broward County FL Airport System Revenue | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | California Earthquake Authority Revenue | &nbsp;&nbsp;5.603% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638 |
|  | California GO | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901 |
|  | California GO | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5438 |
|  | California GO Prere. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 |
|  | California GO Prere. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;11425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11611 |
|  | California GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5728 |
|  | California GO | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7175 |
|  | California GO | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;9464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8363 |
|  | California GO | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8361 |
|  | California GO | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
|  | California GO | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10719 |
|  | California GO | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;23080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26765 |
|  | California GO | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 |
|  | California GO | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;31220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37417 |
|  | California GO | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;19015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21992 |
|  | California GO | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;11730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13634 |
|  | California GO | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/40 | &nbsp;&nbsp;14985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17937 |
|  | California GO | &nbsp;&nbsp;7.600% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;20835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25123 |
|  | California GO | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356 |
|  | California GO | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 |
|  | California Health Facilities Financing Authority Revenue (Social Bonds-Federally Taxable) | &nbsp;&nbsp;4.353% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | California State Taxable Various Purpose GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;3.899% | &nbsp;&nbsp;11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3499 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.897% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.975% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;5.183% | &nbsp;&nbsp;11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283 |
|  | Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691 |
|  | Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | &nbsp;&nbsp;3.204% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597 |
|  | Chicago IL Metropolitan Water Reclamation District GO | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5308 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;6.395% | &nbsp;&nbsp;1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9398 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.472% | &nbsp;&nbsp;1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5164 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;10770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11929 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 |
|  | Clark County NV Airport System Revenue | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.864% | &nbsp;&nbsp;6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4613 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.807% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6248 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;2.991% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 |
|  | Commonwealth of Massachusetts SO Revenue | &nbsp;&nbsp;3.769% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051 |
|  | Connecticut GO | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | Connecticut GO | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;10205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10947 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Cook County IL GO | &nbsp;&nbsp;6.229% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;2848 |
|  | Dallas County TX Hospital District GO | &nbsp;&nbsp;5.621% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.999% | &nbsp;&nbsp;12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;3010 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;3146 |
|  | Dallas TX Area Rapid Transit Sales Tax Revenue | &nbsp;&nbsp;2.613% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3295 |
|  | Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | &nbsp;&nbsp;7.088% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3481 |
| <sup>13</sup> | Dallas TX Independent School District GO | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1511 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.994% | &nbsp;&nbsp;11/1/38 | &nbsp;&nbsp;12860 | &nbsp;&nbsp;10850 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.089% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;&nbsp;&nbsp;4203 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;2676 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.843% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2075 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;8322 |
|  | District of Columbia Water & Sewer Authority Public Utility Revenue | &nbsp;&nbsp;4.814% | &nbsp;&nbsp;10/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3197 |
|  | East Bay CA Municipal Utility District Water System Revenue | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;7015 | &nbsp;&nbsp;&nbsp;&nbsp;7378 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;1.705% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;9309 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;12258 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;5.526% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14878 |
|  | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;4.094% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5524 | &nbsp;&nbsp;&nbsp;&nbsp;4427 |
| <sup>14</sup> | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;3.924% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1916 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.637% | &nbsp;&nbsp;4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;8989 | &nbsp;&nbsp;&nbsp;&nbsp;9706 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.655% | &nbsp;&nbsp;4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;6593 | &nbsp;&nbsp;&nbsp;&nbsp;7036 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;7.055% | &nbsp;&nbsp;4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;5027 | &nbsp;&nbsp;&nbsp;&nbsp;5575 |
|  | Georgia Water & Wastewater Revenue | &nbsp;&nbsp;2.257% | &nbsp;&nbsp;11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5499 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;4034 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2001 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3621 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;2868 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.293% | &nbsp;&nbsp;6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;2747 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;2893 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;2361 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;4.214% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5042 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;5.184% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;3.236% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;23720 | &nbsp;&nbsp;16180 |
|  | Houston TX GO | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;8121 |
|  | Houston TX GO | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3270 | &nbsp;&nbsp;&nbsp;&nbsp;2722 |
|  | Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No. 2) | &nbsp;&nbsp;2.861% | &nbsp;&nbsp;9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
|  | Illinois GO | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;76461 | &nbsp;&nbsp;76690 |
|  | Illinois GO | &nbsp;&nbsp;6.630% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;12712 | &nbsp;&nbsp;13353 |
|  | Illinois State Toll Highway Authority Revenue | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;4519 |
|  | Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | &nbsp;&nbsp;3.051% | &nbsp;&nbsp;1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;3026 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;3.985% | &nbsp;&nbsp;1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3533 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;4.433% | &nbsp;&nbsp;1/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;4.532% | &nbsp;&nbsp;1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;5921 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;2605 |
|  | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;4423 |
| <sup>15</sup> | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;2.774% | &nbsp;&nbsp;5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2685 |
| <sup>14</sup> | Kansas Development Finance Authority Revenue (Employees Retirement System) | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;2112 |
|  | Los Angeles CA Community College District GO | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5728 |
| <sup>14</sup> | Los Angeles CA Department of Airports International Revenue | &nbsp;&nbsp;4.242% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2373 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8930 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.603% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;3425 |
|  | Los Angeles County CA Public Works Financing Authority Lease Revenue | &nbsp;&nbsp;7.618% | &nbsp;&nbsp;8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;3992 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;3.615% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3443 | &nbsp;&nbsp;&nbsp;&nbsp;3419 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3296 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.145% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;7642 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.048% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4191 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;5037 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;9065 | &nbsp;&nbsp;&nbsp;&nbsp;8607 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;13100 | &nbsp;&nbsp;13170 |
|  | Maryland Economic Development Corp. Revenue | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;5/31/57 | &nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;2588 |
|  | Maryland Economic Development Corp. Revenue (Prince George's County Public Schools) | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;5/31/56 | &nbsp;&nbsp;&nbsp;&nbsp;3398 | &nbsp;&nbsp;&nbsp;&nbsp;3235 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.052% | &nbsp;&nbsp;7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;1998 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.197% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;1904 |
|  | Massachusetts GO | &nbsp;&nbsp;5.456% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;6846 |
|  | Massachusetts GO | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;3690 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;1.753% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;2029 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;5.715% | &nbsp;&nbsp;8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;3.395% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp;&nbsp;&nbsp;5377 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;8820 | &nbsp;&nbsp;&nbsp;&nbsp;6646 |
|  | Massachusetts SO Revenue | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3024 | &nbsp;&nbsp;&nbsp;&nbsp;3017 |
|  | Massachusetts Transportation Fund Revenue | &nbsp;&nbsp;5.731% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3845 |
|  | Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | &nbsp;&nbsp;6.731% | &nbsp;&nbsp;7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;3683 |
|  | Metropolitan Transportation Authority NY Revenue | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 |
|  | Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | &nbsp;&nbsp;7.462% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;5349 |
|  | Miami-Dade County FL Aviation Revenue (Miami International Airport) | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;6155 | &nbsp;&nbsp;&nbsp;&nbsp;5503 |
|  | Miami-Dade County FL Seaport Revenue | &nbsp;&nbsp;6.224% | &nbsp;&nbsp;11/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5668 |
|  | Miami-Dade County FL Transit System Sales Surtax Revenue | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.084% | &nbsp;&nbsp;12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;8547 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.384% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;4993 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.496% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;1791 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;8/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;3814 |
|  | Michigan Strategic Fund Ltd. Obligation Revenue | &nbsp;&nbsp;3.225% | &nbsp;&nbsp;9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2450 |
|  | Mississippi GO | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;3252 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;4023 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.652% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2561 |
|  | National Finance Authority NH Revenue | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2548 |
| <sup>16</sup> | New Jersey Economic Development Authority Revenue (State Pension Funding) | &nbsp;&nbsp;7.425% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;11406 |
|  | New Jersey Transportation Trust Fund Authority Transportation System Revenue | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;12/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;4668 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.414% | &nbsp;&nbsp;1/1/40 | &nbsp;&nbsp;17067 | &nbsp;&nbsp;20396 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.102% | &nbsp;&nbsp;1/1/41 | &nbsp;&nbsp;19751 | &nbsp;&nbsp;22623 |
|  | New York City NY GO | &nbsp;&nbsp;5.206% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4046 |
|  | New York City NY GO | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;7916 |
|  | New York City NY GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3581 |
|  | New York City NY GO | &nbsp;&nbsp;6.271% | &nbsp;&nbsp;12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;6992 |
|  | New York City NY GO | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6788 |
|  | New York City NY GO | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7314 |
|  | New York City NY GO | &nbsp;&nbsp;5.263% | &nbsp;&nbsp;10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3126 |
|  | New York City NY GO | &nbsp;&nbsp;5.828% | &nbsp;&nbsp;10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7936 |
|  | New York City NY GO | &nbsp;&nbsp;5.114% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4705 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5686 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.724% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.952% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1023 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;6.011% | &nbsp;&nbsp;6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.440% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;5798 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;6/15/44 | &nbsp;&nbsp;13105 | &nbsp;&nbsp;13284 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;9215 | &nbsp;&nbsp;&nbsp;&nbsp;9965 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.814% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;1174 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.628% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;2782 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;3225 |
|  | New York State Thruway Authority General Revenue | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;3458 |
|  | New York State Urban Development Corp. Revenue Prere. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | New York State Urban Development Corp. Revenue | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2351 |
|  | New York State Urban Development Corp. Revenue (Personal Income Tax) | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;5660 |
|  | North Texas Tollway Authority System Revenue | &nbsp;&nbsp;6.718% | &nbsp;&nbsp;1/1/49 | &nbsp;&nbsp;10215 | &nbsp;&nbsp;11244 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;2866 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;5481 | &nbsp;&nbsp;&nbsp;&nbsp;4586 |
|  | Ohio Turnpike Commission Revenue | &nbsp;&nbsp;3.216% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;2949 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;3.877% | &nbsp;&nbsp;5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3039 | &nbsp;&nbsp;&nbsp;&nbsp;2975 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;11/1/45 | &nbsp;&nbsp;12240 | &nbsp;&nbsp;11545 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.714% | &nbsp;&nbsp;5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp;4228 |
|  | Oregon GO | &nbsp;&nbsp;5.892% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;5610 |
| <sup>14</sup> | Oregon School Boards Association GO | &nbsp;&nbsp;5.528% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | Pennsylvania Economic Development Financing Authority Revenue (Infrastructure Programs) | &nbsp;&nbsp;5.689% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7561 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.790% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;3824 |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;3405 |
|  | Pennsylvania Turnpike Commission Revenue | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3689 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;2209 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;14510 | &nbsp;&nbsp;15112 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5103 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;5516 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;3278 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.031% | &nbsp;&nbsp;9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1472 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.139% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7150 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2359 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2160 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.229% | &nbsp;&nbsp;10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;2524 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.458% | &nbsp;&nbsp;10/1/62 | &nbsp;&nbsp;29910 | &nbsp;&nbsp;25099 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;7385 | &nbsp;&nbsp;&nbsp;&nbsp;6623 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;8/1/69 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;2743 |
|  | Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | &nbsp;&nbsp;2.543% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2469 |
|  | Regional Transportation District of Colorado Sales Tax Revenue | &nbsp;&nbsp;5.844% | &nbsp;&nbsp;11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2091 |
|  | Riverside CA Pension Obligation Taxable Revenue Bonds | &nbsp;&nbsp;3.857% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;3258 |
|  | Riverside County CA Pension Obligation Revenue Bonds | &nbsp;&nbsp;3.818% | &nbsp;&nbsp;2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;5.665% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2910 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;5/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;2915 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.238% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.587% | &nbsp;&nbsp;1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;6986 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2378 |
|  | Salt River Projects Arizona Agricultural Improvement & Power District Revenue | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3235 | &nbsp;&nbsp;&nbsp;&nbsp;3027 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1722 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7070 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;4.427% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1325 |
|  | San Diego County CA Regional Transportation Commission Sales Tax Revenue | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;3195 |
|  | San Diego County CA Water Authority Revenue | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;6317 |
|  | San Francisco CA City & County Public Utilities Commission Wastewater Revenue | &nbsp;&nbsp;4.655% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5069 |
|  | San Francisco CA City & County Public Utilities Commission Water Revenue | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;6463 |
|  | San Jose California Redevelopment Agency Successor Agency Tax Allocation | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3326 |
|  | South Carolina Public Service Authority Revenue | &nbsp;&nbsp;6.454% | &nbsp;&nbsp;1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7322 |
|  | State Public School Building Authority PA Revenue | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;3572 | &nbsp;&nbsp;&nbsp;&nbsp;3609 |
|  | Texas A & M University Permanent Fund Revenue | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 |
|  | Texas GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;11570 | &nbsp;&nbsp;11909 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.102% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;19044 | &nbsp;&nbsp;19477 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.169% | &nbsp;&nbsp;4/1/41 | &nbsp;&nbsp;19715 | &nbsp;&nbsp;19914 |
|  | Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;12/31/49 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;10322 |
|  | Texas Transportation Commission GO | &nbsp;&nbsp;4.681% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;2068 |
|  | Texas Transportation Commission State Highway Revenue | &nbsp;&nbsp;5.178% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;12620 | &nbsp;&nbsp;12860 |
| <sup>14</sup> | Tucson City AZ COP | &nbsp;&nbsp;2.856% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;2387 |
|  | United Nations Development Corp. NY Revenue | &nbsp;&nbsp;6.536% | &nbsp;&nbsp;8/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1594 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.132% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3972 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.548% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;19050 | &nbsp;&nbsp;20293 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;4835 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;7002 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.256% | &nbsp;&nbsp;5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.706% | &nbsp;&nbsp;5/15/20 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2019 |
|  | University of California Revenue | &nbsp;&nbsp;1.316% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;7203 |
|  | University of California Revenue | &nbsp;&nbsp;1.614% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;5206 |
|  | University of California Revenue | &nbsp;&nbsp;3.071% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;3903 |
|  | University of California Revenue | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;5/15/12 | &nbsp;&nbsp;12189 | &nbsp;&nbsp;10108 |
|  | University of California Revenue | &nbsp;&nbsp;4.767% | &nbsp;&nbsp;5/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4014 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.437% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;9978 | &nbsp;&nbsp;&nbsp;&nbsp;7405 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.599% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;3403 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.562% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;1575 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;2908 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;3902 |
|  | University of Michigan Revenue | &nbsp;&nbsp;4.454% | &nbsp;&nbsp;4/1/22 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;9882 |
|  | University of Minnesota Revenue | &nbsp;&nbsp;4.048% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp;1141 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | University of Nebraska Student Fee Revenue | &nbsp;&nbsp;3.037% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592 |
| <sup>15</sup> | University of Oregon Revenue | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;3/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646 |
|  | University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | &nbsp;&nbsp;3.555% | &nbsp;&nbsp;9/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;3.354% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;2.439% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.376% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5135 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 |
|  | University of Virginia Revenue | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6769 |
|  | University of Virginia Revenue | &nbsp;&nbsp;4.179% | &nbsp;&nbsp;9/1/17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 |
|  | University of Virginia Revenue | &nbsp;&nbsp;3.227% | &nbsp;&nbsp;9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 |
|  | Wisconsin General Fund Annual Appropriation Revenue ETM | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009 |
|  | Wisconsin General Fund Annual Appropriation Revenue | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8726 |
| **Total Taxable Municipal Bonds (Cost $1,706,229)** | **Total Taxable Municipal Bonds (Cost $1,706,229)** | **Total Taxable Municipal Bonds (Cost $1,706,229)** | **Total Taxable Municipal Bonds (Cost $1,706,229)** | **Total Taxable Municipal Bonds (Cost $1,706,229)** | &nbsp;&nbsp;&nbsp;&nbsp;**1483137** |
|  |  |  |  | &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 (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>17</sup> | Vanguard Market Liquidity Fund **(Cost $4,051,804)** | &nbsp;&nbsp;4.355% |  | &nbsp;&nbsp;40522584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4051853** |
| **Total Investments (100.3%) (Cost $336,417,354)** | **Total Investments (100.3%) (Cost $336,417,354)** | **Total Investments (100.3%) (Cost $336,417,354)** | **Total Investments (100.3%) (Cost $336,417,354)** |  | &nbsp;&nbsp;**318341559** |
| **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;&nbsp;&nbsp;**(972928)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**317368631** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $27,462 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $32,498 have been segregated as initial margin for open futures 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 | U.S. government-guaranteed. |
| 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 June 30, 2025. |
| 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 June 30, 2025, the aggregate value was $894,111, representing 0.3% of net assets. |
| 9 | Guaranteed by the Government of Canada. |
| 10 | Guaranteed by the Government of Japan. |
| 11 | Guaranteed by the Federal Republic of Germany. |
| 12 | Guaranteed by the Republic of Austria. |
| 13 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 14 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 15 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 16 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 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. |
| CMT—Constant Maturing Treasury Rate. |
| COP—Certificate of Participation. |
| DAC—Designated Activity Company. |
| ETM—Escrowed to Maturity. |
| GO—General Obligation Bond. |
| Prere.—Prerefunded. |
| REIT—Real Estate Investment Trust. |
| RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. |
| RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month. |
| SO—Special Obligation. |
| UMBS—Uniform Mortgage-Backed Securities. |

---

------

Total Bond Market II Index 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 | September 2025 | &nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;55126 | &nbsp;&nbsp;&nbsp;138 |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| Ultra 10-Year U.S. Treasury Note | September 2025 | (420) | (47991) | &nbsp;&nbsp;(479) |
|  |  |  |  | &nbsp;&nbsp;(341) |

---

&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-S44-V1 | 6/20/30 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;26902 | &nbsp;&nbsp;&nbsp;7747 |

---

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

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

------

Total Bond Market II Index Fund

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $332,365,550) | 314289706 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $4,051,804) | &nbsp;&nbsp;&nbsp;&nbsp;4051853 |
| Total Investments in Securities | 318341559 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8025 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;3747043 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;2411988 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;1837980 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 |
| **Total Assets** | **326349826** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;8911219 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63151 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**8981195** |
| **Net Assets** | **317368631** |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 345885180 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(28516549) |
| **Net Assets** | **317368631** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 15,768,542,573 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **150548741** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.55** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 17,472,809,953 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **166819890** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.55** |

---

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

------

Total Bond Market II Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6171444 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6171444 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11010 |
| &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;3293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| Shareholders' Reports and Proxy Fees—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
| Shareholders' Reports and Proxy Fees—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82009 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6089435** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1854473) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1851781)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8105663 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7747 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8113069** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12350723** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $84,127, ($96), and ($425), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Total Bond Market II Index Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;6089435 | &nbsp;&nbsp;&nbsp;&nbsp;10797927 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(1851781) | &nbsp;&nbsp;&nbsp;&nbsp;(2502379) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;8113069 | &nbsp;&nbsp;&nbsp;&nbsp;(4407700) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;12350723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3887848 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(2881372) | &nbsp;&nbsp;&nbsp;&nbsp;(5192146) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(3209478) | &nbsp;&nbsp;&nbsp;&nbsp;(5606380) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(6090850) | &nbsp;&nbsp;&nbsp;&nbsp;(10798526) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(1366698) | &nbsp;&nbsp;&nbsp;&nbsp;18746834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;3024495 | &nbsp;&nbsp;&nbsp;&nbsp;25412994 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;1657797 | &nbsp;&nbsp;&nbsp;&nbsp;44159828 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;7917670 | &nbsp;&nbsp;&nbsp;&nbsp;37249150 |
| **Net Assets** |  |  |
| **Beginning of Period** | **309450961** | &nbsp;&nbsp;&nbsp;**272201811** |
| **End of Period** | **317368631** | &nbsp;&nbsp;&nbsp;**309450961** |

---

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

------

Total Bond Market II Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$9.36** | &nbsp;&nbsp;&nbsp;**$9.59** | &nbsp;&nbsp;&nbsp;**$9.37** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$11.46** | &nbsp;&nbsp;&nbsp;**$11.01** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.249 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;.190 | &nbsp;&nbsp;&nbsp;&nbsp;(.230) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.219 | &nbsp;&nbsp;&nbsp;&nbsp;(1.672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.393) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.551 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.512 | &nbsp;&nbsp;&nbsp;&nbsp;(1.449) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.199) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.800 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.184) | &nbsp;&nbsp;&nbsp;&nbsp;(.347) | &nbsp;&nbsp;&nbsp;&nbsp;(.292) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.223) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.194) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.249) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.017) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.101) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.184) | &nbsp;&nbsp;&nbsp;&nbsp;(.347) | &nbsp;&nbsp;&nbsp;&nbsp;(.292) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.231) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.350) |
| **Net Asset Value, End of Period** | **$9.55** | &nbsp;&nbsp;&nbsp;**$9.36** | &nbsp;&nbsp;&nbsp;**$9.59** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.37** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$11.46** |
| **Total Return<sup>2</sup>** | **4.02%** | &nbsp;&nbsp;&nbsp;**1.24%** | &nbsp;&nbsp;&nbsp;**5.58%** | &nbsp;&nbsp;&nbsp;**-13.19%** | &nbsp;&nbsp;&nbsp;**-1.73%** | &nbsp;&nbsp;&nbsp;**7.31%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $150549 | &nbsp;&nbsp;&nbsp;$148927 | &nbsp;&nbsp;&nbsp;$133525 | &nbsp;&nbsp;&nbsp;$115524 | &nbsp;&nbsp;&nbsp;$141913 | &nbsp;&nbsp;&nbsp;$129026 |
| Ratio of Total Expenses to Average Net Assets | 0.09% | &nbsp;&nbsp;&nbsp;0.09% | &nbsp;&nbsp;&nbsp;0.09%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.09%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.09% | &nbsp;&nbsp;&nbsp;0.09% |
| Ratio of Net Investment Income to Average Net Assets | 3.93% | &nbsp;&nbsp;&nbsp;3.66% | &nbsp;&nbsp;&nbsp;3.13% | &nbsp;&nbsp;&nbsp;2.25% | &nbsp;&nbsp;&nbsp;1.74% | &nbsp;&nbsp;&nbsp;2.17% |
| Portfolio Turnover Rate<sup>4</sup> | 55% | &nbsp;&nbsp;&nbsp;88% | &nbsp;&nbsp;&nbsp;39% | &nbsp;&nbsp;&nbsp;49% | &nbsp;&nbsp;&nbsp;76% | &nbsp;&nbsp;&nbsp;119% |
| 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 0.09%. |
| 4 | Includes 6%, 12%, 11%, 29%, 38%, and 32%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Total Bond Market II Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$9.36** | &nbsp;&nbsp;&nbsp;**$9.59** | &nbsp;&nbsp;&nbsp;**$9.37** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$11.46** | &nbsp;&nbsp;&nbsp;**$11.01** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.256 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;.190 | &nbsp;&nbsp;&nbsp;&nbsp;(.231) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.219 | &nbsp;&nbsp;&nbsp;&nbsp;(1.673) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.393) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.552 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.519 | &nbsp;&nbsp;&nbsp;&nbsp;(1.442) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.808 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.187) | &nbsp;&nbsp;&nbsp;&nbsp;(.353) | &nbsp;&nbsp;&nbsp;&nbsp;(.299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.230) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.201) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.257) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.017) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.101) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.187) | &nbsp;&nbsp;&nbsp;&nbsp;(.353) | &nbsp;&nbsp;&nbsp;&nbsp;(.299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.358) |
| **Net Asset Value, End of Period** | **$9.55** | &nbsp;&nbsp;&nbsp;**$9.36** | &nbsp;&nbsp;&nbsp;**$9.59** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.37** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$11.46** |
| **Total Return** | **4.06%** | &nbsp;&nbsp;&nbsp;**1.31%** | &nbsp;&nbsp;&nbsp;**5.66%** | &nbsp;&nbsp;&nbsp;**-13.12%** | &nbsp;&nbsp;&nbsp;**-1.67%** | &nbsp;&nbsp;&nbsp;**7.38%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $166820 | &nbsp;&nbsp;&nbsp;$160524 | &nbsp;&nbsp;&nbsp;$138677 | &nbsp;&nbsp;&nbsp;$114556 | &nbsp;&nbsp;&nbsp;$115495 | &nbsp;&nbsp;&nbsp;$92739 |
| 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% | &nbsp;&nbsp;&nbsp;0.02% |
| Ratio of Net Investment Income to Average Net Assets | 4.00% | &nbsp;&nbsp;&nbsp;3.73% | &nbsp;&nbsp;&nbsp;3.20% | &nbsp;&nbsp;&nbsp;2.34% | &nbsp;&nbsp;&nbsp;1.81% | &nbsp;&nbsp;&nbsp;2.24% |
| Portfolio Turnover Rate<sup>3</sup> | 55% | &nbsp;&nbsp;&nbsp;88% | &nbsp;&nbsp;&nbsp;39% | &nbsp;&nbsp;&nbsp;49% | &nbsp;&nbsp;&nbsp;76% | &nbsp;&nbsp;&nbsp;119% |
| 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 6%, 12%, 11%, 29%, 38%, and 32%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Total Bond Market II Index Fund

Notes to Financial Statements

Vanguard Total Bond Market II Index 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 Vanguard funds of funds as well as certain similar trusts and accounts ("eligible investors"). The fund is not available to other investors. The fund offers two classes of shares: Investor Shares and Institutional 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. 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. 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 June 30, 2025, counterparties had deposited in segregated accounts securities with a value of $5,467,000 and cash of $13,315,000 in connection with TBA transactions.

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 June 30, 2025, the fund's average investments in long and short futures contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.

5. 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

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Total Bond Market II Index Fund

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 June 30, 2025, the fund's average amounts of investments in credit protection sold and credit protection purchased represented less than 1% and 0% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period.

6. 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.

7. Distributions: Distributions from net investment income are declared daily and paid on the first business day of the following month. Annual distributions from realized capital gains, if any, 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.

8. 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 June 30, 2025, the fund did not utilize the credit facilities or the Interfund Lending Program.

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Total Bond Market II Index Fund

9. 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.

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), shareholder reporting, and proxy fees. 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. 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 June 30, 2025, the fund had contributed to Vanguard capital in the amount of $8,025,000, representing less than 0.01% of the fund's net assets and 3.21% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. 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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Total Bond Market II Index Fund

The following table summarizes the market value of the fund's investments and derivatives as of June 30, 2025, 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;&nbsp;216332100 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;216332100 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6444547 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6444547 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;79531161 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;79531161 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;10498761 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;10498761 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483137 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483137 |
| Temporary Cash Investments | 4051853 | &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;4051853 |
| Total | 4051853 | &nbsp;&nbsp;&nbsp;314289706 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;318341559 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &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;&nbsp;&nbsp;138 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7747<sup>1</sup> | &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;7747 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7885 | &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;7885 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(479) | &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;(479) |

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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.

D. At June 30, 2025, 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;Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | &nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7747 | &nbsp;&nbsp;&nbsp;7747 |
| Total Assets | &nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;7747 | &nbsp;&nbsp;&nbsp;7885 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(479) |
| Total Liabilities | (479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(479) |

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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 June 30, 2025, were:

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| | | | |
|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest<br> Rate<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | 1407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1407 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;1285 |
| Realized Net Gain (Loss) on Derivatives | 1407 | &nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;2692 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |
| Futures Contracts | &nbsp;&nbsp;(341) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(341) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7747 | &nbsp;&nbsp;&nbsp;7747 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | &nbsp;&nbsp;(341) | &nbsp;&nbsp;&nbsp;7747 | &nbsp;&nbsp;&nbsp;7406 |

---

E. As of June 30, 2025, 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;337234910 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336427 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(21222372) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(18885945) |

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Total Bond Market II Index Fund

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2024, the fund had available capital losses totaling $7,828,377,000 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 December 31, 2025; 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 June 30, 2025, the fund purchased $13,629,869,000 of investment securities and sold $14,818,423,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $157,601,015,000 and $155,066,244,000, respectively.

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | 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;9331418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989683 | &nbsp;&nbsp;&nbsp;20504349 | &nbsp;&nbsp;&nbsp;2164923 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;2881372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303448 | &nbsp;&nbsp;&nbsp;&nbsp;5192146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548882 |
| Redeemed | (13579488) | &nbsp;&nbsp;&nbsp;(1434351) | &nbsp;&nbsp;&nbsp;(6949661) | &nbsp;&nbsp;&nbsp;(727771) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;(1366698) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(141220) | &nbsp;&nbsp;&nbsp;18746834 | &nbsp;&nbsp;&nbsp;1986034 |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;13067296 | &nbsp;&nbsp;&nbsp;&nbsp;1384822 | &nbsp;&nbsp;&nbsp;27508742 | &nbsp;&nbsp;&nbsp;2901701 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;3209377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337983 | &nbsp;&nbsp;&nbsp;&nbsp;5606372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592636 |
| Redeemed | (13252178) | &nbsp;&nbsp;&nbsp;(1398592) | &nbsp;&nbsp;&nbsp;(7702120) | &nbsp;&nbsp;&nbsp;(806768) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;3024495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324213 | &nbsp;&nbsp;&nbsp;25412994 | &nbsp;&nbsp;&nbsp;2687569 |

---

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.

Q6352 082025

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![](tm2519836d3inprosecfini001.jpg)

#### Financial Statements

#### For the six-months ended June 30, 2025

#### Vanguard Inflation-Protected Securities Fund

------

Contents

Financial Statements 1 <br>

------

Inflation-Protected Securities Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of June 30, 2025

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 (99.7%)** | **U.S. Government and Agency Obligations (99.7%)** | **U.S. Government and Agency Obligations (99.7%)** | **U.S. Government and Agency Obligations (99.7%)** | **U.S. Government and Agency Obligations (99.7%)** | **U.S. Government and Agency Obligations (99.7%)** |
| **U.S. Government Securities (99.7%)** | **U.S. Government Securities (99.7%)** | **U.S. Government Securities (99.7%)** | **U.S. Government Securities (99.7%)** | **U.S. Government Securities (99.7%)** | **U.S. Government Securities (99.7%)** |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;674844 | &nbsp;&nbsp;&nbsp;&nbsp;668746 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;799385 | &nbsp;&nbsp;&nbsp;&nbsp;790042 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;654829 | &nbsp;&nbsp;&nbsp;&nbsp;645688 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;324552 | &nbsp;&nbsp;&nbsp;&nbsp;329886 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;817546 | &nbsp;&nbsp;&nbsp;&nbsp;800257 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;717658 | &nbsp;&nbsp;&nbsp;&nbsp;707922 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;813198 | &nbsp;&nbsp;&nbsp;&nbsp;823065 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;742081 | &nbsp;&nbsp;&nbsp;&nbsp;727955 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;316596 | &nbsp;&nbsp;&nbsp;&nbsp;320463 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;807817 | &nbsp;&nbsp;&nbsp;&nbsp;806070 |
| <sup>1</sup> | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;316468 | &nbsp;&nbsp;&nbsp;&nbsp;336406 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;642043 | &nbsp;&nbsp;&nbsp;&nbsp;634082 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;832556 | &nbsp;&nbsp;&nbsp;&nbsp;863469 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;554918 | &nbsp;&nbsp;&nbsp;&nbsp;546174 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;292331 | &nbsp;&nbsp;&nbsp;&nbsp;304057 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;858453 | &nbsp;&nbsp;&nbsp;&nbsp;881282 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;359491 | &nbsp;&nbsp;&nbsp;&nbsp;392307 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.250% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;653329 | &nbsp;&nbsp;&nbsp;&nbsp;627056 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;885358 | &nbsp;&nbsp;&nbsp;&nbsp;896097 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;301183 | &nbsp;&nbsp;&nbsp;&nbsp;284106 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;913426 | &nbsp;&nbsp;&nbsp;&nbsp;919735 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;1382421 | &nbsp;&nbsp;1297882 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;531004 | &nbsp;&nbsp;&nbsp;&nbsp;491625 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;857732 | &nbsp;&nbsp;&nbsp;&nbsp;788992 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;1079033 | &nbsp;&nbsp;&nbsp;&nbsp;977680 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;135585 | &nbsp;&nbsp;&nbsp;&nbsp;150828 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;971511 | &nbsp;&nbsp;&nbsp;&nbsp;905949 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;953287 | &nbsp;&nbsp;&nbsp;&nbsp;910482 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;934059 | &nbsp;&nbsp;&nbsp;&nbsp;906679 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;987307 | &nbsp;&nbsp;&nbsp;&nbsp;978579 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;7/15/34 | &nbsp;&nbsp;1024284 | &nbsp;&nbsp;1025475 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;1076876 | &nbsp;&nbsp;1094525 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;166385 | &nbsp;&nbsp;&nbsp;&nbsp;164003 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35064 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;622678 | &nbsp;&nbsp;&nbsp;&nbsp;482501 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;314964 | &nbsp;&nbsp;&nbsp;&nbsp;233577 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;432864 | &nbsp;&nbsp;&nbsp;&nbsp;362780 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;478115 | &nbsp;&nbsp;&nbsp;&nbsp;348443 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;246722 | &nbsp;&nbsp;&nbsp;&nbsp;186574 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;299777 | &nbsp;&nbsp;&nbsp;&nbsp;216694 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;218528 | &nbsp;&nbsp;&nbsp;&nbsp;160369 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;133845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96932 |
| <sup>2</sup> | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.250% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;276976 | &nbsp;&nbsp;&nbsp;&nbsp;160436 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;298151 | &nbsp;&nbsp;&nbsp;&nbsp;161997 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;175145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93356 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;335754 | &nbsp;&nbsp;&nbsp;&nbsp;265719 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;203189 | &nbsp;&nbsp;&nbsp;&nbsp;185890 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;172808 | &nbsp;&nbsp;&nbsp;&nbsp;167087 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24949 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34115 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61163 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20255 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;146650 | &nbsp;&nbsp;&nbsp;&nbsp;152275 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69344 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92855 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;107884 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50170 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60427 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24664 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;144801 |

---

------

Inflation-Protected Securities 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 | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/54 | &nbsp;&nbsp;177500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161948 |
| **Total U.S. Government and Agency Obligations (Cost $27,841,082)** | **Total U.S. Government and Agency Obligations (Cost $27,841,082)** | **Total U.S. Government and Agency Obligations (Cost $27,841,082)** | **Total U.S. Government and Agency Obligations (Cost $27,841,082)** | **Total U.S. Government and Agency Obligations (Cost $27,841,082)** | **Total U.S. Government and Agency Obligations (Cost $27,841,082)** | **27159833** |
|  |  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>3</sup> | Vanguard Market Liquidity Fund **(Cost $11,417)** | Vanguard Market Liquidity Fund **(Cost $11,417)** | &nbsp;&nbsp;4.355% |  | &nbsp;&nbsp;114196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11418** |
|  |  | &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** |
|  | 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.500% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;64200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
|  | 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.000% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;64200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| **Total Options Purchased (Cost $976)** | **Total Options Purchased (Cost $976)** | **Total Options Purchased (Cost $976)** | **Total Options Purchased (Cost $976)** | **Total Options Purchased (Cost $976)** | **Total Options Purchased (Cost $976)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**976** |
| **Total Investments (99.7%) (Cost $27,853,475)** | **Total Investments (99.7%) (Cost $27,853,475)** | **Total Investments (99.7%) (Cost $27,853,475)** | **Total Investments (99.7%) (Cost $27,853,475)** | **Total Investments (99.7%) (Cost $27,853,475)** |  | &nbsp;&nbsp;**27172227** |
| **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%)** | **Other Assets and Liabilities—Net (0.3%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**78068** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**27250295** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $31,803 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $3,312 have been segregated as initial margin for open futures contracts. |
| 3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

BANA—Bank of America, N.A. <br> SOFR—Secured Overnight Financing Rate.

------

Inflation-Protected Securities 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 |
| 5-Year U.S. Treasury Note | September 2025 | 1624 | 177016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) |
| 10-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;71984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
| Ultra 10-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;95412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| Ultra Long U.S. Treasury Bond | September 2025 | &nbsp;&nbsp;&nbsp;(721) | &nbsp;&nbsp;(85889) | &nbsp;&nbsp;(2344) |
|  |  |  |  | &nbsp;&nbsp;(1346) |

---

&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 | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000)<sup>1</sup> | &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) |
| 11/30/29 | 9/2/25<sup>2</sup> | &nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;3.365<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2/15/35 | 9/2/25<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;0.000<sup>4</sup> | &nbsp;&nbsp;&nbsp;(3.660)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;57200 | &nbsp;&nbsp;&nbsp;0.000<sup>5</sup> | &nbsp;&nbsp;&nbsp;(2.487)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(465) | &nbsp;&nbsp;&nbsp;&nbsp;(465) |
| 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;0.000<sup>5</sup> | &nbsp;&nbsp;&nbsp;(2.440)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27) |
| 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;0.000<sup>5</sup> | &nbsp;&nbsp;&nbsp;(2.300)<sup>6</sup> | &nbsp;&nbsp;&nbsp;1596 | &nbsp;&nbsp;&nbsp;1596 |
| 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;44500 | &nbsp;&nbsp;&nbsp;0.000<sup>5</sup> | &nbsp;&nbsp;&nbsp;(2.445)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(123) | &nbsp;&nbsp;&nbsp;&nbsp;(123) |
| 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;0.000<sup>5</sup> | &nbsp;&nbsp;&nbsp;(2.365)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
| 11/13/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;0.000<sup>5</sup> | &nbsp;&nbsp;&nbsp;(2.485)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(816) | &nbsp;&nbsp;&nbsp;&nbsp;(816) |
| 1/13/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;0.000<sup>5</sup> | &nbsp;&nbsp;&nbsp;(2.474)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(763) | &nbsp;&nbsp;&nbsp;&nbsp;(763) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(189) | &nbsp;&nbsp;&nbsp;&nbsp;(189) |

---

---

| |
|:---|
| 1 Notional amount denominated in U.S. dollar. |
| 2 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. |
| 3 Interest payment received/paid annually. |
| 4 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid annually. |
| 5 Zero-coupon. Based on the return of US Consumer Price Index for All Urban Consumers (USCPIU). Interest payment received/paid at maturity. |
| 6 Interest payment received/paid at maturity. |

---

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

------

Inflation-Protected Securities Fund

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($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 $27,842,058) | 27160809 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $11,417) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11418 |
| Total Investments in Securities | 27172227 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548784 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116512 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24504 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| **Total Assets** | **27862854** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507734 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82145 |
| Payables for Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20399 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
| Variation Margin Payable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**612559** |
| **Net Assets** | **27250295** |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 31030306 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(3780011) |
| **Net Assets** | **27250295** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 178,514,268 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**2113535** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$11.84** |
| **Admiral<sup>™</sup> Shares—Net Assets** |  |
| **Applicable to 586,563,380 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **13632338** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$23.24** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 1,215,169,335 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **11504422** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.47** |

---

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

------

Inflation-Protected Securities Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658722 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658722 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 |
| &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;&nbsp;43 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Shareholders' Reports and Proxy Fees—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Shareholders' Reports and Proxy Fees—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| Shareholders' Reports and Proxy Fees—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12673 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**646049** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(200678) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14531) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(334) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1476) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(216752)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767578 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(407) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**767269** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1196566** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $9,280, $18, and ($46), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Inflation-Protected Securities Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646049 | &nbsp;&nbsp;&nbsp;&nbsp;1080967 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(216752) | &nbsp;&nbsp;&nbsp;&nbsp;(1078296) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496916 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;1196566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499587 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90164) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(181916) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(546462) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(154887) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(445343) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(364134) | &nbsp;&nbsp;&nbsp;&nbsp;(1081969) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(135927) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(383621) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100867 | &nbsp;&nbsp;&nbsp;&nbsp;(1126160) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(718521) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593978 | &nbsp;&nbsp;&nbsp;&nbsp;(2228302) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;1426410 | &nbsp;&nbsp;&nbsp;&nbsp;(2810684) |
| **Net Assets** |  |  |
| **Beginning of Period** | **25823885** | &nbsp;&nbsp;&nbsp;**28634569** |
| **End of Period** | **27250295** | &nbsp;&nbsp;&nbsp;**25823885** |

---

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

------

Inflation-Protected Securities Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$11.47** | &nbsp;&nbsp;&nbsp;**$11.73** | &nbsp;&nbsp;&nbsp;**$11.80** | &nbsp;&nbsp;&nbsp;**$14.49** | &nbsp;&nbsp;&nbsp;**$14.43** | &nbsp;&nbsp;&nbsp;**$13.18** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.193 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.045) | &nbsp;&nbsp;&nbsp;&nbsp;(2.672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.242 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.423 | &nbsp;&nbsp;&nbsp;&nbsp;(1.707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.435 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.467) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.493) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.983) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.728) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.185) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.001) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.467) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.493) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.983) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.729) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.185) |
| **Net Asset Value, End of Period** | **$11.84** | &nbsp;&nbsp;&nbsp;**$11.47** | &nbsp;&nbsp;&nbsp;**$11.73** | &nbsp;&nbsp;&nbsp;**$11.80** | &nbsp;&nbsp;&nbsp;**$14.49** | &nbsp;&nbsp;&nbsp;**$14.43** |
| **Total Return<sup>2</sup>** | **4.56%** | &nbsp;&nbsp;&nbsp;**1.75%** | &nbsp;&nbsp;&nbsp;**3.65%** | &nbsp;&nbsp;&nbsp;**-11.95%** | &nbsp;&nbsp;&nbsp;**5.56%** | &nbsp;&nbsp;&nbsp;**10.90%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $2114 | &nbsp;&nbsp;&nbsp;$2181 | &nbsp;&nbsp;&nbsp;$2614 | &nbsp;&nbsp;&nbsp;$3082 | &nbsp;&nbsp;&nbsp;$4024 | &nbsp;&nbsp;&nbsp;$3570 |
| Ratio of Total Expenses to Average Net Assets | 0.20% | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20% |
| Ratio of Net Investment Income to Average Net Assets | 4.75% | &nbsp;&nbsp;&nbsp;3.85% | &nbsp;&nbsp;&nbsp;3.95% | &nbsp;&nbsp;&nbsp;7.33% | &nbsp;&nbsp;&nbsp;5.26% | &nbsp;&nbsp;&nbsp;1.38% |
| Portfolio Turnover Rate | 42% | &nbsp;&nbsp;&nbsp;75% | &nbsp;&nbsp;&nbsp;34% | &nbsp;&nbsp;&nbsp;28% | &nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;48% |
| 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%. |

---

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

------

Inflation-Protected Securities Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Admiral Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$22.52** | &nbsp;&nbsp;&nbsp;**$23.03** | &nbsp;&nbsp;&nbsp;**$23.16** | &nbsp;&nbsp;&nbsp;**$28.44** | &nbsp;&nbsp;&nbsp;**$28.32** | &nbsp;&nbsp;&nbsp;**$25.88** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.421 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.483) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.085) | &nbsp;&nbsp;&nbsp;&nbsp;(5.252) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.411 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;1.033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.862 | &nbsp;&nbsp;&nbsp;&nbsp;(3.323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.832 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.313) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.939) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.992) | &nbsp;&nbsp;&nbsp;&nbsp;(1.957) | &nbsp;&nbsp;&nbsp;&nbsp;(1.458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.392) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.001) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.313) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.939) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.992) | &nbsp;&nbsp;&nbsp;&nbsp;(1.957) | &nbsp;&nbsp;&nbsp;&nbsp;(1.459) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.392) |
| **Net Asset Value, End of Period** | **$23.24** | &nbsp;&nbsp;&nbsp;**$22.52** | &nbsp;&nbsp;&nbsp;**$23.03** | &nbsp;&nbsp;&nbsp;**$23.16** | &nbsp;&nbsp;&nbsp;**$28.44** | &nbsp;&nbsp;&nbsp;**$28.32** |
| **Total Return<sup>2</sup>** | **4.59%** | &nbsp;&nbsp;&nbsp;**1.86%** | &nbsp;&nbsp;&nbsp;**3.79%** | &nbsp;&nbsp;&nbsp;**-11.85%** | &nbsp;&nbsp;&nbsp;**5.68%** | &nbsp;&nbsp;&nbsp;**10.96%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $13632 | &nbsp;&nbsp;&nbsp;$13109 | &nbsp;&nbsp;&nbsp;$14535 | &nbsp;&nbsp;&nbsp;$16985 | &nbsp;&nbsp;&nbsp;$22745 | &nbsp;&nbsp;&nbsp;$18143 |
| Ratio of Total Expenses to Average Net Assets | 0.10% | &nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;0.10%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;0.10% |
| Ratio of Net Investment Income to Average Net Assets | 4.86% | &nbsp;&nbsp;&nbsp;3.95% | &nbsp;&nbsp;&nbsp;4.07% | &nbsp;&nbsp;&nbsp;7.46% | &nbsp;&nbsp;&nbsp;5.37% | &nbsp;&nbsp;&nbsp;1.54% |
| Portfolio Turnover Rate | 42% | &nbsp;&nbsp;&nbsp;75% | &nbsp;&nbsp;&nbsp;34% | &nbsp;&nbsp;&nbsp;28% | &nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;48% |
| 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%. |

---

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

------

Inflation-Protected Securities Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$9.17** | &nbsp;&nbsp;&nbsp;**$9.38** | &nbsp;&nbsp;&nbsp;**$9.43** | &nbsp;&nbsp;&nbsp;**$11.59** | &nbsp;&nbsp;&nbsp;**$11.54** | &nbsp;&nbsp;&nbsp;**$10.54** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.174 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;.200 | &nbsp;&nbsp;&nbsp;&nbsp;(.201) | &nbsp;&nbsp;&nbsp;&nbsp;(.033) | &nbsp;&nbsp;&nbsp;&nbsp;(2.141) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.989 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.357 | &nbsp;&nbsp;&nbsp;&nbsp;(1.360) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.163 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.129) | &nbsp;&nbsp;&nbsp;&nbsp;(.386) | &nbsp;&nbsp;&nbsp;&nbsp;(.407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.597) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.163) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.000)<sup>2</sup> | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.129) | &nbsp;&nbsp;&nbsp;&nbsp;(.386) | &nbsp;&nbsp;&nbsp;&nbsp;(.407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.597) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.163) |
| **Net Asset Value, End of Period** | **$9.47** | &nbsp;&nbsp;&nbsp;**$9.17** | &nbsp;&nbsp;&nbsp;**$9.38** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.43** | &nbsp;&nbsp;&nbsp;**$11.59** | &nbsp;&nbsp;&nbsp;**$11.54** |
| **Total Return** | **4.68%** | &nbsp;&nbsp;&nbsp;**1.86%** | &nbsp;&nbsp;&nbsp;**3.85%** | &nbsp;&nbsp;&nbsp;**-11.90%** | &nbsp;&nbsp;&nbsp;**5.72%** | &nbsp;&nbsp;&nbsp;**11.05%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $11504 | &nbsp;&nbsp;&nbsp;$10534 | &nbsp;&nbsp;&nbsp;$11485 | &nbsp;&nbsp;&nbsp;$12033 | &nbsp;&nbsp;&nbsp;$14998 | &nbsp;&nbsp;&nbsp;$12587 |
| Ratio of Total Expenses to Average Net Assets | 0.07% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | 4.92% | &nbsp;&nbsp;&nbsp;4.00% | &nbsp;&nbsp;&nbsp;4.12% | &nbsp;&nbsp;&nbsp;7.42% | &nbsp;&nbsp;&nbsp;5.37% | &nbsp;&nbsp;&nbsp;1.56% |
| Portfolio Turnover Rate | 42% | &nbsp;&nbsp;&nbsp;75% | &nbsp;&nbsp;&nbsp;34% | &nbsp;&nbsp;&nbsp;28% | &nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;48% |
| 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. |

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| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Distribution was less than $.001 per share. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |

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

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Inflation-Protected Securities Fund

Notes to Financial Statements

Vanguard Inflation-Protected Securities Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: Investor Shares, Admiral Shares, and Institutional 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. 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. 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 June 30, 2025, 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.

3. 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 June 30, 2025, the fund's average investments in long and short futures contracts represented 6% and 7% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

4. 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.

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Inflation-Protected Securities Fund

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 June 30, 2025, 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 credit default swap contracts at June 30, 2025.

5. 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.

6. 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.

7. 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 June 30, 2025, the fund did not utilize the credit facilities or the Interfund Lending Program.

8. 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.

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), shareholder reporting, and proxy fees. 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.

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Inflation-Protected Securities Fund

B. 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 June 30, 2025, the fund had contributed to Vanguard capital in the amount of $710,000, 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.

C. 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 June 30, 2025, 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;27159833 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27159833 |
| Temporary Cash Investments | 11418 | &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;11418 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |
| Total | 11418 | &nbsp;&nbsp;&nbsp;27160809 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27172227 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;1028 | &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;1028 |
| Swap Contracts | &nbsp;&nbsp;2005<sup>1</sup> | &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;2005 |
| Total | &nbsp;&nbsp;&nbsp;3033 | &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;3033 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;(2374) | &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;(2374) |
| Swap Contracts | &nbsp;&nbsp;(2194)<sup>1</sup> | &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;(2194) |
| Total | &nbsp;&nbsp;(4568) | &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;(4568) |

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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.

D. As of June 30, 2025, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

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| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;28041462 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231732 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(1102502) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(870770) |

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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 December 31, 2024, the fund had available capital losses totaling $2,969,090,000 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 December 31, 2025; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

E. During the six months ended June 30, 2025, the fund purchased $12,406,250,000 of investment securities and sold $11,210,620,000 of investment securities, other than temporary cash investments.

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Inflation-Protected Securities Fund

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | 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;150431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16663 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7203 |
| Redeemed | &nbsp;&nbsp;&nbsp;(311817) | &nbsp;&nbsp;&nbsp;&nbsp;(26551) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(663649) | &nbsp;&nbsp;&nbsp;&nbsp;(56542) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;(135927) | &nbsp;&nbsp;&nbsp;&nbsp;(11605) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(383621) | &nbsp;&nbsp;&nbsp;&nbsp;(32676) |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;1606447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69705 | &nbsp;&nbsp;&nbsp;&nbsp;2158190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93501 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;161589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21183 |
| Redeemed | (1667169) | &nbsp;&nbsp;&nbsp;&nbsp;(72332) | &nbsp;&nbsp;&nbsp;(3768929) | &nbsp;&nbsp;&nbsp;(163554) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;100867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp;&nbsp;(1126160) | &nbsp;&nbsp;&nbsp;&nbsp;(48870) |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;1615353 | &nbsp;&nbsp;&nbsp;&nbsp;171490 | &nbsp;&nbsp;&nbsp;&nbsp;1714048 | &nbsp;&nbsp;&nbsp;&nbsp;182460 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;151539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46390 |
| Redeemed | (1137854) | &nbsp;&nbsp;&nbsp;(120843) | &nbsp;&nbsp;&nbsp;(2864978) | &nbsp;&nbsp;&nbsp;(304481) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;629038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(718521) | &nbsp;&nbsp;&nbsp;&nbsp;(75631) |

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G. 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.

H. 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.

I. 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.

Q1192 082025

------

**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.**

At a special meeting of shareholders on February 26, 2025, shareholders of Vanguard Bond Index Funds (the "Trust") approved the following proposal:

Proposal 1—Elect Trustees for each fund.\*

The individuals listed in the table below were elected as Trustees. All Trustees with the exception of Mr. Murphy; Ms. Patterson; Mr. Ramji; and Ms. Venneman, served as Trustees prior to the shareholder meeting. Each vote reported below represents one dollar of the total combined net asset value of the Trust's shares held on the record date of November 26, 2024.

---

| | | | | |
|:---|:---|:---|:---|:---|
| Trustee | Votes For | Votes Withheld | Abstained | Broker <br>Non-Votes |
| Tara Bunch | 604158695218 | 25409983479 | N/A | N/A |
| Mark Loughridge | 599344845692 | 30223833005 | N/A | N/A |
| Scott C. Malpass | 599311592450 | 30257086247 | N/A | N/A |
| John Murphy | 604235399554 | 25333279143 | N/A | N/A |
| Lubos Pastor | 604282415642 | 25286263055 | N/A | N/A |
| Rebecca Patterson | 604548849204 | 25019829493 | N/A | N/A |
| André F. Perold | 600416503894 | 29152174803 | N/A | N/A |
| Salim Ramji | 600347364138 | 29221314559 | N/A | N/A |
| Sarah Bloom Raskin | 598981935143 | 30586743554 | N/A | N/A |
| Grant Reid | 604133995807 | 25434682890 | N/A | N/A |
| David Thomas | 603998878733 | 25569799964 | N/A | N/A |
| Barbara Venneman | 604443359960 | 25125318737 | N/A | N/A |
| Peter F. Volanakis | 599346917863 | 30221760834 | N/A | N/A |

---

\* Results are for all funds within the same Trust.

**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 Arrangements – Bond Index Funds**

The board of trustees of Vanguard Short-Term Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund, and Vanguard Long-Term Bond Index Fund has renewed each fund's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing each fund's internalized management structure was in the best interests of the fund and its shareholders.

The board based its decisions upon an evaluation of the advisor's investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Oversight and Manager Search team met regularly with the advisor and made presentations to the board during the fiscal year that directed the board's focus to relevant information and topics.

The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations conducted by the Oversight and Manager Search team. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor's assessment of the investment environment, portfolio performance, and portfolio characteristics.

In addition, the board received periodic reports throughout the year, which included information about the portfolio's performance relative to its peers and benchmark, as applicable, and updates, as needed, on the Oversight and Manager Search team's ongoing assessment of the advisor.

Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangements. Rather, it was the totality of the circumstances that drove the board's decisions.

**Nature, extent, and quality of services**

The board reviewed the quality of each fund's investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.

The board concluded that Vanguard's experience, stability, depth, and performance, among other factors, warranted continuation of each advisory arrangement.

**Investment performance**

The board considered the short- and long-term performance of each fund, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that each advisory arrangement should continue.

**Cost**

The board concluded that each fund's expense ratio was below the average expense ratio charged by funds in its peer group and that each fund's advisory expenses were also below the peer-group average.

The board does not conduct a profitability analysis of Vanguard 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 board concluded that the funds' arrangements with Vanguard ensure that the funds will realize economies of scale as they grow, with the cost to shareholders declining as fund assets increase.

The board will consider whether to renew the advisory arrangements again after a one-year period.

**Trustees Approve Advisory Arrangement – Total Bond Market Index Fund**

The board of trustees of Vanguard Total Bond Market Index Fund has renewed the fund's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund's internalized management structure was in the best interests of the fund and its shareholders.

The board based its decision upon an evaluation of the advisor's investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Oversight and Manager Search team met regularly with the advisor and made presentations to the board during the fiscal year that directed the board's focus to relevant information and topics.

The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations conducted by the Oversight and Manager Search team. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor's assessment of the investment environment, portfolio performance, and portfolio characteristics.

In addition, the board received periodic reports throughout the year, which included information about the portfolio's performance relative to its peers and benchmark, as applicable, and updates, as needed, on the Oversight and Manager Search team's ongoing assessment of the advisor.

Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board's decision.

**Nature, extent, and quality of services**

The board reviewed the quality of the investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.

The board concluded that Vanguard's experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.

**Investment performance**

The board considered the short- and long-term performance of the fund, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.

**Cost**

The board concluded that the fund's expense ratio was below the average expense ratio charged by funds in its peer group and that the fund's advisory expenses were also below the peer-group average.

The board does not conduct a profitability analysis of Vanguard 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 board concluded that the fund's arrangement with Vanguard ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The board will consider whether to renew the advisory arrangement again after a one-year period.

**Trustees Approve Advisory Arrangement – Total Bond Market II Index Fund**

The board of trustees of Vanguard Total Bond Market II Index Fund has renewed the fund's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund's internalized management structure was in the best interests of the fund and its shareholders.

The board based its decision upon an evaluation of the advisor's investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Oversight and Manager Search team met regularly with the advisor and made presentations to the board during the fiscal year that directed the board's focus to relevant information and topics.

The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations conducted by the Oversight and Manager Search team. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor's assessment of the investment environment, portfolio performance, and portfolio characteristics.

In addition, the board received periodic reports throughout the year, which included information about the portfolio's performance relative to its peers and benchmark, as applicable, and updates, as needed, on the Oversight and Manager Search team's ongoing assessment of the advisor.

Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board's decision.

**Nature, extent, and quality of services**

The board reviewed the quality of the fund's investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.

The board concluded that Vanguard's experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.

**Investment performance**

The board considered the short- and long-term performance of the fund, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.

**Cost**

The board concluded that the fund's expense ratio was below the average expense ratio charged by funds in its peer group and that the fund's advisory expenses were also below the peer-group average.

The board does not conduct a profitability analysis of Vanguard 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 board concluded that the fund's arrangement with Vanguard ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The board will consider whether to renew the advisory arrangement again after a one-year period.

**Trustees Approve Advisory Arrangement – Inflation-Protected Securities Fund**

The board of trustees of Vanguard Inflation-Protected Securities Fund has renewed the fund's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund's internalized management structure was in the best interests of the fund and its shareholders.

The board based its decision upon an evaluation of the advisor's investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Oversight and Manager Search team met regularly with the advisor and made presentations to the board during the fiscal year that directed the board's focus to relevant information and topics.

The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations conducted by the Oversight and Manager Search team. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor's assessment of the investment environment, portfolio performance, and portfolio characteristics.

In addition, the board received periodic reports throughout the year, which included information about the portfolio's performance relative to its peers and benchmark, as applicable, and updates, as needed, on the Oversight and Manager Search team's ongoing assessment of the advisor.

Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board's decision.

**Nature, extent, and quality of services**

The board reviewed the quality of the fund's investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.

The board concluded that Vanguard's experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.

**Investment performance**

The board considered the short- and long-term performance of the fund, including any periods of outperformance or underperformance compared with a relevant benchmark index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.

**Cost**

The board concluded that the fund's expense ratio was below the average expense ratio charged by funds in its peer group and that the fund's advisory expenses were also below the peer-group average.

The board does not conduct a profitability analysis of Vanguard 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 board concluded that the fund's arrangement with Vanguard ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The board 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)](tm2519836d3_ex99-cert.htm) | [Certifications filed herewith.](tm2519836d3_ex99-cert.htm) |
| [(a)(2)](tm2519836d3_ex99-906cert.htm) | [Certifications filed herewith.](tm2519836d3_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 BOND INDEX FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: August 18, 2025

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 BOND INDEX FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: August 18, 2025

---

| | |
|:---|:---|
|  | VANGUARD BOND INDEX FUNDS |
| BY: | /s/ CHRISTINE BUCHANAN\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHRISTINE BUCHANAN |
|  | CHIEF FINANCIAL OFFICER |

---

Date: August 18, 2025

---

| | |
|:---|:---|
| \* By: | /s/ Tonya T. Robinson |

---

Tonya T. Robinson, pursuant to a [Power of Attorney](https://www.sec.gov/Archives/edgar/data/1532203/000168386325001428/f40903d9.htm) filed on February 28, 2025 (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 Bond Index 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: August 18, 2025

---

| |
|:---|
| /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 Bond Index 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: August 18, 2025

---

| |
|:---|
| /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 Bond Index 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: August 18, 2025

---

| |
|:---|
| /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 Bond Index 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: August 18, 2025

---

| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

---